Mercurial > matrix-functions

annotate toolbox/pei.m @ 2:c124219d7bfa draft

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
Re-add the 1995 toolbox after noticing the statement in the ~higham/mctoolbox/ webpage.
author Antonio Pino Robles <data.script93@gmail.com>
date Thu, 07 May 2015 18:36:24 +0200
parents 8f23314345f4
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
0
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
1 function P = pei(n, alpha)
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
2 %PEI Pei matrix.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
3 % PEI(N, ALPHA), where ALPHA is a scalar, is the symmetric matrix
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
4 % ALPHA*EYE(N) + ONES(N).
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
5 % If ALPHA is omitted then ALPHA = 1 is used.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
6 % The matrix is singular for ALPHA = 0, -N.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
7
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
8 % Reference:
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
9 % M.L. Pei, A test matrix for inversion procedures,
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
10 % Comm. ACM, 5 (1962), p. 508.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
11
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
12 if nargin == 1, alpha = 1; end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
13
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
14 P = alpha*eye(n) + ones(n);