Wilkinson matrix

In linear algebra, Wilkinson matrices are symmetric, tridiagonal, order-N matrices with pairs of nearly, but not exactly, equal eigenvalues.[1] It is named after the British mathematician James H. Wilkinson. For N = 7, the Wilkinson matrix is given by

Wilkinson matrices have applications in many fields, including scientific computing, numerical linear algebra, and signal processing.

References

  1. Wilkinson (1965). The Algebraic Eigenvalue Problem. Oxford University Press. ISBN 0-19-853418-3.


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