Mercurial > matrix-functions
diff toolbox/lesp.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/lesp.m Thu May 07 18:36:24 2015 +0200 @@ -0,0 +1,22 @@ +function T = lesp(n) +%LESP A tridiagonal matrix with real, sensitive eigenvalues. +% LESP(N) is an N-by-N matrix whose eigenvalues are real and smoothly +% distributed in the interval approximately [-2*N-3.5, -4.5]. +% The sensitivities of the eigenvalues increase exponentially as +% the eigenvalues grow more negative. +% The matrix is similar to the symmetric tridiagonal matrix with +% the same diagonal entries and with off-diagonal entries 1, +% via a similarity transformation with D = diag(1!,2!,...,N!). + +% References: +% H.W.J. Lenferink and M.N. Spijker, On the use of stability regions in +% the numerical analysis of initial value problems, +% Math. Comp., 57 (1991), pp. 221-237. +% L.N. Trefethen, Pseudospectra of matrices, in Numerical Analysis 1991, +% Proceedings of the 14th Dundee Conference, +% D.F. Griffiths and G.A. Watson, eds, Pitman Research Notes in +% Mathematics, volume 260, Longman Scientific and Technical, Essex, +% UK, 1992, pp. 234-266. + +x = 2:n; +T = full(tridiag( ones(size(x))./x, -(2*[x n+1]+1), x));