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).


It is a well known example in least squares and other problems that indicates the dangers of forming AT A.


  1. This generator is adapted from Nicholas J. Higham's Test Matrix Toolbox.
  2. P. Lauchli, Jordan-Elimination und Ausgleichung nach kleinsten Quadraten, Numer. Math, 3 (1961), pp. 226-240.

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