Numerical linear algebra | Matrices

Wilkinson matrix

In linear algebra, Wilkinson matrices are symmetric, tridiagonal, order-N matrices with pairs of nearly, but not exactly, equal eigenvalues. 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. (Wikipedia).

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Related pages

Tridiagonal matrix | Signal processing | James H. Wilkinson | Linear algebra | Matrix (mathematics) | Numerical linear algebra | Symmetric matrix