The `Wilkinson' matrices are order N matrices with unit diagonal and the negative of the parameter C filling the lower triangle.


Gaussian elimination with partial pivoting applied to these matrices yields a growth factor of (1+C)N-1, for multiplier C (0 <= C <= 1)


  1. This generator is adapted from gfpp in Nicholas J. Higham's Test Matrix Toolbox.
  2. 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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