view toolbox/frank.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>
date Thu, 07 May 2015 18:36:24 +0200
parents 8f23314345f4
children
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function F = frank(n, k)
%FRANK   Frank matrix---ill conditioned eigenvalues.
%        F = FRANK(N, K) is the Frank matrix of order N.  It is upper
%        Hessenberg with determinant 1.  K = 0 is the default; if K = 1 the
%        elements are reflected about the anti-diagonal (1,N)--(N,1).
%        F has all positive eigenvalues and they occur in reciprocal pairs
%        (so that 1 is an eigenvalue if N is odd).
%        The eigenvalues of F may be obtained in terms of the zeros of the
%        Hermite polynomials.
%        The FLOOR(N/2) smallest eigenvalues of F are ill conditioned,
%        the more so for bigger N.

%        DET(FRANK(N)') comes out far from 1 for large N---see Frank (1958)
%        and Wilkinson (1960) for discussions.
%
%        This version incorporates improvements suggested by W. Kahan.
%
%        References:
%        W.L. Frank, Computing eigenvalues of complex matrices by determinant
%           evaluation and by methods of Danilewski and Wielandt, J. Soc.
%           Indust. Appl. Math., 6 (1958), pp. 378-392 (see pp. 385, 388).
%        G.H. Golub and J.H. Wilkinson, Ill-conditioned eigensystems and the
%           computation of the Jordan canonical form, SIAM Review, 18 (1976),
%             pp. 578-619 (Section 13).
%        H. Rutishauser, On test matrices, Programmation en Mathematiques
%           Numeriques, Editions Centre Nat. Recherche Sci., Paris, 165,
%           1966, pp. 349-365.  Section 9.
%        J.H. Wilkinson, Error analysis of floating-point computation,
%           Numer. Math., 2 (1960), pp. 319-340 (Section 8).
%        J.H. Wilkinson, The Algebraic Eigenvalue Problem, Oxford University
%           Press, 1965 (pp. 92-93).
%        The next two references give details of the eigensystem, as does
%        Rutishauser (see above).
%        P.J. Eberlein, A note on the matrices denoted by B_n, SIAM J. Appl.
%           Math., 20 (1971), pp. 87-92.
%        J.M. Varah, A generalization of the Frank matrix, SIAM J. Sci. Stat.
%           Comput., 7 (1986), pp. 835-839.

if nargin == 1, k = 0; end

p = n:-1:1;
F = triu( p( ones(n,1), :) - diag( ones(n-1,1), -1), -1 );
if k ~= 0
   F = F(p,p)';
end