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Problems of the form (1) appear in solving the systems of linear algebraic equations \\((f(A)= A^{-1})\\) as well as in solving semidiscrete approximation to parabolic \\((f(A)= \\exp(- tA))\\), hyperbolic \\((f(A)= \\cos(+tA^{1/2}))\\) and elliptic \\((f(A)= \\exp(- tA^{1/2}))\\) partial differential equations.   The authors propose to take the Lanczos method in order to construct the approximation \\(u_ m= \\|\\phi\\| Qf(H)e_ 1\\in \\mathbb{R}^ n\\) to the solution \\(u\\) of (1), where \\(e_ 1= (1,0,\\dots,0)^ T\\in \\mathbb{R}^ m\\). The tridiagonal symmetric \\(m\\times m\\) matrix \\(H\\) and the \\(n\\times m\\) matrix \\(Q\\) of the \\(m\\) Lanczos vectors are constructed by the Lanczos process. Estimates of the error \\(\\| u- u_ m\\|\\) as well as numerical results are 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