Description
The `Lauchli' matrix is a (n+1) by n rectangular matrix. It has ones on the
top row and the parameter mu on the diagonal starting at (2,1).
Relevance
It is a well known
example in least squares and other problems that indicates the dangers of
forming AT A.
References
- This generator is adapted from Nicholas J. Higham's
Test Matrix Toolbox.
- P. Lauchli, Jordan-Elimination und Ausgleichung nach
kleinsten Quadraten, Numer. Math, 3 (1961), pp. 226-240.
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Mathematical and Computational Sciences Division /
Information Technology Laboratory /
National Institute of Standards and Technology
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Page created 1997-03-03, last modified 2000-08-06.
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