LIBRARY OF THE UNIVERSITY OF ILLINOIS AT URBANA-CHAMPAIGN 510.84- Vfir no. 403-4-08 cop. 2 The person charging this material is re- sponsible for its return to the library from which it was withdrawn on or before the Latest Date stamped below. Theft, mutilation, and underlining of books are reasons for disciplinary action and may result in dismissal from the University. To renew call Telephone Center, 333-8400 UNIVERSITY OF ILLINOIS LIBRARY AT URBANA-CHAMPAIGN Ann 7 KC\ DEC 3 RED L161— O-1096 Digitized by the Internet Archive in 2013 http://archive.org/details/testmatricesi403fosd ■1/ Report No. k03 000-1^69-0166 TEST MATRICES I by L. D. Fosdick Y. J. Kim June 1970 JHE LIBRARY OF THI JUL 3 1 ' UNIVERSITY OF ILLINOIS Report No. 1+03 TEST MATRICES I* by L. D. Fosdick Y. J. Kim June 1970 Department of Computer Science University of Illinois Urbana, Illinois 6l801 Supported in part by the Atomic Energy Commission under grant U. S. AEC AT(ll-l)lU69. The following material represents the results of our work this year in collecting information on test matrices. It is self- explanatory except for the definition of condition numbers. The notation used here is defined as follows: CCjJ-llAMj llA- 1 !^ where | I A I L = max { Z la..} | Ja[ L = {maximum eigenvalue of A*A} ||a|L = il t |a. .| 2 } 1/£ . . "e . a xji ?or singular matrices we have used C(R) = | Xmax| /| Xmin| (|Xmin| ^ 0) NOTE: |Xmin| is the modulus of the smallest nonzero eigenvalue The identification number code is to be interpreted as follows : x l x 2 x 3 x k x 5 x 6 1/2 fO real matrix x 1 = { 1 complex matrix K.2 either fO Hermetian Cp = i 1 non-aermetian U either • rO singular x = ^ 1 ncn-singular V.2 either X' x X/- = sequence number c -j_ x 2 x 3 = 999 designates the definition of a wide class of test matrices, or statements of useful properties for generating test matrices. IDENTIFICATION: OOlOOl MATRIX : A ( I , J )= 2 A( I t J )=-l A( I ,J )= FX AMPLE (N=5) IF I=J, IF ABS( I -J ) = 1 OTHERWISE. A = 2 -1 -1 2 -1 -1 2 -1 -1 2 -1 CHARACTERISTICS: REAL* SYMMETRIC NON-SINGULAR, POSITIVE DEFINITE , TRIDI AGONAL. INVERSE: AINV(I,J)= I* ( N+l-J ) / ( N+l ) IF I.LE.J, A I N V d , J ) = A I N V ( J d ) . EXAMPLE (M=5) 5 4 3 2 1 4 8 6 A 2 AINV=d/6)* 3 6 9 6 3 2 4 6 8 4 12 3 4 5 EIGENVALUES: EIVAL(I>= 2* ( 1-COS ( I *P I / ( N + 1 ) ) ) , FOR 1=1,2 . »N EXAMPLE (M=5) EIVAL ( 1 )= 0.26794 91924 31122 70650 EIVAL(2)= 1.00000 00000 00000 00000 EIVAL(3)= 2.00000 00000 00000 00000 EIVAL(4)= 3.00000 00000 00000 00000 EIVAL(5)= 3.73205 08075 68877 29353 EIGENVECTORS: EIVEC(I,J)= SIM I*J*PI/(N+1) ) FOR I , J=l ,2, . .. »M. FXAMPLF ( N : = 5 ) ElVECd. d) = 0. .50000 00000 00000 00000 EIVEC(2 ,1 ) = 0, .86602 54037 84438 64675 EIVFC(3. rl) = 1, ,00000 00000 00000 00000 EIVEC (4 rl) = 0, ►86602 54037 84438 64675 EIVEC(5. d ) = 0, ,50000 00000 00000 00000 EIVEC ( 1 ,2) = 0, ,86602 54037 84438 64675 EIVEC(2. >2) = 0, ,86602 54037 84438 64675 EIVEC (3 ,2 ) = 0, ►00000 00000 00000 00000 EIVEC (4. >2)=- -0, ,86602 54037 84438 64675 EIVEC(5. ,2 )=■ -0, ,86602 54037 84438 64675 EIVEC(1. >3) = 1, ,00000 00000 00000 00000 EIVEC (2 »3) = 0. ,00000 00000 00000 00000 EIVEC (3. r3)=- -1, ,00000 00000 00000 00000 EIVEC (4 r3) = 0, ►00000 00000 00000 00000 EIVEC (5. ,3) = 1. ,00000 00000 00000 00000 EIVECQ .4) = 0, ,86602 54037 84438 64675 EIVEC (2. >4)=- -0, ,86602 54037 84438 64675 EIVEC (3 .4) = 0, ►00000 00000 00000 00000 E IV EC (4. r4) = 0, ,86602 54037 84438 64675 EIVEC ( 5 r4)=- -0, .86602 54037 84438 64675 EIVEC (1. ,5) = 0. ,50000 00000 00000 00000 FI VFC ( 2 ,5 ) =-0.86602 54037 84438 64675 EIVFC(3,5)= 1.00000 00000 00000 00000 FIVFG (4,5 )=-0. 86602 54037 R4438 64675 FI\/EC(5,5) = 0.50000 00000 00000 00000 D E T F R M I M A M T : f ) F T ( A ) M+l CONDI T C ( 1 ) C ( 2 ) C (F ) EXAM M 5 20 40 60 HO 100 ion = s + P L F Ml J MB ( N + 1 ) (M + l ) i-cn.s ORT( ( 5 3*N* S C( 1 1 .8 2 .2 R.4 1 .8 3.2 5.1 FRS: **2-l )/2 FOR M FVEM, **2 )/2 FOR M ODD, ( N*PI/(N+1 ) ) ) /( 1-C0S( PI / (M+l ) ) ) , 6 * N- 2 ) * ( 2 * M * * 6+ 1 2 * M * -5 + 35 * M * * 4+60 * M * * 3 *2 + 18*IM) /ISO) / (M+l ) . ) 0(1 ) 0(2 ) 0(2 ) 6(3) 8(3) 0(3) C( 2 ) 39 ( 1 ) 78(2 ) 8 1(2) 51(3) 6 6(3) 13(3) C( F ) 2.07( 1 ) 5.06( 2 ) 2.74(3) 7 ,42( 3) 1.51(4) 2.63(4) REMARKS 01 SCR THIS 'ATR I WHEN RFPRF WHER F ( ; - X C L THF I all n (0, 4 APPRf) 4 . THIS F F . I I SJ ^'CF THI EOijAT SIZF ITI 1 PFRFO (1,1) • 1 ) : MATRICES OF THIS TYPE ARISE IN THF FTIZA7I0N OF THE HFAT EQUATION (REF. 1). MATRIX IS A SPECIAL CASE OF A WIDE CLASS OF CFS DESCRIBED BY GFAR (REF. 4). M+l IS A POWER nF 2 THE INVERSF CAM BE FXACTLY SENTFD IN A BINARY MACHINE PRPVIDFD N.LT.2**L L IS THF NUMBER DF BITS IN THF MANTISSA UDING SIGN). NOTICE THAT THF MAXIMUM ELEMENT OF MVFRSF IS LFSS THAN M. F THE EIGENVALUES ARF CONTAINED IN THE INTERVAL ). AS M INCRFASFS THF SMALLEST FIGENVALUF ACHES AND THE LARGEST EIGENVALUE APPROACHES X HAS BEEN USED FREQUENTLY IM TESTING MATRI 2,3) L U OF ■■ I i THF W I I. L 1.1] OF 1,1). COMPOSITION OR GAUSS FL I MI NATION IS DM THIS MATRIX MO ROW EXCHANGFS ARE MAOE, COMPUTED PIVOTS ARF ALWAYS MAXIMUM. I IS F OF A AS A I'EST MATRIX IN A LIMFAR OUTIMF WHICH USES PARTIAL PIVOTING FOR NOT I'EST ThF ROW EXCHANGE PORTION OF THF POSITION OR GAUSS FLIMIMATIOM IS II rHE MATRIX AIMV IT IS ALSO TRUE THAT MO GFS ARF MADE. M0T1CF THAT THF MINOR OF THF i MP THE MAT < IX OBTAINED BY PFR FORM IMG P HI- GAUSS FLIMIMATIOM ON THF MATRIX I) IS (M+l )AIMV( ORDER N- 1 ) AND THAT il .A [NV( I , 1 ) FOR AMY I AND M. . : ]. P.O. i HUGH 00 1 SHAW, FOS., HANDBOOK 1, P123, MCGRAW-HILL, YR1967. , R.W. SI IUGH I DN AND MARJOR I F P. LIFTZKF, '. iF SFVP RAI ME THODS FOR MF 3. 4. IDENTIFICATION: 00100 2 MATRIX: A(I,J)= 1 IF A6S(I-J)=1, A(N,N )=-l A ( I t J )= OTHERWISF. EXAMPLF (M=5) 10 10 10 A= 1 1 10 1 1-1 CHARACTERISTICS: REAL, SYMMETRIC, NON-SINGULAR, TRIDIAGONAL. INVERSE: N = EVEN; AI NV( I , J ) = ( -1 ) ** ( I NT ( I /2 ) +int( ( j-i )/2 ) ) if i is odd G I . L E . J , AINV(I,J)=0 IF I IS EVEN & I.LE.J, AINV( I , J )=AINV( J , I ) . N=ODD; AINV( I , J )=(-l)**( IMT(I/2)+INT(J/2)+l) IF I IS ODD £ I .LE.J, AIMV(I,J)=0 IF I IS EVEN £ I.LE.J, AINV( I,J)=AINV(J,I ). EXAMPLE ( N = 5 ) -1 1 1-1 -1 10 AINV= 10-111 -10 10 -1 1 0-1 EIGENVALUES : EI VAL ( I )=2*C0S( 2* I *P I / ( 2*N + 1 ) ) FOR 1=1,2, ...,N. EXAMPLE (IM = 5) EIVAL(1)= 1.68250 70656 62362 33772 EIVAL(2)= 0.83083 00260 03772 85106 EI VAL (3 )=-0. 28462 96765 46570 28089 EIVAL (4 )=-l. 30972 14678 90570 12811 EIVAL (5)=-l. 91898 59472 28994 77978 EIGENVECTORS: EIVEC(I,J)= S IN ( 2*I*J*P I / ( 2*NI+1 ) ) FOR I ,J = 1,2,...,N. EXAMPLE (M=5) El VEC ( 1tD = EIVEC(2t1 ) = EIVEC(3»1)= EIVEC(4,1 )= EIVEC ( 5,1 >= FIVEC(1,2)= EIVFC(2,2 ) = EIVEC (3,2)= EI VEC (A, 2 ) = EIVFC(5,2)= FIVEC(1t3)= EI VEC (2.3)= EIVEC(3 t 3)= E I V E C ( 4 , 3 ) = FIVEC(5,3)= EIVEC (1»4)= EIVEC (2,4)= EIVEC (3, 4)= EIVEC (4, 4) = EIVFC (5, 4) = EIVEC (1,5)= FIVEC(2,5) EIVEC(3,5 ) EIVEC (A, 5) F1VEC ( 5,5 ) determinant: he 0.54064 0.90963 0.98982 0.75574 0.28173 0.90963 0.75574 -0.28173 -0.98982 -0.54064 0.98982 -0.28173 -0.90963 0.54064 0.75574 0.75574 ,-0.98982 = 0.54064 = 0.28173 =-0.90963 = 0.28173 =-0.54064 = 0.75574 =-0.90963 = 0.98982 08174 19 9 5 3 14418 95743 2556H 19953 95743 25568 14418 08174 14418 25568 19953 08174 95743 95743 14418 08174 2 5 5 6 8 19953 2 5 5 6 8 08174 95 7 43 19953 14418 55597 54518 80932 54258 41429 54518 54258 41^29 80932 55597 80932 41429 54518 55597 54258 54258 80932 55597 41429 54518 41429 55597 54258 54518 80932 58211 37141 73238 28377 69771 37141 28377 69771 73238 58211 73238 69771 37141 58211 28377 28377 732^8 58211 69771 37141 h9771 5 8 211 28377 37141 73238 T(A) = (-1) — <1 + I,X,T( < N " 1)/2)) CONDITION NUMBERS EXAMPLES N 5 20 4 60 HO 100 C ( 1 ) 1 .00 ( 1 ) 4.00(1 ) 8.00( 1 ) 1.20(2) 1.60(2) 2 .00(3 ) C(2) 6.74 ,60( 1) ,15(1) ,70(1) .02(2) .28(2) C(E) 1.16(1) 9 .05( 1 ) 2.55(2) 4.67(2) 7.18(2) 1.00( 3) THE INVERSE OF THIS (REF. 1 ) FOR TESTING THF elEMFMTS OF THIS MATRIX HAS BEEN USED *Y EIGENVALUF ALGORITHMS. MATRIX AND ITS INVERSE REMARKS FRANK ALL OF ARE 1 » TIOM S TION '/» ILL I r F G E R S . riF THE ELEMENTS _, D AT FVFRY ™ F FLF - MEM DFCOMPOSITION OF TH p fLFMHM 5 nr inio . ir-, ..-- amcc ci CMTMA- o ,m npmMpnSITinM AND GAUSS ELFWima -1 OR 0. LU DECUMHuai i i SUBSTITII- IN THE LU DECOMPOSITION ARE 1, INT ERMEOIATF STAGE OF REMAIN FOIJAL rHls [S rRUl FOR THF > nF AINVj, , MINAT I0N LU DECOMPOSITION OR^GAUSS^L IMINAT ^ 1, -1 OR AND FOR Tv^TtnEDBY PERFORMING I' «*"" THF MATR!X r BE EXCHANGED PAIRS GAD IS THE (liD THE AINV IN I 3 , 4 ) » ... AND IN GENERAL (2*1-1,2*1). NO ROW EXCHANGES ARE REQUIRED IN THE COURSE OF GAUSS ELIMINATION OF AINV WHEN PARTIAL PIVOTING FOR SIZE IS USED. ALL OF THE EIGENVALUES ARE LOCATED IN THE INTERVAL (-2, 2). AS N INCREASES, THE MINIMUM EIGFMVALUE APPROACHFS -2, AND THE MAXIMUM EIGENVALUE APPROACHES 2. REFERENCES : 1. WERNER L. FRANK, COMPUTING EIGENVALUES OF COMPLFX MATRICFS 8Y DETERMINANT EVALUATION AND BY METHODS OF DANILFWSKI AND WIELANDT, JSIAM, V6, PP378-3 92, YR1958. 2. C. W. GEAR, A SIMPLE SET OF TEST MATRICES FUR EIGENVALUE PROGRAMS, MATH COMP t V23, PP119-125, YR1969. IDENTIFICATION: 001003 MATRIX: A( I ,1 )=A( 1 , I )=1 A(I,J)=A(I-1,J)+A(I,J-1) OTHERWI SE. THE ARRAY IS A SQUARE WITH THE APEX EXAMPLE (N=5) IN THE SEGMENT OF A PASCAL TRIANGLE JPPER LEFT CORNER. 1 3 6 10 15 1 4 10 20 35 1 5 IS 35 70 CHARACTERISTICS: REAL, SYMMETRIC, NON-SINGULAR, POSITIVE OF FINITE. INVERSE: THE FOLLOWING FORTRAN STATEMENTS WILL PRODUCE THE ELFMENTS AINV(I,J) OF THE INVERSE DF THE MATRIX A. DO 40 11=1, N I=N-I 1+1 AIMV( I , I )=1 .0 IF ( I . FQ.M) GO TO 2 DO 10 J=2 , I I 10 AINV( I , I )=AIMV( I , I )-A( I , J)*AINV( I+J-l, I ) IF ( I .FO.l ) GO TO 5 20 DO 40 K=2, I AINV( I-K + l , I ) =0 [K=N-I +K DO 30 J=2,NIK 30 AINV( I-K+l, I )=AINV( I-K+l, I ) 1 -A( I -1 ,J)*AINV( I-K+J, I ) ^0 AIMV( I , I-K + l )=AIMV( I-K+l, I ) 50 CONTINUE EXAMPLF (N=5) 5-10 10 -5 -10 30 -35 19 AIMV= 10 -35 46 -27 -5 19 -27 17 1-4 6-4 EIGENVALUES: NOT KNOWN, EIGENVECTORS: MOT KNOWN. DETERMINANT: DET(A)= 1 1 -4 6 -4 1 CONDITION NUMBERS : EXAMPLES N C( 1 ) C( 2) C( E) 5 1.56(4) 8.52( 3) 8.55(3) 6 2.05(5) 1.11(5) 1.11(5) 7 2.87(6) 1.49(6) 1.50(6) 8 3.96(7) 2.06(7) 2.07(7 ) 9 5.72(8 ) 2.91(H) 2.91 (8) 10 8.13(9) 4.16(9) 4.16(9) REMARKS: THF ELEMENTS OF A HENCE ROTH CAM BE EXACTLY REPRESENTED. THE CONDITION NUMBERS GIVEN ABOVE MD AINV ARE IMTEGERSt CDDCC ENTFD. E INDICATE THAT THIS 2 . JOHN CAFFRFY, ANOTHER TEST MATRIX FOR DETERMIN- ANTS AMD INVERSES, CACM, V6,P310, YR1963. FRANK J. STOCKMALr THE INVERSE Of CACM, V6, P615, YR1963. IF A TEST MATRIX, • MTI FICAT ION: 001004 MATR IX : A ( I , J ) = OR ( I +J ,P ) WHERI 'K(K,P) IS THE L EGENDRE- J ACOB I OOADRATIC SYMBOL -JHICH IS DEFINED AS FOLLOWS: FQR M=P-] WHERE P IS AM ODD PRIME OR(K,P)= IF P DIVIDES K, (K,P)= 1 IF K IS CONGRUENT TO A SOUARF INTEGER MODULO P, " (K,P )=-l OTHFRWISE. EXAMPLE (N = 6) 1-1 1-1-1 -1 1-1-1 1 A= 1-1-1 1 1 -1-1 1 1-1 -10 11-11 11-11-1 CHARACTERISTICS: REAL* SYMMETRIC, MOM-SINGULAR. INVERSE: A1NV(I,J)= ( OR ( I + J , P ) -OR ( I , P ) -OR ( J , P ) ) / P EXAMPLE (N=6) -1 -3 1-3-1 -3 -1 -1 -3 1 AINV=(l/7)* 1-11033 -3 -3 -1 1 -1 -10 3 113 13-131 EIGENVALUES: RIVAL ( I )= EACH OF THE LAST TWO - EXAMPLE (N = 6 ) EIVAL ( 1 )= I EIVAL (2 )=-l EIVAL (3)= SORT (7) FIVAL(4)= S0RTI7) EIVAL ( 5)=-SORT(7) EIVAL (6 )=-SORT( 7) 1, -1. HAVING SORTIP ) , -SORT(P ) , MULTIPLICITY (M-2)/2 EIGENVECTORS: MOT KNOWN. DETERMINANT: DET(A)= P**((N-2)/2) EOR DET(A)=-P**( (N-2) /2) FOR (M-2)/2 onn (M-2J/2 EVEN CONOITION NUMBERS : FXAMPLES N C(l ) C(2) C( F) 6 6.43 2.65 8.78 16 2.21(1) 4.12 2.60( 1 ) 36 5.20(1 ) 6.08 6.06( 1 ) 58 8.41 ( 1 ) 7.68 9.87(1) 78 1.14(2 ) 8.89 1.33(2) 96 1.42 (2 ) 9.85 1 .65(2) REMARKS: THE ELEMENTS OF THE INVERSE WILL ALWAYS HAVE THE FORM 1/P, -1/P, 3/P, -3/P, OR 0. THUS* EXCEPT FOR 0, OR P = 3, THEY CAN NOT RE REPRESENTED EXACTLY IN A BINARY MACHINE. THE CONOITION NUMBER C(2) IS CONSIDERABLY SMALLER THAN C( 1 ) AND C(E) . THOUGH WE HAVE NOT PROVED IT, IT SEEMS CERTAIN THAT THE NUN-ZERO COMPONENTS OF THE EIGENVECTOR WITH THE EIGENVALUE 1 OR -1 ARE EQUAL, AND THAT IF THF I-TH COMPONENT OF THE EIGENVECTOR WITH EIGENVALUE 1 IS NOT ZERO, THEN THE I-TH COMPONENT OF THE EIGEN- VECTOR WITH EIGENVALUE -1 IS AND CONVERSELY. THEREFORE WE CAN GET THE TWO EIGENVECTORS WITH EIGENVALUES 1 AND -1 FROM THE COLUMN VFCTOR WHICH IS THE PRODUCT OF A AND THE COLUMN VFCTOR WHOSE COMPONENTS ARE ALL 1. FOR EXAMPLE IN THE CASE OF N = 6 THE TRANSPOSE OF THE PRODUCT OF A AND THE TRANSPOSE OF (1, 1, 1, 1, 1, 1) IS (-1 t-1 t 1,-1, 1, 1), AND THERFFORE THE EIGENVECTORS WITH EIGENVALUES 1 AMD -1 ARE (0, 0, 1, 0, 1, 1) AND (1, 1, 0, 1,0, 0) RESPECTIVELY. REFERENCES: 1. MORkIS NEWMAN AND JOHN TODD, EVALUATION OF MATRIX INVERSION PROGRAMS, JSIAM, V6 , PP466-476, YR1958. IDENTIFICATION: 001005 MATRIX: A(I,J)= I/J FOR I.LE.J, A ( I ,J ) = J/I FOR I .GT.J. EXAMPLE ( N = 5 ) 1 1/2 1/3 1/4 1/5 1/2 1 2/3 2/4 2/5 A= 1/3 2/3 1 3/4 3/5 1/4 2/4 3/4 1 4/5 1/5 2/5 3/5 4/5 1 CHARACTERISTICS: RFAL, SYMMFTRIC, NON-SINGULAR, POSITIVE DFFINITE, OSCILLATORY. INVERSE: AIMV(I,I)= (4*1**3) / (4*1**2 - 1) FOR I.NE.N, AIMV(M,M)= (M**2)/(2*N - 1), AINV(I,J)= -I*(I+1)/(2*I + 1) FOR J.EO.I+1, AINV( I ,J ) = FOR J.GT.I+1, AIMV( I , J )= AINV( J, I ) . F X A M P L F ( M = 5 ) 4/3 -2/3 -2/3 32/15 AINV= -6/5 -6/5 108/35 -12/7 -12/7 256/63 -20/9 -20/9 25/9 1 [GENVALUES : NOT KNOWN. EIGENVECTORS: NOT KNOWN. DPI | ■■••■ I 'ANT : NOT KNOWN. MQIT I UN NUMBERS: | KAMPI ' 5 20 40 C ( 1 ) 2 . 6 8 ( ] ) 4 . / 3 ( 2 ) C(2) 1.971 1 ) 3.72 (2 ) C( F) 2.53( 1 ) 7.43(2) L.92(3) 1.5/(3) 4.16(3) 10 60 4.33(3) 3.62(3) 1.14(4) 80 7.71(3) 6.51 (3) 2.35(4) 100 1.21 (4) 1.03(A) 4.09(4) REMARKS: NO SIMPLE EIGENVECTORS, OR EXPRESSIONS FOR THE DETERMINANT EIGENVALUES AMD ARE KNOWN TO US. REFERENCES : 1. MORRIS NEWMAN AMD JOHN TODD, EVALUATION OF MATRIX INVERSION PROGRAMS, JSIAM, V6 , PP466-476, YR195B. IDENTIFICATION: 001006 MATRIX : A ( I , I )= 2 A(l,l)= 3 A ( N , M ) = 1 A( I ,J )=-l A( I , J )= EXAMPLE (N=5) FOR I.NE.l AMD I.NE.N FOR ABS(I-J) OTHERWISE. .EO.lt A = 3 -1 -1 2 -1 -1 2 -1 -1 2 -1 0-1 1 CHARACTERISTICS: REAL, SYMMETRIC, NON-SINGULAR, POSITIVE DF EI MITE, TR I DIAGONAL. INVERSE : AIMV( I ,J ) = A I M V ( J , I ) = EXAMPLE ( N = 5 ) 1 1 1 1 1 ( 2 * I - 1 ) / 2 AINV( I, J ) FOR I.LE.J AIN\/=( 1/2 )* EIGENVALUES: EIVAL(I)= FXAMPLE (N=5) EIVAL ( 1 )= 9.78869 EIVAL (2 )= 8.24429 EIVAL (3)= 2.00000 EIVAL(4)= 3.17557 EIVAL (5)= 3.90211 2*( 1-C0S( (2*1-1 )*PI/ (2 FOR 1=1 ,2, ... ,N. : N) ) ) 67409 49541 00000 05045 30325 69285 50537 00000 84946 90307 57671 41663 00000 25834 14423 (-2) (-1 ) EIGENVECTORS: EI VEC ( I , J)= SI N ( ( 2*1 -1 ) * ( 2* J-l ) *PI / ( 4*N ) ) FOR I,J=1,2 N. EXAMPLF ( N = 5 ) FIVEC (1,1) = EI VEC (2,1 ) = EIVFC(3, 1 ) = 0. 15643 0.45399 0.70710 44650 04997 67811 40230 39546 86547 86901 79156 52440 11 EIVEC BIVEC EIVEC EIVEC EIVEC FIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC FIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC FIVEC EIVFC (4,1 ) (5,1 ) (1,2) (2,2 ) (3,2 ) (4,2 ) (5,2 ) (1,3) (2,3) (3,3) (4,3) (5,3) (1,4) (2,4) (3,4) (4,4) ( 5,4) (1,5) (2,5 ) (3,5) (4,5 ) (5,5) 0.89100 0.98768 0.45399 0.98768 0.70710 ■0. 15643 •0.89100 0.70710 0.70710 •0.70710 •0.7 0710 0.70710 0.89100 ■0. 15643 ■0.70710 0.98768 ■0.45399 0.98768 ■0.89100 0.70710 ■0.45399 0. 15643 65241 83405 04997 83405 67811 44650 65241 67811 67811 67811 67811 67811 65241 44650 67811 83405 04997 83405 65241 67811 04997 44650 38367 95137 39546 95137 86547 40230 88367 86547 86547 86547 86547 86547 88367 40230 86547 95137 39546 95137 88367 86547 39546 40230 86236 72619 79156 72619 52440 86901 86236 52440 52440 52440 52440 52440 86236 86901 52440 72619 79156 72619 86236 52440 79156 86901 DETERMINANT: DFT(A)= 2 CnMDITIOM NUMBERS: FXAMPLES M 5 20 40 60 80 100 C ( 1 ) 5.001 1 ) 8.00(2 ) 3.20(3 ) 7.20(3 ) 1 .28(4) 2.00(4) C (2 ) 3.99( 1 ) 6.48(2) 2.59(3) 5.84(3) 1.04(4) 1.62(4) C(E) 5.6 5 ( 1 ) 1.79(3) 1.01(4) 2.79(4) 5.72(4) 1.00(5) REMARKS : OF MAT THF F|_ R F P R F S E L E M E N THF RE ALL OF IN THF EIGENV A P PROA W H F M L ^FOR SII THFRFF JATI S I i (TIN E N L 'FOR THE EQUAL TH^ THIS M R I C F S D F M E M T S FNTFD I T (2N - PRFSFMT THF EI I N T F R V ALUF AP CHFS FG I J DFCOM MED ON THF COM ORF, US UN R ILL MOT E. i) DECOM M( D pp [MC 1 TO I ', ATRIX IS ESCRIBED OF THIS I M A BINAR 1 )/2 DDE AT ION. GENVALUES AL (0, 4) PROACHES UR. POSITION THIS MATR P U T F D P I V F OF A AS INF WHICH TEST THF A SPFCIA BY GEAR NVERSE C Y MACHIN S NOT EX OF THIS . AS N I ZERO AND OR GAUSS IX MO RO OTS ARE A TEST OSFS PA ROW EXC POSITION OR GAUSS AINV THE ELFMFNTS PAL DIAGONAL AND FPT THF FIRST ARF f OUAL TO 1 /?) L CASF OF A WIDE CLASS (REF. 2) . AN BE EXACTLY E PROVIDFD THE LARGEST CEED THF CAPACITY OF MATRIX ARE CONTAINED NCRFASFS THE SMALLFST THF LARGEST EIGENVALUE ELIMINATION IS W EXCHANGES ARE MADFt ALWAYS MAXIMUM. MATRIX IN A LINEAR RTIAL PIVOTING FOR HANGE PORTION OF THE ELIMINATION IS IN THE PIVOT COLUMN BELOW WILL ALL BF COLUMN WHERE ALL OF 12 REFERENCES: 1. MORRIS NEWMAN AND JOHN TODD, EVALUATION OE MATRIX INVERSION PROGRAMS* JSIAM, V6 , PP466-476, YR1958. 2. C. W. GEAR, A SIMPLE SET OF TEST MATRICES FOR EIGENVALUE PROGRAMS, MATH COMP , V23, PP119-125, YR1969. IDENTIFICATION: 001007 MATRIX: A ( I ,J )= EXAMPLE (M=5) A = l/( I+J-l ) 1 1/2 1/3 1/4 1/2 1/3 1/4 1/5 1/3 1/4 1/5 1/6 1/4 1/5 1/6 1/7 1/5 1/6 1/7 1/8 1/5 1/6 1/7 1/8 1/9 CHARACTERISTICS: REAL, SYMMETRIC* MOM-SINGULAR. I MVERSE : A INV ( I , J ) = ( -1 ) ** ( I +J ) / ( I + J-1 ) *H ( I ,M ) *H ( J ,N ) WHERE H(K,N)= FAC ( N+K-l ) / ( F AC ( N-K ) * ( F AC ( K-l ) **2 ) ) FAC(P)=P*(P-1 )*...*! F X A M P L E ( M = 5 ) AINV = 25 -300 1050 -1400 630 -300 4800 -18900 26880 -12600 1050 -18900 79380 •1 17600 5 6700 -1400 26880 -117600 179200 -88200 630 -12600 56700 -88200 44100 EIGENVALUES: NO EXPRESSION HAVE BEEN MADE (REF. 4). FXAMPLE (N=5, FROM REF. EIVAL ( 1 )= 1.56705 06910 EIVAL (2 )= 2.08534 21861 EIVAL(3)= 1.14074 91623 FIVAL(4)= 3.05898 04015 FIVAL(5)= 3.28792 87721 IN CLOSED FORM. TABULATIONS 4) 98231 10133 41981 11917 71863 (-1 ) (-2) (-4) (-6) EIGENVECTORS: NO EXPRESSION TIOMS HAVE BEEN MADE (REF. FXAMPLE (N = 5, FROM REF. 4) FIVEC( 1,1) = FI VEC (2,1 ) = EIVEC(3,1 ) = EI VEC (4,1 ) = EI VEC (5,1 ) = EIVEC( 1,2)= FIVEC(2,2 ) = EIVEC(3,2 ) = EI VEC (4,2)= EIVEC(5,2 ) = 00000 80566 18800 30061 2.73258 1.00000 -4.58425 -7.05925 -7.37537 -7.12798 IN CLOSED 4) . FORM. TABULA- 00000 92249 95256 05409 24401 00000 80576 82907 92074 94314 00000 80478 90560 17674 62320 00000 61740 15063 31147 80946 (- (- (- (- (- (- (- (- 13 EIVEC EIVFC FIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC EIVEC (1,3) (2,3) (3,3 ) (4,3) (5,3) (1,4) (2,4) (3,4) (4,4 ) (5,4) (1,5) (2,5) (3,5) (4,5) (5,5) ■2.95833 1.00000 1 .66348 •4.27528 ■7.80543 7.06702 -6.48336 1 .00000 3.49178 ■8.35542 ■8.04735 1.52103 •6.59762 1 .00000 -4.90419 43954 00000 46563 04665 77407 26210 02593 00000 63233 93387 96573 86654 08136 00000 53143 91379 00000 67509 91248 62442 87525 66261 00000 06241 42830 69526 52718 21921 00000 50719 (-1 ) ■1 ) 1 ) 1 ) 2) 1 ) 1 ) 1) 3) 1) 1 ) (-1 ) DETERMINANT DET( A) = E/F E = ( F AC ( 1 ) * E AC ( 2 ) * . . . * F A C ( N- 1 ) ) "f v 2 F= N**N t(N**2-l**2 )**(N-1 ) MN**2-2**2)**(N-2) J . ..*('N**2-(N-1 )**2 )**1 CONDI T I DM NUMBERS : EXAMPLES N cm C(2) C(E) 2 2.70(1) 1.93( 1 ) 1.93( 1 ) 3 7.48(2 ) 5.24(2) 5.26(2) 4 2.84(4) 1.55(4) 1.56(4) 5 9.44( 5 ) 4.77(5 ) 4.81(5) 6 2.91 (7) 1.50(7) 1.51(7) 8 3.39( 10) 1.53( 10) 1.55(10) 10 3.54( 13) 1.60( 13) 1.63( 13) 12 4.12( 16) 1.7K 16) 1 .75( 16) REMARKS: THIS MATRIX IS A FINITE SEGMENT OF A HUBERT MATRIX. IT IS PROBABLY THE MOST OFTEN CITED EXAMPLE 0!= AN ILL-CONDITIONED MATRIX. THIS MATRIX ARISES IN LEAST-SQUARE APPROXIMATION (REF. 5). THE INVERSE IS TABULATED FOR N=2(l)10 IN REF. 1. FOR GENERALIZATION SEE TM010001, TM001010. REFFRENCFS : 1 . 2. RICHAR INVEKS MATW I X JOHN I OF THF YR1954 THOMAS FFI HENRY TUG ANAI YS n\\ FY D SAVAGE FS OF FI , N B S A M S ODD, THE HI LBERT • C. DOYL CIFNT MA I [C FORM F. FETTI IVECTO H If), MA ! '.AACSO IS OF NU IDENTIFICATION: 001008 Ik MATRIX: A( I , I )= 1-K*I##2 A(I,N)= K*I A ( N , I ) = A ( I , N ) A(N,N)=-K A( I ,J )=-K*I*J K= 6/ (N*(N+1 ) FOR I=1,2,...,N-1 WHERE EXAMPLE (N=5) A = ( 1 / 2 5 ) * 24 -2 -3 -4 1 FOR 1=1,2 , • • • , (2 -2 21 -6 -8 2 OTHERWI SE» ; N-5 ) ) . -3 -6 16 -12 3 -4 -8 -12 9 A 1 2 3 4 -1 N-l CHARACTERISTICS: REAL, SYMMETRIC, MULTIPLE EIGENVALUES. NON-SINGULAR, INVERSE : AINV( I , I ) = A I N V ( I , N ) = A I M V ( N , I ) = A I N V ( I , J ) = EXAMPLE (N=5) A I NV = FOR 1 = 1 ,2, . . .,N-1 , 1 I A I M V ( I , N ) OTHERWISF. 1 3 EIGENVALUES WHERE X = Y = EXAMPLE (N=5) EIVAL (1 )= 1 EIVAL (2 )= 1 EIVAL (3)= 1 EIVAL (4)= 1/(3 + E I V A L ( 5 ) = 1/(3 - EIVAL(I)= 1 FOR 1=1,2,... ,N-2, EIVAL(N-1)= (X + S0RT(Y))**(-1) EIVAL(N) = (X- SORT(Y) )**(-l) ( N + 1 ) / 2 1/K + X*#2 SORT( 34) ) S0RT(34) ) F IGENVECTORS : NOT KNOWN. DETERMINANT: DET(A)= -6/ ( N* ( N+l ) * ( 2*N~5 ) ) CniMDITION NUM3ERS: EXAMPLES N C ( 1 ) C(2 ) C(F) 5 2.40(1 ) 8.83 1.67(1) 20 4.59(2 ) 6.11(1) 3.11(2) 40 1.92(3) 1.65(2 ) 1.27(3) 60 4.37(3 ) 2.97(2 ) 2.89( 3) 80 7.83(3) 4.52( 2 ) 5.16(3) 100 1.23(4) 6.26(2) 8.08(3) REMARKS: THIS MATRIX IS FAIRLY WELL CONDITIONED. THE INVERSE IS COMPOSED OF INTEGERS AND THUS IS EXACTLY 15 REPRESENTABLE IN A BINARY MACHINE. THE EIGENVALUE 1 HAS MULTIPLICITY N-2 , SO IT CAM EXPECTED THAT THIS MATRIX IS USEFUL IN TESTING EIGENVALUE ALGORITHMS IN THE PRESENCE OF MULTIPLF EIGENVALUES. BE REFERENCES : 1. M. J. AEGFRTER, MATRICES, CACM, CONSTRUCTION V2, PP10-12 T OF A SET OF TEST YR1959, AUG. IDENTIFICATION: 001009 MATRIX: A(I,J)= S0RT(2/ (N+l ) )*SIN( I*J*PI / (N+l ) ) FXAMPLE (M = 5) LET T= SQRT(3) 1/2 T/2 1 T/2 1/2 T/2 T/2 -T/2 -T/2 A = ( 1 / T ) * 1 - 1 1 T/2 -T/2 T/2 -T/2 1/2 -T/2 1 -T/2 1/2 CHARACTERISTICS: REAL, SYMMFTRIC, NON-SINGULAR, ORTHOGONAL . INVERSE: AINV( I , J )=A{ I , J ) EIGENVALUES: M=EVEN; EIVAL(I)= 1 FOR 1 = 1 ,2, . . .,N/2, EIVAL(I)=-1 FOR I=N/2+l, . .. ,N. N=ODD; FIVAL(I)= 1 FOR 1 = 1,2,..., (N+l )/2, EIVAL(I)=-1 FOR I=(M+3)/2,... ,N. EXAMPLE (N=5) EIVAL ( 1 )= 1 EIVAL (2 )= 1 EIVAL (3)= 1 EIVAL (4)=-l FIVAL ( 5)=-l EIGENVECTORS: EXPRESSION IN TERMS OF ELEMENTARY FUNCTIONS IS UNKNOWN. DETERMINANT: +1 OR -1. +1 IF N EVEN OR IF N=l (MOD 4), -1 OTHERWISE. CONDITION NUMBERS: C( 1 )= ( (SIN( PI/ (N+l ) ) ) /( 1-C0S(PI/(M+1 ) ) ) )**2 C ( 2 ) = 1 C ( F ) = N FXAMPLES N C ( 1 ) C ( 2 ) C(F) 5 4.64 1.00 5.00 16 20 1.70(1 1 1.00 2.00( 1 ) 40 3.32 ( 1 I 1.00 4.00( 1 ) 60 4.94( 1 1 1.00 6.00( 1 ) 80 6.56(1 1 1.00 8.00( 1) 100 8.19(1 1.00 1 .00(2) REMARKS: THIS MATRIX WAS SUGGESTED BY NEWMAN AND TODD (REF. 1). IT HAS THE SMALLEST POSSIBLE CONDITION NUMBER C(2) HENCE MATRIX INVERSION ROUTINES CAN BE EXPECTED TO PRODUCE THE INVERSE OF THIS MATRIX VERY ACCURATELY. REFERENCES : 1. MORRIS NEWMAN AMD JOHN TODD, THE EVALUATION OF MATRIX INVERSION PROGRAMS, JSIAM, V6, PP466-476, YR1958. IDENTIFICATION: 001010 MATRIX: A(I,J)= 1/(P+I+J-1) FOR WHERE P IS A NONNEGATIVE INTEGER. EXAMPLE (P=2, N=5) I,J= 1,2 . ,N A = 1/3 1/4 1/5 1/6 1/7 1/4 1/5 1/6 1/7 1/8 1/5 1/6 1/7 1/8 1/9 1/6 1/7 1/8 1/9 1/10 1/7 1/8 1/9 1/10 1/11 CHARACTERISTICS: REAL, SYMMETRIC, NON-SINGULAR. INVERSE: AINV(I,J)= (-1 )**( I+J)*F( I )*F( J )/ (P + I+J-l ) F(K)= FAC( P+K+N-l )/ ( FAC(K-1 )*FAC(N-K )*FAC( P+K-l ) ) EXAMPLE (P=2, N=5) AINV^ 3675 -29400 79380 -88200 34650 29400 250880 -705600 806400 -323400 79380 -705600 2041200 -2381400 970200 88200 806400 -2381400 2822400 -1164240 34650 -323400 970200 -1164240 485100 EIGENVALUES: NOT KNOWN. EIGENVECTORS: NUT KNOWN. DETERMINANT: NOT KNOWN. CONDITION NUMBERS: FXAMPLES N C ( 1 ) C ( 2 ) C ( E ) 2 8.17(1) 6.63( 1 ) 6.63( 1 ) 3 4.61(3) 3.09(3) 3.09(3) 4 2.11(5) 1 .24( 5 ) 1.24( 5) 5 7.97(6) 4.64(6) 4.64(6) 17 6 8 10 12 2.95(8 ) 4.01 (11 ) 4.99( 14) 5.85( 17) 1.67(8) 2.05( 11 ) 2.43( 14) 2.82( 17) 1.67(8) 2.06( 11 ) 2.44( 14) 2.83( 17) REMARKS: THIS IS A GENERALIZED FORM OF MEMT OF A HUBERT MATRIX (TM001007). GENERALIZATION SEE TM010001. LIKE THE HIL8ERT MATRIX, THIS MATRIX CONDITIONED. A FINITE SEG- FOR AMOTHFR IS VFRY ILL REFERENCES: 1. A. R. COLLAR, ON THE RECIPROCATION OF CERTAIN MATRICFS, PROC. ROY. SOC. EDINBURGH, V59 , PP195- 206, YR1939. 2. A. R. COLLAR, ON THE RECIPROCAL OF A SEGMENT OF A GENERALIZED HILBERT MATRIX, PROC. CAMB. PHIL. SOC, V47, PP11-17, YR1951. IDENTIFICATION: 001011 MATRIX: A(I,J)= M-ABS(I-J) EXAMPLE (M=5) 5 4 3 2 1 4 5 4 3 2 A= 3 4 5 4 3 2 3 4 5 4 12 3 4 5 CHARACTERISTICS: REAL, SYMMETRIC, NON-SINGULAR, POSITIVE DEFINITE. INVERSE: AINV(I,I)= ( N + 2 ) / ( 2-N + 2 ) FOR 1=1 OR N, AINV( I , I )= 1 OTHERWISE, AINV(I,J)= -1/3 FOR ABS(I-J)=1 AND N=2, AINV(I,J)= -1/2 FOR ABS(I-J)=1 AND N.ME.2, AIMV(I,J)= l/(2*N+2) FOR ABS( I-J )=N-1, AIMV( I , J ) = OTHERWISE. FXAMPLF ( M = 5 ) 7/12 -1/2 1/12 -1/2 1 -1/2 AINV= -1/2 1 -1/2 -1/2 1 -1/2 1/12 -1/2 7/12 • I iENVALUES : NOT KNOWN. rORS: NOT KNOWN. DFTER M I 'ANT: MOT KNOWN. i!i I R S : 18 EXAMPLES N 5 20 40 60 80 100 C (1 ) 3.80( 1 ) 6.00(2 ) 2.40(3 ) 5.40(3 ) 9.60(3 ) 1.50(4) C (2 ) 3.13(1) 5.38(2) 2.16(3) 4.86( 3) 8.64(3 ) 1.35(4) C(E) 4.30( 1 ) 1.50(3) 8.62( 3) 2.39(4) 4.92(4) 8.60(4) REMARK REEE IF T 08SE MATR IS A FOR BY T WHIC IE N VECT I J S I N RE S V( I ) odd, S: THIS RENCE 1 HE EIGE RVATION IX, IT I N EIGEN THE SAM V( I ) = HE FOLL V( V( H IMPL I IS HDD OR SUCH G THE J HOWN TH = V ( M- RESPEC MATRIX WAS USED AS A TEST MATRIX IN NVALUE S HOLO S CLEA VECTOR E EIGE V(N-I+ OWI NG I ) = C N-I+l ) ES C** AND V THAT AC06I AT THE 1+1 ) I TI VELY S ARE DISTINCT THEN THE FOLLOWING . BY THE GIVEN FORM OF THE N BY N R THAT IF ( V( 1 ) t V(2), ...» V(N) ) THEN SO IS (V(N),..., V(2), V(l)) NVALUE. THEREFORE 1 ) OR -V( N-I + l ) , I = 1 , 2, .. . t N ARGUMENTS: *V< N-I+l ) = C*V( I ) t 2=1. HENCE AMD I = C = N It 2 » • • • » 1 OR -1. (I) ARE THE COMPONENTS OF AN EIGEN- V(I) =-V(N-I+l), THEM V( ( N+l )/2 )=0. EXPANSION OF THE DETERMINANT IT CAN NUMBER OF EIGENVECTORS SUCH THAT S N/2 OR (N+l)/2 WHEN N IS EVEN OR REFEREMCFS : 1. M. H. LIETZKE, R. W. STOUGHTON AND MARJORIF D. LIETZKE, A COMPARISON OF SEVERAL METHODS FOR INVERTING LARGE SYMMETRIC POSITIVE DFFINITE MATRICES, MATH COMP, V18, PP449-456, YR1964. IDENTIFICATION: 000001 MATRIX A = 611 196 -192 407 -192 113 899 196 -8 -52 -49 196 899 113 -192 -71 61 -43 49 29 -8 -44 8 52 407 -192 196 611 8 44 59 -23 -8 -71 61 8 411 -599 208 208 -52 -43 49 44 -599 411 208 208 -49 -8 8 59 208 208 99 -911 29 -44 52 -23 208 208 -911 99 CHARACTERISTICS: REAL, SYMMFTRIC, SINGULAR, SOME CLOSELY SPACED EIGENVALUES, A PAIR OF EQUAL EIGENVALUES. INVERSE: NONE. 19 EIGENVALUES: EIVAL(1)= 10*SQRT(10405) = 1.02004 90184 29996 EIVAL(2)= 1020 EIVAL(3)= 510+100*SQRT(26) = 1.01990 19513 59278 EIVAL(4)= 1000 FIVAL(5)= 1000 EIVAL(6)= 510-100*SQRT (26 ) = 9.80486 40721 51699 EIVAL (7 )= EI VAL (8 )=-10*SQRT( 10405 ) =-1.02004 90184 29996 82385 (3) 48300 (3) 71776 (-2) 82385 (3) EIGENVECTORS: EIVEC( 1,1 ) = EIVEC(2,1 )= EIVEC(3,1 ) = EIVEC(4,1 )= EIVFC(5,1 ) = FI VEC (6,1)= EIVEC(7,1 )=■ EI VEC (8,1)=- E I V E C F I V E C EIVEC EIVEC EIVEC FIVEC EIVEC FIVEC FIVEC FIVEC FIVEC FIVEC EIVEC (1,2) (2,2 ) (3,2 ) (4,2 ) (5,2 ) (6,2 ) (7,2 ) (8,2 ) (1,3) (2,3) (3,3) (4,3) (5,3) FIVEC (6,3)=- EIV6C (7,3)=- EI VEC (8,3)= FIVEC( 1,4)= EI VEC (2, 4 )=- EI VEC (3,4)=- F I V F C ( 4 , 4 ) = EIVEC(5,4)=- E I VEC (6,4)= FIVEC(7,4)=- E I VE C ( 8 , 4 ) = EIVEC(] ,5) = 2 1 1 2 102-S 4.901 102-S 4.901 204 + 2 9.803 204 + 2 9.803 1 2 2 1 2 2 1 1 2 1 1 2 SORT( 5.099 5-SOR 1 .009 10-2* 2 .019 10 + 2* 2.019 1 2 2 1 2 2 1 1 7 ORT( 10405) 84 29996 82384 ORT( 10405) 84 29996 82384 *SQRT( 10405 ) 68 59993 64769 *SQRT( 10405) 68 59993 64769 63137 (-3) 63137 (-3) 26275 (-3) 26275 (-3) 26) 01 95135 92784 83002 T(26) 90 19513 59278 48300 S0RK26) 80 39027 18556 96601 ( 1 ) S0RK26) 80 39027 18556 96601 ( 1 ) 20 EIVEC(2 ,5) FIVEC(3,5 ) EIVEC(4,5) EIVEC(5,5) FIVEC(6,5 ) EIVEC (7, 5) EIVEC(8,5) EIVFC( 1 ,6) EIVEC (2,6) EIVEC(3,6 ) EIVEC(4,6) EIVEC (5,6) >-S0KT ( 26 ) .90195 13592 78483 00282 (-2) + SQRK26) .90195 13592 78483 00282 (-?) -10+2*SQRT(26) .98039 02718 55696 60056 (-1) 0-2*SQRT( 26) .98039 02718 55696 60056 (-1) EIVEC (6,6)= EIVEC(8,6 )= EIVEC( EIVEC( EIVEC( EIVEC ( EIVEC ( EIVEC ( EIVEC( EIVEC( EIVECI EIVEC ( FIVEC ( EIVEC( EIVEC( 1,7) 2,7) 3,7 ) 4,7 ) 5,7 ) 6.7 ) 7,7) 8,7) 1,8) 2.8 ) 3,8 ) 4,8 ) 5,8 ) EIVEC(6,8 ) = FIVEC(7,8 )=- EIVEC (8,8 )=■ 02 + SORK 10405 ) .04004 90184 29996 02 + SORK 10405 ) .04004 90184 29996 04-2*SQRT( 10405 ) .08009 80368 59993 04-2*SQRT( 10405 ) .08009 80368 59993 82385 (2) 82385 (2) 64769 (2) 64769 (2) riETERMIMAMT: DET(A)= Cn\)()ITIGM NUMBERS: C(R)= 1.040(4) REMARKS: THIS MATRIX WAS CONSTRUCTED BY ROSSER, LANCZOS, HESTENES, AND KARUSH (REE. 1) FUR TESTING CERTAIN EIGENVALUE EIGENVECTOR ALGORITHMS. IT HAS SEVERAL CLOSE EIGENVALUES AND THEREFORE IT IS USEFUL FOR TESTING THE ABILITY OF AM ALGORITHM TO SEPARATE CLOSE EIGENVALUES. REFERENCES: 1. ROSSER, J. B., LANCZOS, C, H F ST ENE S , M .R . , AND KARUSH, W., SEPARATION OF CLOSE EIGENVALUES OF A REAL SYMMETRIC MATRIX, J. RES. NBS, V47 , PP291-297, YR1951. 21 IDENTIFICATION: 002001 MATRIX: A ( I t J )=1 FOF . I .NE Jt A( I f I )=1 + X EXAMPLE (N = 5, X=3) 4 1 1 1 1 1 4 1 1 1 A = 1 1 4 1 1 1 1 1 4 1 1 1 1 1 4 CHARACTERISTICS: REAL, SYMMETRIC, SINGULAR IF X=0 OR -M . INVERSE: AINV(I,J)= -1/(X**2 + N * X) AIMV( I , I )= 1/X - 1/(X*#2 + N EXAMPLF (N = 5, X = 3 ) FOR I. ME. J, X ) 7 -1 -1 -] L -1 -1 7 -1 -' L -1 INV = ■■ ( 1 / 2 4 ) * -1 -1 7 -; L -1 -1 -1 -l " 1 -1 -1 -1 -l -] L 7 EIGENVALUES: FIVAL(I)= X FOR 1= 1 , 2» . . • ♦ N-l , EIVAL(M)= X+N EXAMPLE (N = 5, X=3) EIVAL ( 1 )= 3 EIVAL (2 )= 3 EIVAL (3 )= 3 EIVAL (4)= 3 EIVAL (5)= 8 EIGENVECTORS: FOR THE ISOLATED EIGENVALUE (X + N) t THE EIGENVECTOR IS EIVEC(I,M)= 1 FOR I=l t 2r...tNt AMD ANY VECTOR ORTHOGONAL TO THIS ONE IS AN EIGENVECTOR WITH EIGENVALUE X. DETERMINANT: DFT(A)= ( X+N ) #X#* ( N-l ) CONDITION NUMBERS: ANY CONDITION! NUMBER GREATER THAN ONE CAM BF OBTAINED BY APPROPRIATE CHOICE OF A POSITIVE VALUE FOR X. C(l)= 1 + (2*N-2)/X FOR X.GT.O, 1 + N/X FOR X.GT.O, S(ORT(U*V) FOR X.GT.O C ( 2 ) = C ( F ) = U = v= EXAMPLES N 5 20 60 1 00 :