Wilkinson matrix: Difference between revisions
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In [[linear algebra]], '''Wilkinson matrices''' are [[Symmetric matrix|symmetric]], [[Tridiagonal matrix|tridiagonal]], order-''N'' [[matrix (math)|matrices]] with pairs of nearly, but not exactly, equal [[eigenvalue]]s.<ref>{{cite book | title = The Algebraic Eigenvalue Problem | author = Wilkinson | edition = | publisher = [[Oxford University Press]] | year = 1965 | isbn = 0-19-853418-3}}</ref> It is named after the British mathematician [[James H. Wilkinson]]. For ''N'' = 7, the Wilkinson matrix is given by |
In [[linear algebra]], '''Wilkinson matrices''' are [[Symmetric matrix|symmetric]], [[Tridiagonal matrix|tridiagonal]], order-''N'' [[matrix (math)|matrices]] with pairs of nearly, but not exactly, equal [[eigenvalue]]s.<ref>{{cite book | title = The Algebraic Eigenvalue Problem | author = Wilkinson | edition = | publisher = [[Oxford University Press]] | year = 1965 | isbn = 0-19-853418-3}}</ref> It is named after the British mathematician [[James H. Wilkinson]]. For ''N'' = 7, the Wilkinson matrix is given by |
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Revision as of 00:06, 24 September 2020
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
- ^ Wilkinson (1965). The Algebraic Eigenvalue Problem. Oxford University Press. ISBN 0-19-853418-3.
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