wilkinson

Purpose

Wilkinson's eigenvalue test matrix.

Synopsis

W = wilkinson(n)

Description

wilkinson(n) is one of J. H. Wilkinson's eigenvalue test matrices. It is a symmetric, tridiagonal matrix with pairs of nearly, but not exactly, equal eigenvalues.

Examples

wilkinson(7) is

    3    1    0    0    0    0    0
    1    2    1    0    0    0    0
    0    1    1    1    0    0    0
    0    0    1    0    1    0    0
    0    0    0    1    1    1    0
    0    0    0    0    1    2    1
    0    0    0    0    0    1    3
The most frequently used case is wilkinson(21). Its two largest eigenvalues are both about 10.746; they agree to 14, but not to 15, decimal places.

See Also

eig, pascal, rosser

(c) Copyright 1994 by The MathWorks, Inc.