Description

A matrix consisting of Period random columns which are repeated (in order) until all columns are filled. The random numbers are drawn uniformly from (-1,1).

The matrix is rank deficient, unless the period exceeds the number of columns.

Relevance

It can lead to underflow problems for Gaussian elimination: see .

References

  1. This generator is adapted from Nicholas J. Higham's Test Matrix Toolbox.

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Page created 1997-03-03, last modified 2000-08-06. [ ]