Mercurial > matrix-functions
diff toolbox/chow.m @ 2:c124219d7bfa draft
Re-add the 1995 toolbox after noticing the statement in the ~higham/mctoolbox/ webpage.
author | Antonio Pino Robles <data.script93@gmail.com> |
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date | Thu, 07 May 2015 18:36:24 +0200 |
parents | 8f23314345f4 |
children |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolbox/chow.m Thu May 07 18:36:24 2015 +0200 @@ -0,0 +1,21 @@ +function A = chow(n, alpha, delta) +%CHOW Chow matrix - a singular Toeplitz lower Hessenberg matrix. +% A = CHOW(N, ALPHA, DELTA) is a Toeplitz lower Hessenberg matrix +% A = H(ALPHA) + DELTA*EYE, where H(i,j) = ALPHA^(i-j+1). +% H(ALPHA) has p = FLOOR(N/2) zero eigenvalues, the rest being +% 4*ALPHA*COS( k*PI/(N+2) )^2, k=1:N-p. +% Defaults: ALPHA = 1, DELTA = 0. + +% References: +% T.S. Chow, A class of Hessenberg matrices with known +% eigenvalues and inverses, SIAM Review, 11 (1969), pp. 391-395. +% G. Fairweather, On the eigenvalues and eigenvectors of a class of +% Hessenberg matrices, SIAM Review, 13 (1971), pp. 220-221. +% I. Singh, G. Poole and T. Boullion, A class of Hessenberg matrices +% with known pseudoinverse and Drazin inverse, Math. Comp., +% 29 (1975), pp. 615-619. + +if nargin < 3, delta = 0; end +if nargin < 2, alpha = 1; end + +A = toeplitz( alpha.^(1:n), [alpha 1 zeros(1,n-2)] ) + delta*eye(n);