Description
The `Wilkinson' matrices are order N matrices with unit diagonal and
the negative of the parameter C filling the lower triangle.
Relevance
Gaussian elimination with partial pivoting applied to these matrices
yields a growth factor of
(1+C)N-1, for multiplier C
(0 <= C <= 1)
References
- This generator is adapted from
gfpp in Nicholas J. Higham's
Test Matrix Toolbox.
- N.J. Higham and D.J. Higham, Large growth factors in
Gaussian elimination with pivoting, SIAM J. Matrix Analysis and
Appl., 10 (1989), pp. 155-164.
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Page created 1997-03-03, last modified 2000-08-06.
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