ISBN: 0-88275-649-4

Текст
                    A Collection of Matrices
for Testing Computational Algorithms


A Collection of Matrices for Testing Computational Algorithms
To Alston S. Householder
A Collection of Matrices for Testing Computational Algorithms ROBERT T. GREGORY, Ph.D. Professor of Mathematics and of Computer Sciences Senior Research Mathematician, Computation Center The University of Texas at Austin DAVID L. KARNEY, M.A. Department of Computer Sciences The University of Texas at Austin <£> ROBERT E. KRIEGER PUBLISHING COMPANY HUNTINGTON, NEW YORK „ 1978
Original Edition 1969 Reprint 1978 with corrections Printed and Published by ROBERT E. KRIEGER PUBLISHING CO., INC. 645 NEW YORK AVENUE HUNTINGTON, NEW YORK 11743 Copyright © 1969 by JOHN WILEY & SONS, INC. Reprinted by Arrangement All rights reserved. No reproduction in any form of this book, in whole or in part (except for brief quotation in critical articles or reviews), may be made without written authorization from the publisher. Printed in the United States of America Library of Congress Cataloging in Publication Data Gregory, Robert Todd, 1920- A collection of matrices for testing computational algorithms. Reprint, with corrections, of the edition published by Wiley- Interscience, New York. Bibliography: p. Includes index. 1. Matrices. 2. Algorithms. 3. Numerical analysis- Data processing. I. Karney, David L., joint author. II. Title. [QA188.G72 1978] 512.9'43 77-19262 ISBN 0-88275-649-4
PREFACE This monograph is intended primarily as a reference book for numerical analysts and others who are interested in computational methods for solving problems in matrix algebra. It is well known that a good mathematical algorithm may or may not be a good computational algorithm. Consequently, what is needed is a collection of numerical examples with which to test each algorithm as soon as it is proposed. It is our hope that the matrices we have collected will help fulfill this need. The test matrices in this collection were obtained for the most part by searching the current literature. However, four individuals who had begun collections of their own contributed greatly to this effort by providing a large number of test matrices at one time. First, Joseph Elliott1s Master!s thesis [18] provided a large collection of tridiagonal matrices. Second, Mrs. Susan Voigt, of the Naval Ship Research and Development Center, contributed a varied collection of matrices. Third, Professor Robert E. Greenwood, of The University of Texas at Austin, provided a valuable list of references along with his collection of matrices and determinants. Finally, just as this work was nearing completion, the collection of Dr. Joan Westlake [60] was discovered. Her collection of 41 test matrices contained seven which we had overlooked; therefore, they were added. Matrix 6.11 is a non-Hermitian matrix of order 20. It is a specific example of a class of matrices known as Dolph-Lewis matrices [14] which arose around 1957 in an investigation of perturbations of plane Poiseuille flow. Accurate eigenvalues, along with left and right eigenvectors and condition numbers, were provided by Dr. J. H. Wilkinson of the National Physical Laboratory.
Matrix 3.8 is the finite segment (of order n) of the (infinite) Hilbert Matrix. Matrix 3.26 is a generalization. The exact inverses of the finite Hilbert segments exhibited were provided by Dr. Max Engeli of FIDES Treuhand- Vereinigung, Zurich. Dr. Engeli-s program for computing these inverses was written in SYMBAL, a language of his own creation. The first author is grateful to Dr. Engeli and to Dr. Erwin Nievergelt for making the facilities of FIDES, including the CDC 6500 computer, available to him during his stay in Zurich. Partial support for this work was provided by the National Science Foundation under Grant GP 8442 and by the Army Research Office (Durham) under Grant DA-ARO(D)-31-124-G721, at The University of Texas at Austin. This support is gratefully acknowledged. We are also grateful to Professor George E. Forsythe, who read the manuscript and offered many helpful suggestions. The book is dedicated to Dr. Alston S. Householder, who has inspired numerical analysts for the past two decades. We are indebted to Mrs. Dorothy Baker for preparing the manuscript. Her superb job of typing this difficult material enabled the publishers to use photographic reproduction. This saved the authors an enormous amount of additional proofreading and avoided the introduction of countless additional errors. ROBERT T. GREGORY DAVID L. KARNEY AUSTIN, TEXAS April 1969
TABLE OF CONTENTS CHAPTER PAGE I. INTRODUCTION 1 II. CONSTRUCTION OF TEST MATRICES 5 III. TEST MATRICES: INVERSES, SYSTEMS OF LINEAR EQUATIONS, AND DETERMINANTS 29 IV. TEST MATRICES: EIGENVALUES AND EIGENVECTORS OF REAL SYMMETRIC MATRICES 55 V. TEST MATRICES: EIGENVALUES AND EIGENVECTORS OF REAL NONSYMMETRIC MATRICES 81 VI. TEST MATRICES: EIGENVALUES AND EIGENVECTORS OF COMPLEX MATRICES 114 VII. TEST MATRICES: EIGENVALUES AND EIGENVECTORS OF TRIDIAGONAL MATRICES 134 REFERENCES 143 SYMBOL TABLE 148 INDEX 151
CHAPTER I INTRODUCTION In order to test the accuracy of computer programs for solving numerical problems, one needs numerical examples with known solutions. The aim of this monograph is to provide the reader with suitable examples for testing algorithms for finding the inverses, eigenvalues, and eigenvectors of matrices. A collection of methods for constructing test matrices and a large collection of numerical examples have been included. We have endeavored to allow the reader much freedom in his choice of a test matrix. Chapter II of this monograph describes methods for generating; matrices with known inverses and eigensystems whereas Chapter III contains test matrices with known inverses and solutions of systems of linear equations. In the later chapters test matrices with known eigenvalues and eigenvectors are given. We have included, when possible, both right and left eigenvectors. The reader is reminded that if A is an Hermitian matrix, the left eigenvectors of A are the conjugate transpose of the right eigenvectors. For some of the examples, the tridiagonal forms are given which arise in the use of certain well-known algorithms for computing eigenvalues. The methods of Givens and Householder, for example, transform real symmetric matrices into the tridiagonal form
2 Matrices for Testing Computational Algorithms ai *2 P2 a2 p3 P i a i P ^n-1 n-1 ^n p a n n The method of Lanczos transforms nonsymmetric matrices into the tridiagonal form ai P2 1 a2 P3 n-1 Kn a n The examples exhibited in this monograph include both well-conditioned and ill-conditioned matrices. For each example we have computed several condition numbers, and for the ill-conditioned matrices the condition numbers are included. Let A = [a..] be an n x n nonsingular matrix with eigenvalues X , X , ..., X . For the problem of matrix inversion, at least three condition numbers are used. Von Neumann and Goldstine [59] suggest the condition number P(A) max X.I 1 i' l min I X. I
Introduction 3 Turing [57] proposes the two condition numbers M(A) = n max |a. . | max |a. . | i,j 1J i,j 1J and N(A) -jj llAl^-llA-1!^ , where IIaIL - n n i=l j=l ^ and where A"1 = [a..]. It can be shown that P(A) and N(A) do not differ very much from M(A) . In particular, we have [60, p. 90] , [53] — M(A) ^ N(A) ^ M(A) n and P(A) ^ nM(A). If A is symmetric, we also have - M(A) ^ P(A). If the matrix elements are chosen at random from a normal population, then an N-condition number of order vn and an M-condition number of order yn log n can be expected. Actually, M(A) and N(A) are not used as much as the more general condition number k(a) = HaIHIa"1!!,
4 Matrices for Testing Computational Algorithms for various norms, not necessarily the same. Now let x^ and y^ ' be, respectively, right and left eigenvectors of A corresponding to the eigenvalue X., and suppose x^ ' and y^ ' are normalized so that n ,.v rt n SlxW-ZlyWl2-!. j=l j j=l j The condition of A with respect to the eigenvalue problem can be measured by the n condition numbers of A [62, pp. 88-89], |s.| , where i s^y^x^, i= 1,2 n. Here, |s.| is the condition number for A.. Thus, some eigenvalues may be more ill-conditioned than others. Observe that if A is Hermitian, we have, for all i, s. = 1. i
CHAPTER II CONSTRUCTION OF TEST MATRICES 1. In this chapter we present a variety of methods by which the reader can construct matrices with known inverses, eigenvalues, and eigenvectors. We begin with the following well-known results which can be found in elementary texts on matrix algebra such as Hohn [28]. T Theorem 1. The eigenvalues of A and A are the same. — H Theorem 2. The eigenvalues of A and A are the conjugates of the eigenvalues of A. Theorem 3. The eigenvalues of A are the reciprocals of the eigenvalues of A. Theorem 4. If X , \ > ..., X are the eigenvalues of an n x n matrix A and if P(a) is a polynomial, then the eigenvalues of P(A) are P(A-), P(A ), ..., P(A ). Further, if x is an eigenvector of A corresponding to the eigenvalue A, then x is an eigenvector of P(A) corresponding to P(A). Theorem 5. The matrix A = al 1 0 0 -a2 . 0 1 0 -a . n-1 0 0 1 -a n 0 0 0 5
6 Matrices for Testing Computational Algorithms has the characteristic equation I A-All = An + a, A11"1 + ... + a = 0. 1 ' 1 n Theorem 6. If B is a non-singular matrix, then the eigenvalues of BAB are the same as those of A. If x and y are,respectively, right and left eigenvectors of A corresponding to the eigenvalue A, then Bx and yB are respectively right and left eigenvectors of BAB corresponding to the eigenvalue A. If A is also non-singular, then (BAB ) = BA B . 2. One of the simplest methods of constructing test matrices is by forming composite matrices (some authors use compound matrices). In this regard we have the following. Theorem 7.[2]. The eigenvalues of a block-diagonal matrix, diag [A-, A , ..., A- ] , are the eigenvalues of A-, A , ..., A,. Theorem 8 [28, pp. 81-82]. Suppose B is composed of submatrices of indicated orders, B = All (n x n) A21 (m x n) ■"i" A12 (n x m) A A22 (m x m) -1 and §upps§§ A** and P = A** - -21^A11A12^ are non"sin8ular- Then B is non" singular, and if we partition B into submatrices
Construction of Test Matrices 7 -i Bll (n x n) B21 (m x n) i Bi2 J (n x m) -I.. _-----_ j B22 [ (m x m) we have 11 12 >21 ^l^iV"1^ -<AUA12>P"1 -p"1<A2iAn) B22 = P Theorem 9 [36, p. 12]. If A and B are real n x n matrices and S = A B B A then the eigenvalues of S are the eigenvalues of A + B together with the eigenvalues of A - B. Another class of composite matrices suitable for test purposes can be obtained by the use of Kronecker products. Most of the following material comes from Bellman [2, Chapter 12] and Marcus [36]; the reader is referred to Friedman [25] for additional information. Definition, [2] . Let A = [a. .] be an m x m matrix and B an n x n matrix. The mn x mn matrix defined by
8 Matrices for Testing Computational Algorithms allB a12B a21B a22B a .B a B ml vol a. B lm a2mB a B mm is called the Kronecker product of A and B and is denoted by A (§) B, For matrices of this form we have the following very important results, Theorem 10 [2]. If A is an m x m matrix with eigenvalues A., i = 1, 2, ..., m, and B is an n x n matrix with eigenvalues jj.., j = 1, 2, . .., n, then the eigenvalues of A <§ B are A.jj.., i = 1, 2, . .., m and j = 1, 2, ..., n. The eigenvectors are mn x 1 column-vectors of the form Jij x<i)y(j) x(i)y(j) m J where yr J is an eigenvector of B corresponding to the eigenvalue p.. and x£ , J k k = 1, 2, .. . , m, denote the components of the eigenvector x of A corresponding to A. . Theorem 11 [36, p. 5]. If A and B are non-singular, then A ® B is non-singular and (A ® B) = A <g) B We can, of course, consider Kronecker powers of a particular matrix, i.e. A(2) = A® A ,<k+1> = A ® A(k> .
,(k) Construction of Test Matrices 9 The eigenvalues of Avw are all possible products consisting of k factors, each of which is an eigenvalue of A. We can also define matrices having eigenvalues of this form which are of much smaller dimension than the general Kron- ecker product. For example [2], suppose A = all a12 a21 a22 and suppose A has eigenvalues A-, A-. Starting with the equations A1X1 " allXl + a12X2 A1X2 " a21Xl + a22X2 * we form the products, for a fixed integer k, k-i i ^allXl + al2X2^ ^a21Xl + a22X2^ ' i = 0, 1, ..., k. Then, if we let A.- v = [b .], i,j = 0, 1, ..., k, denote the k+1 x k+1 matrix k-i i such that b. . is the coefficient of the x- Jx;J term in the product ij 12^ k-i i k-i i ^allXl + a12X2^ ^a21Xl + a22X2^ ' the eiSenvalues of A/k\ are \ \> 1 ~ U, J., ■•■, Jv ■ For example, if k = 2, we have the products , , \2 _ 2 2 , . j.22 CallXl + a12X2} " allXl + 2allal2XlX2 + a12X2 (allXl + a12X2)(a21Xl + a22X2> = aUa21Xl + (alla22 + a12a21)xlV a12&22X2 i x ^ - 2 2 4. o j.22 U21X1 a22X2; " a21Xl Za21a22XlX2 a22X2 ' Thus the matrix
10 Matrices for Testing Computational Algorithms \2) r 2 alla21 2 a21 2alla12 (aUa22+ a12a21) 2a2la22 2 1 a12 S12a22 2 a22 2 2 has eigenvalues A-, A-A , A~ . Next let us suppose that A is an m x m matrix with eigenvalues A., i = 1, 2, . .., m, and B is an n x n matrix with eigenvalues |i., j = 1, 2, . .., n. It can be shown that the mn eigenvalues of (I ® B) + ( A ® I ) are A.+ jj.., for all i and j. For example, let A be the m x m matrix A = a b b a b b a b b a b b a and let B be the n x n matrix B = d c c d c c d c c d c c d k/r where the eigenvalues of A are a + 2b cos —- , k * 1, 2, - - -, m, and those k/r of B are d + 2c cos —- , k ~ 1, 2, . . ., n. Then the eigenvalues of
Construction of Test Matrices 11 (Im ® B) + ( A ® In) = (al + B) n bl n bl n (al + B) n bl n bl n (al + B) bl v n n bl (al + B) n n are given by A. . = a + d + 2b cos ~7 + 2c cos -^7 , lj m+1 n+1 ' i - 1, 2, ■ ■■, ni; j = 1, 2, ---, n. 3. Determinants can also be used to define another type of matrix "power.11 For simplicity we shall consider a 3 x 3 matrix A and a set of 2 x 2 determinants formed from the eigenvectors of A. The procedure can be generalized to treat m x m determinants associated with the eigenvectors of n x n matrices [2]. Let A = al a2 C2 C3 and let the eigenvalues of A be A., A~, A„ with associated eigenvectors x (2) (3) x , x . Now define, for arbitrary n-dimensional vectors r and s, (1) 8ij(r's) =det ri si rj SJ 9 ^> J ~" *•» ^ y ■ n.
12 Matrices for Testing Computational Algorithms Then, for our example, it can be shown that the matrix G = g12(a'b> g23(a.t>) g31(a,b) g12(a,c) g23*a,C* §31(a»c) gio(b,c) g„(b,c) g^(b,c) '12 '23 31' has eigenvalues A.A2, A.A , A„A_. Also, corresponding to the eigenvalue A.A., i ^ j, there is an eigenvector y = where 7l = g12(x(i>,x<J>), y2 = g23(x<i>,x^>), and y3 = g31(x(1> ,x^). 4. Brenner [7] has described another set of composite matrices which can be used to test inversion and eigenvalue routines. Let f denote the n x 1 column-vector whose components are all lfs. For arbitrary integers n T and k, let J , = f f. , i.e., J , is the n x k matrix whose elements are all ' nk n k* ' nk lfs. The matrix J has the following properties; f is an eigenvector of J corresponding to the eigenvalue A = n; every vector orthogonal to f is an eigenvector of J corresponding to the eigenvalue A = 0. The eigenvalue A = 0 has multiplicity n - 1, and its associated invariant space is spanned by the vectors g. = f - n e , i = 1, 2, ..., n-1, where e is the n x 1 column vector which has components 6.., j ~ 1, 2, ..., n. This leads us to the following result.
Theorem 13. The matrix Construction of Test Matrices 13 A = (a.I +b..J ) 1 nl U Vl b21JVl b„J 12 V2 (a,I + b„J ) 2 n2 22 nun b-iJ tl n^ bt2Jntn2 bn-J It Vt b9l-J 2t n2nt (a I + b J ) t nt tt ntnt is similar to the block-diagonal matrix diag[Ar A2, ..., Afc, A +1] where, for i = 1, 2. .... t, A. = a.I -, and A^,- is the t x t matrix defined 9 l i n -1 t+1 by t+1 (a1+ bnn1) b21nl b12n2 (a2"*22n2) '•• bltnt b2tnt btlnl bt2n2 (afc+ bttnt) For r = 1, 2, ..., t, the vectors vir f - n e n r n r r i - 1, 2, .., n - lf ' r
14 Matrices for Testing Computational Algorithms are the eigenvectors of A corresponding to the eigenvalue A = a , which has multiplicity n - 1. The determinants and inverses can also be obtained for matrices of this form. We illustrate with the example. B = (al + bJ ) n nn' cJ dJ mn nm (hi + w > m mm The matrix B is similar to the matrix diag[A ,A ,A ] where A. = al n-1 Art = hi A. = tn-1 (a+bn) cm dn (h+km) From this it follows that the eigenvalues of B are a, h, and the eigenvalues of A«. Also, the determinant of B is seen to be a h [(a+bn)(h+km)-cdnm], Writing A in the form (a"V bfn) d'n (h + k'm) where i - h+km-a A b1 = 1 - - — An c = d1 = - — kf = a A ' K i - a+bn-h A Am A = (a+bn)(h+km) - cdnm, produces the inverse
Construction of Test Matrices 15 «-l B = (a" 'lI + b'J ) n nn d'J mn C*J nm (1x1 + k'J ) m mm 5. The next method we shall discuss is due to Newberry [41]. Consider a matrix of the form Q = S R C D where S is a scalar, R is a row-vector [r_, r_, ..., r ], C is a column- vector [c„, c_, ..., c ]T} and D is a diagonal matrix with diagonal elements d„, d_, .... d . The inverse can be written in the form 2 3 ' n .-1 S' C R' M' where each submatrix of Q has the same form as the corresponding submatrix of Q except that M' is, in general, not diagonal. It can be shown that • - (s - j2 Vi4l and, for i,j = 2, 3, ..., n, ci = -s,ci/di rj = "S'^A^ V <V Vj>/di Let A be an eigenvalue of Q, and let
16 Matrices for Testing Computational Algorithms 1 X,, X = X n be an associated eigenvector. Then the equation Qx ing set of n equations: Ax leads to the follow- n S + £ r x. » A i«2 Ci + diXi = ^Xi* i s 2, 3, ..,, n. Eliminating the x. yields (i) n S + E r c /(A-d ) - A * 0. i«2 x x x If we write and n P(A) = TT (A-d.) i=2 x Pi(A) = P(A)/(A-di), i = 2, 3, ..., n, then (1) can be written (A-S)P(A) - Z r.c P (A) = 0. i=2 x x x This is the characteristic equation of Q, and the following statements can be made concerning the eigenvalues: (a) If all re. > 0 and all d. are distinct, then all the eigenvalues are real and are separated by the d,.
Construction of Test Matrices 17 (b) If all d. are equal to d, then d is an eigenvalue of multiplicity n - 2. The remaining two eigenvalues are the zeros of (2) A - (S-M)A + Sd - Z re i=2 1 l and are real if, and only if, n (S-d) + 4 Z re > 0. i=2 X X (c) If all d. are equal to d, the eigenvectors associated with the multiple eigenvalue d have zero as their first component and are orthogonal to the vector [0, r , r_, ..., r ]. If A is a zero of (2), the eigenvector corresponding to A is A - d P 6. Cline [13] also describes a general class of matrices with complex elements for which the inverse, eigenvalues, and eigenvectors are known. Let k be any real number such that k ^ -1, Let I be the identity matrix of order n, and let B be any matrix with complex elements having n columns. Suppose further that B has orthonormal rows. Then it follows that (I+kB1^)"1 = I - -££ ih.
18 Matrices for Testing Computational Algorithms Since (I+kBHB)BH = (l+k)BH and (I+kBHB)(I-BHB) = I - BHB, IT it follows that the columns of B provide an orthonormal set of eigenvectors it of (I+kB B) corresponding to the eigenvalue A = 1 + k and that the columns II of (I-B B) contain a linearly independent set of eigenvectors corresponding H H to the eigenvalue A = 1. Now the rank of (I+kB B) is equal to the rank of B H H plus the rank of (I-B B). Thus B and any maximal linearly independent set ji of columns of (I-B B) form a complete set of eigenvectors. It should also be II pointed out that (I+kB B) is Hermitian. By taking B as the 1 x n matrix [n , n , ..., n ] and k = n/(d-l) where d ^ 1 and d ^ -(n-1), we can obtain the test matrix of Pei [46]: i. ct ] where fcu= < d, if i = j 1, if i * j. We can write and T = (d-l)I + nBHB = (d-l)(I+kBHB) T"1 - -i- (T- JS_ RH1V> T " d-1 (I k+1 B B) Ti«-l±i**»- Thus, if T* = [s. J, we have
Construction of Test Matrices 19 f sij d+n-2 = < ^ d(d+n-2)-(n-1) -I d(d+n-2)-(n-l) , if i = j , if i * J. Furthermore, the eigenvalues of T are A = (d-l)(l+k) = n + d - 1 of multiplicity one and A = d - 1 of multiplicity n-1. Also, l_ x/3 [l 1 1 1 * * [1_ 1 » v/T 1 -1 0 0 • • _0_ 1 ' v/S ll 1 -2 0 • 1 • 1 OJ Wn^ry i (n-1) form an orthonormal set of eigenvectors of T, where the first corresponds to the eigenvalue A = n + d - 1. 7. Ortega [44] describes a valuable method using similarity trans- formations to generate test matrices. Let C - I + uv where u and v are n x 1 column-vectors. Then (f1 - I - (l-W^rW1. It can be shown that any vector orthogonal to v is an eigenvector of C corresponding to the eigenvalue A = 1 and that u. is an eigenvector of C cor- ij responding to the eigenvalue A = 1 + v u. Since the eigenvalue A =* 1 has multiplicity n-1, the matrices C have limited use in testing eigenvalue routines. They are quite useful, however, in testing inversion procedures.
20 Matrices for Testing Computational Algorithms H -1 Now let a = (1+v u) , and let R be any n x n matrix. Then the similarity transformation A = CRC becomes A = (I-hiv^RCl+uvV1 = R + uvR - aRuv - a(v Ku)uv . The inverse is given by A"1 = CR'V1 -1 ^ IL-l -1 H , H-l . H = R +uvR -aRuv- a(v K u)uv . -1 Proper selection of u, v, and R will insure that A and A can be generated exactly in the computer. To illustrate the possibilities, we present the following examples. For simplicity we consider only real u, v, and R unless stated otherwise. Real symmetric matrices can be generated by letting n u = -2v, Z v. = 1 i=l X R = D = diagtd^ d^ ..., d^. T Then (I-2w ) is orthogonal, and A = (I-2wT)D(I-2wT) = D - 2wTD - 2DwT + 4(vTDv)vvT. The matrix A is symmetric, has eigenvalues d-, d0, ..., d , and eigenvectors JL Z n T which are the columns of (I-2w ). In particular, if A = [a. .] and v = [n % n % ..., n *], then
Construction of Test Matrices 21 atJ = n-^nd^j- 2^- 2dj+ 2r) where 1 n r = 2n E d. . k=l k If we let R = diag[R-, R~, ..., R ] be a block-diagonal matrix such that R. is a complex Hermitian matrix, then A = (I-2wT)R(I-2wT) will also be Hermitian. To generate nonsymmetric real matrices, we have a much wider choice T for u and v, although the restriction u v = 0 affords some simplification. T T For example, if n is even, say n = 2k, u = c[l,l,...,1], v - [l,l,...,l,-l,-l, T ..., -1] with k components of 1 and k components of -1, and a = v Du, then T T T A = D + uv D - Duv - auv . It can be shown that, if A = [a..], di5ij " C(di" V a)' i ^ j ^ k aij = V di8ij + c(di" dj+ a)' k+1 ^ J ^ n- The matrix A has real eigenvalues d-, d , ..., d , right eigenvectors which T are the columns of (I+uv ), and left eigenvectors which are the rows of T (I-uv ). It is easy to generate A exactly since only additions of the d and multiplications by c are involved; if c - 1, only additions are required. The parameter c provides some control over the condition of the problem since the n condition numbers of A are
22 Matrices for Testing Computational Algorithms {[(l+c)2 + (n-l)c2][(l-c)2 + (n-l)c2]}"% . T Another choice for u and v is u = [l, 2, ..., k, 1, 2, ..., k] and T T v = [l, 2, ..., k, -1, -2, ..., -k]. The relation u v = 0 is maintained, and the n condition numbers are sm = sk4m = {[l+2m2(3+l)][l+2m2(p-l)]f\ k 2 where m = 1, 2, ..., k, and p = E i . i=l Now if we let R = diag[R.. , R„ R ] be a block-diagonal matrix, we can obtain a real matrix A which has complex eigenvalues. For example, the R may be 2 x 2 real matrices which have known complex eigenvalues. 8. Next we consider a family of matrices, called circulants, which are of the form C = C0 Cl C2 Vi co ci Cn-2 Cn-1 C0 Cl C2 C3 "n-1 "n-2 "n-3 Let r, = exp , k = 1, 2, ..., n, be the solutions of the equation r = 1, k. n Then it can be shown [2, pp. 234-2351 that, for k = 1, 2, ..., n, *k = C0 + Clrk + C2rk + n-1 • + c -r- n-1 k is an eigenvalue of C with associated right eigenvector
Construction of Test Matrices 23 ,<k>- n-l and left eigenvector ,(k) _ fr11"1 r11"2 r ll f ~~ \a ' k * *# * * k* Observe that since the r, are all distinct, C has n distinct right eigenvectors and n distinct left eigenvectors. Note also that if we choose c. = c ., the ° i n-i' matrix C is symmetric. Circulants can be generalized [2, p. 235] by using equations of the form n , n-1 , , n-2 , , , r = b-r + b0r + . .. + b . 12 n 9. Brenner [6] has defined a set of matrices related to the Mahler matrices [35] for which the determinant, eigenvalues, eigenvectors, and elementary divisors are known. Let k and n be positive integers such that (k,n) =1, k > 1, n > 1, and let m be a positive integer with (m,n) = 1, 2?ri m = 1 (mod k). Set s = exp -^r— , and let Q be the n x n matrix defined by 0 10 0 0 1 0 0 0 s 0 0 0 0 0 0 0 1 0 0
24 Matrices for Testing Computational Algorithms Define v to be the 1 x n row-vector * Li, 1, • • •, ij • Finally let A(m) denote the n x n matrix defined by A(m) - v(I-Q ) v(Q -Q ) v(Q(n-l)m_Qnm) where the r-th row of A(m) is v(Q - Q ), r = 1, 2, ..., n. It should be pointed out that if k = 2, the elements of A(m) are 1, 0, -1. It can be shown that there exists a non-singular matrix M such that M A(m)M is a block-diagonal matrix. To obtain M and the block-diagonal form, we need the following definitions. Let CD(t) = exp[27ri(kt-k+l)/kn]. Define the function gt mod n of t mod n by gt = mt + (k-l)[(m-l)/k] (mod n). It follows that, if r is a positive integer, grt = mrt + (k-l)[(mr-l)/k] (mod n), Next let w(t,A(m)) be the function defined by m. w(t,A(„)> - i^fi
Construction of Test Matrices 25 Now define an equivalence relation f,~fl on the residue classes mod n by t- ~ t~ if, and only if, t- a g t for some positive integer r. Let t-, t , ..., t be representative members of the equivalence classes of the relation l,~," and let n., j =» 1, 2, ..., p, be the number of elements in the j-th equivalence 'j ~ j' Let x(t) be the n x 1 column-vector given by x(t) = a>(t) o>2(t) (U (t) , t* jl , Cm j m • ■, n# Define the matrix M by where M = [XCtp, X(t2), ..., X(t )] 2 ni X(t ) = CxCgtj), x(g tj), ..., x(g Jtj)], j * 1, 2, ..., p Then C = M A(m)M is the block-diagonal matrix diafclXt^AOn)), W(t2,A(m)), ..., W(tp,A(m))] where, for j = 1, 2, ..., p, W(t.,A(m)) is the n. x n. matrix defined by
26 Matrices for Testing Computational Algorithms w(gt ,A(m)) 0 0 w(g -"t^ACm)) w(g t ,A(m)) ... ,-1 0 ... w(g J t.,A(m)) 0 To obtain the eigenvalues and eigenvectors, we make use of the fact that the n x n matrix 0 al 0 0 0 0 a2 ' 0 0 0 0 • Vi a 0 0 0 where a a -a 0 ... a- = 1, has as eigenvalues the n n~th roots of unity n n*-l n-Z 1 J and that the eigenvector of D associated with the eigenvalue A is a-A n-1 n-2 a2alA VlV2M'alA Since the matrices W(t.,A(m)) are all of the same form as D, we can obtain the eigenvalues and eigenvectors of A(m) from the block^diagonal form C by applying Theorems 6 and 7.
Construction of Test Matrices 27 As an example, let n = 5, m = 4, k = 3. Then A(4) = 1 s 2 s 1 0 1 s 2 s 0 1 1 s 0 2 s 1 1 0 s 2 s 1 0 1 s s 1 27ri where s = exp —r~ ■ The relation "~" has three equivalence classes, {0,2}, {1}, {3,4}f Hence n.. = n_ = 2 and n„ = 1. Thus the eigenvalues of A(4) are the square roots of unity (each twice) and unity: 1, 1, 1, -1, -1. We close this chapter by describing the Vandermonde matrices [34] for which there is an explicit representation of the inverse. Let V(Xl,x2,..r,xn) m ^1 2 ^2 2 n-1 n-1 Xl X2 n 2 c n n-1 n where the x. are distinct and non-zero. Then if we let V (x-,x ,, [v. .], we have v. . = x.b. . '*„> where b = n-i.n-1 k=0 X K k*i
28 Matrices for Testing Computational Algorithms and a .. is the sum of all products of m of the numbers x-, x0, .... x. -, m,n-l l* z* * I-l x-.i> ••■> x without permutations or repetitions (a- - =1, x-= 0). For example, V(l,2,3,4) = 1 2 4 8 1 3 9 27 1 4 16 64 has the inverse ^(1,2,3,4) = 4 -6 4 -1 II 6 2 2 13 3 2 ■7 t ■*£ -1 I 6 I 2 2 J. 6 10. Forsythe [78] points out that Varah [79] "also has a program for generating an arbitrary matrix example, starting from the Jordan form, and subject to the round-off in inverting the matrix of eigenvectors (+ principal vectors), and in multiplying matrices. Where he starts with integers and enough precision, and where the determinant is a small integer, you can see that there will be no round-off error at all." See examples 5.25, 5.26, and 5.27.
CHAPTER III TEST MATRICES: INVERSES, SYSTEMS OF LINEAR EQUATIONS, AND DETERMINANTS Example 3. A * I ~33 -24 -8 If b = 16 -10 -4 +359 -281 - 85 72 -57 -17 , then X - A" A_1 = 1 6 ■H- -1 2 5 -58 48 16 1 • -16 15 4 -192 153 54 Reference: [29, pp. 120-122]. Example 3,2 A = ~ 1 -2 -2 1 3 -2 1 -1 If b = 3 -4 7 8 > 3 -2 1 5 then x r -1 5 3 = A-1b * A'1 1 1 1 1 1 . 52 • ~-15 -38 -1 -6 -38 -20 -6 16 -1 -6 -7 10 Reference: [4, p. 100]. 29
30 Matrices for Testing Computational Algorithms Example 3.3 A = 1 1+i 1+i 1+2 i 3i 51 2+10i -5+141 -8+201 A = 10+1 -2+61 -3-21 9-31 81 -3-21 -2+21 -1-21 1 Reference: [60, p. 136], Example 3.4 A"1- A = f2-1 0 0 0 0 .]_ -1 2"2 2"1 0 0 0 0 -1 -1 -2" 2 2 0 0 0 0 1 1 -1 I ■3 •2 •1 0 0 0 1 1 -1 2-4 -2"3 2"2 2"1 0 0 1 0 -1 0 1 0 -1 1 1 1 -1 -2"5 2"4 -2-3 2"2 2"1 ,-5 ,-3 -1 ,-5 Reference: [64],
Inverses, Linear Equations, Determinants 31 Example 3.5 A - 5 7 7 10 6 8 5 7 '— If b = |23 32 33 31 Condition numbers: 6 8 10 9 5 7 9 10 —' , then x ! M(A) N(A) P(A) > A"1- r68 -41 -17 10 *— 1 1 1 1 • = 2720 = 752 - 2984 -41 25 10 -6 -17 10 5 -3 10 -6 -3 2 Reference: [23], [36], Example 3,6 (See also Example 3.23.) Let A = [a ,] be the n x n matrix defined by aij= n i- j . ,-i Then A = [b .] is given by n+2 2h+2 ' if i ■ J ■ 1 or i ■ j ■ n 1 , if i = j and 1 <'i < n 1 \r 2 » 1 if |i - j| - 1 and n t 2 if |i - j| - 1 and n ■ 2 , if |i - j| - n - 1 * 1 2n+2 0 , ifl<|i-j|<n-l
32 Matrices for Testing Computational Algorithms For example, when n - 4, A - 3 5 1 2 0 1 10 4 3 2 1 1 2 1 I ~~2 0 3 4 3 2 - 0 J. 1 1 1 2 2 3 4 3 1 2 3 4 1 I 10 0 1 "2 3 "5 Reference: [31], [60, p. 137]. Example 3.7 (Pascal's Matrix) Let A *= [a .] be the n x n matrix defined by a^ = a = k £ 0, j « 1, 2, ..., n, aij = Vl,j + ai,j-l' i,j " 2> 3' •••• n# Equivalently, we have, for i,j - 1, 2, ..., n, au k (i-D.'Cj-i): ■ This is called Pascal's matrix because the coefficients of k are obtained from the Pascal triangle of binomial coefficients. If k is the reciprocal of an integer, the elements of A are integers, In addition, det(A) = k n
For example, if n = 4 and k = — , Inverses, Linear Equations, Determinants 33 A = 1 7 1 7 1 7 1 7 1 7 2 7 3 7 4 7 I 7 3 7 6 7 10 7 1 7 4 7 7 20 7 -1_ 28 -42 28 -7 det -42 98 -77 21 (A) = 1 74 28 -7 -77 21 70 -21 -21 7 1_ 2401 Reference: [11]. Example 3.8 (The finite segments of the (infinite) Hilbert Matrix- See example 3-26 for a generalization-) Let A = * - m be the n x n matrix defined by i+j-1 ' A = n I n 1 2 1 3 1 4 1 n+1 i,j = 1, 2, I 3 J. 4 1 5 1 n+2 ., n. 1 n 1 n+1 1 n+2 2n-l
34 Matrices for Testing Computational Algorithms If A -1 n " M ' then 10 (n) (-l)1+j(n+i-l)!(n+i-l)! ij (i+j-l)[(i-l)!(j-l)!]2(n-i)!(n-j)! Alternatively, if t>|- = 1> then for n ^ 1, (n+l) (n+i)(n+j) (n) Dij (n+l-i)(n+l-j) Dij ' ^-y J *• j £ y ■■■> ^> b(n+l) = b(n+l) n+l,j j,n+l (n+j)[n.'(j-l):]2(n+l-j): > J - 1» 2, -••> n+l. Since A is symmetric, we do not exhibit the elements above the main diagonal in the following matrices: 4 -6 12 9 -36 192 30 -180 180 16 120 240 140 1200 -2700 1680 6480 -4200 2800
Inverses, Linear Equations, Determinants 35 25 -300 1050 1400 630 4800 -18900 26880 -12600 79380 -117600 56700 179200 -88200 44100 36 -630 3360 7560 7560 2772 14700 -88200 211680 -220500 83160 564480 -1411200 1512000 -582120 3628800 -3969000 1552320 4410000 -1746360 698544 7. 49 -1176 8820 29400 48510 38808 12012 37632 -317520 1128960 -1940400 1596672 -504504 2857680 -10584000 18711000 -15717240 5045040 40320000 -72765000 62092800 -20180160 133402500 ■115259760 37837800 100590336 -33297264 11099088
36 Matrices for Testing Computational Algorithms -1 A8 = 64 -2016 20160 -92400 221760 -288288 192192 -51480 84672 -952560 4656960 .-11642400 15567552 -10594584 2882880 2134440000 -2996753760 2118916800 -594594000 11430720 -58212000 149688000 -204324120 141261120 -38918880 4249941696 -3030051024 856215360 304920000 -800415000 1109908800 -776936160 216216000 2175421248 -618377760 176679360 sl- 81 -3240 41580 -249480 810810 -1513512 1621620 -926640 218790 172800 -2494800 15966720 -54054000 103783680 -113513400 65894400 -15752880 38419920 -256132800 891891000 -1748106360 1942340400 -1141620480 275675400 1756339200 -6243237000 12430978560 -13984850880 8302694400 -2021619600 22545022500 -45450765360 51648597000 -30918888000 7581073500 92554285824 ■106051785840 63930746880 -15768632880 122367445200 -74205331200 18396738360 45229916160 -11263309200 2815827300
Inverses, Linear Equations, Determinants 37 hi 100 -4950 79200 -600600 2522520 6306300 9609600 8751600 4375800 -923780 326700 -5880600 47567520 -208107900 535134600 -832431600 770140800 -389883780 83140200 112907520 -951350400 4281076800 -11237826600 17758540800 -16635041280 8506555200 -1829084400 8245036800 -37875637800 101001700800 -161602721280 152907955200 -78843164400 17071454400 176752976400 -477233036280 771285715200 -735869534400 382086104400 -83223340200 1301544644400 -2121035716800 2037792556800 -1064382719400 233025352560 3480673996800 -3363975014400 1766086882560 -388375587600 3267861442560 -1723286307600 380449555200 912328045200 ■202113826200 44914183600 Condition numbers: P(A ) = e x n M(A ) ~ ke 3.5 n 3.525 n where k is a constant.
38 Matrices for Testing Computational Algorithms Determinant: n 2 3 4 5 6 7 8 9 10 det(A ) n 8.33333 4.62962 65343 74929 36729 83580 73705 72023 16417 33333 96296 91534 51325 98873 26239 01137 43119 92264 33333 29629 39153 15087 58687 26116 91513 24999 31491 33333 62962 43915 16361 73278 93211 01664 86288 86906 33333 96296 34392 32407 88304 98556 20433 94723 05950 ( -2) ( -4) ( -7) (-12) (-18) (-25) (-33) (-43) (-53) Reference: [20], [43], [50], [55]. Example 3.9 Let A = [a. .] be the n x n matrix given by n ij ° J •ij " X> j = 1, 2, .. ai:j - (i+j-1) , i = 2, 3, .. A = n 1 2 1 3 I n 1 3 1 4 j. 4 1 5 1 1 n+1 n+2 n. n, j=l, 2, ..., n. 1 n+1 1 n+2 2n-l If A-1 = [b. .], then n ijJ' bu = (-i) 1 - 1, 2, \j+l ' < for i = 1, 2, n, j = 1, 2, ..., n-1.
Inverses, Linear Equations, Determinants 39 Furthermore, det(An) = (-D^V1, where 8n+l " („-?) ('") »■*»«>. — Sl - l- The condition numbers of A are given by P(A ) « C, 25n log n n i M(A ) = C, n 25n n Z -3 -3 where Cn = 8 x 10 and C0 = 4 x 10 . The condition numbers of A , 12 n* n = 2, 3, ..., 10, rounded to 5 significant digits, are given in the following table: n 2 3 4 5 6 7 8 9 10 M(An] 12 540 17280 67200 23814 80681 28333 95447 33640 X X X X X X 1 101 io3 io4 io6 io7 109 P(An) 12.587 354.51 13090 45057 x 101 15259 x IO3 51270 x IO4 17164 x 106 57364 x 107 19158 x IO9 When n = 6, the inverse is given by
40 Matrices for Testing Computational Algorithms a;1 = 6 -6 105 1 -560 1260 -1260 462 Reference: [33]. Example 3 .10 630 -7350 29400 -52920 44100 -13860 -6720 88200 -376320 705600 -604800 194040 22680 -317520 1411200 -2721600 2381400 -776160 -30240 441000 -2016000 3969000 -3528000 1164240 13860 -207900 970200 -1940400 1746360 -582120 Let A = [a ] be the n x n matrix defined by a. .= if i < j, if i > j. If k~l = [b^], then / 4i" 2 ' 41-1 n 2n-l bii- < A = if i = j and i < n if i = j = n e, 1 1 2 1 3 V when 1 2 1 2 3 , 1(1+1) 2i+l ' 1(1+1) 2j+l » o , n = 3, 1 " 3 2 3 1 if j = i + 1 if 1 = j + 1 if |i-j| >1. A"1- F4 2 3 '3 2 32 "3 15 o -1 0 6 " 5 9 5 Reference: [43], [60, pp. 138-139].
Inverses, Linear Equations, Determinants 41 Example 3.IX Let A = [a ] be the n x n matrix defined by 1J -(£)*"$5) Then A is orthogonal, and A = A. Reference: [43], Example 3.12 Let A = [a .] be the n x n matrix defined by lu a.± = n + 1 - i, if i > j. A = n n-1 n-2 2 1 n-1 n-1 n-2 2 1 n-2 n-2 n-2 2 1 2 2 2 2 1 1 1 1 1 1 A"1- 1 -1 ■1 2 -1 •1 2 2 ■1 ■1 2 n x n. Reference: [24].
42 Matrices for Testing Computational Algorithms Example 3.13 Let A = [a. ] be the n x n matrix defined by A = 1 2 3 n-1 n -1 1 A"1- a± = max(i,j), i,j * 1, 2, ..., n. 2 2 3 n-1 n 3 3 3 n-1 n n-1 n-1 n-1 n-1 n 1 ■2 1 1 -2 ■2 1 n-1 n , n x n. Reference: [5], Example 3.14 (Hadamard Matrices) define Let p be a prime, p _> 3, and let n » p - 1. For an arbitrary integer k, 0, if p divides k, I ™" 1 " \ 1> if k is congruent to a square mod p, ■1, otherwise. Define A * [a. .] to be the n x n matrix such that •U ft)- i,j - 1, 2, ..., n.
Inverses, Linear Equations, Determinants 43 If A-1 = [bj.], then '11-*&?)-(*)-(*)]• i,j - 1, 2, n. For example, when p = 5, A = ■1 -1 1 0 ■1 1 0 1 1 0 1 0 1 ■ 1 J. 5 •3 ■1 1 ■2 -1 1 3 2 2 3 1 -1 Condition number: Reference: [43]. P(A) = /p Example 3.15 Let B be the n x n matrix (row elements are binomial coefficients except for sign) B = 0 -1 -2 -3 -4 0 0 0 0 1 0 3 -1 6 -4 0 0 0 0 1 -1 T Then B = B. Furthermore, if A » B B, then a ij ■ (7) , i,j = 0,1,2,...,n-l, -1 T and A = BB . The eigenvalues of B are all of modulus 1, and the eigenvalues of A occur in reciprocal pairs. Condition number: P(A) = exp (4n log 2) Reference: [42, pp. 240-241], [60, p. 140].
44 Matrices for Testing Computational Algorithms Example 3.16 A = n 1 2 n-l n-l 1 2 n-l n If A = [b ] and k = , .1wo—TT » n ij n(n+l)(2n-5) b±± = 1 - ki , if 1 < i < n-l b = -k nn bi. = -kij, if i t j, 1 < i < n-l, and 1 < j < n-l b, = b . = ki, if 1 < i < n-l. in nx ' — — Determinant: det(A ) n I k Condition numbers (rounded): n 2 3 4 5 6 7 8 9 0 M(An) 8 9 14.4 24 35.2653 48.4167 63.5152 80.5846 99.6364 P(An) 6.854102 9.89898 6.531124 8.830950 11.32624 14 16.83897 19.83240 22.97141 Reference: [l].
Example 3.17 Inverses, Linear Equations, Determinants 45 where A = 1 a 1 1 a 1 a 1 1 a n x n. A =r— [a..] is the n x n matrix defined by b ij J n J / b. .b ,, l-l n-i' >+Jv LaJi» if i = j (-l)"'Jb, .b ., if j > i i-1 n-j' J if j < i bo = 1 b]L-a bk = abk-l " bk-2» k ■ 2« 3> n. Reference: [10], Example 3.18 A = 2 ■1 ■1 2 ■1 ■1 2 -1 n x n.
46 Matrices for Testing Computational Algorithms A = —— C where C = [c. .] is the n x n matrix defined by n+1 ij J *U i(n- |Ci,J lCJi' i+D, -1 ' i. if if if i j j = > < j i i For example, when n = 4, A = 2 -1 ■1 2 -1 -1 2 -1 -1 2 A 5 3 6 4 2 2 1 4 2 6 3 3 4 Condition number: Reference: [31], [43] Example 3.19 P(A) ~ 4n< V Let n be an odd integer, and let A . be the n+1 x n+1 matrix n+1 0 x, yx o x2 y2 0 x3 Vl ° *n *n ° with x # 0 and y ± 0, i = 1, 2, ..., n.
Inverses, Linear Equations, Determinants 47 a;1- For n J> 3, n+1 0 a m 0 0 n-1 0 a 1 • ■ • • • • 0 a2 0 0 ! ° i ° ; o 1 • ! ° i 0 i ° i ai b 0 b b 0 b 0 m m-1 n+1 where m = —r— and and / V. n , lxk+l k-1 y Xn j=l Xn-2j / bk = V (-l)k+1 JT1 V21+1 yn j=l yn-2j if k = 1 if k = 2, 3, if k = 1 if k - 2, 3, m. m.
48 Matrices for Testing Computational Algorithms Determinant: det(An+1) = (-1) (n+l)/2 n+1 .2 Reference: [12]. Example 3.20 A = (x+b) 1 1 x 1 1 x lxl 1 (x+a) n x n. Inverse: where [c. .1 is the n x n matrix defined by (-Di+jr. ,s . 1-1 n-i .- . . . c. . = c.. = ' , N ■ , if j < l, ij ji (x+a)r -- r ' J - J J N ' n-1 n-2 and ro = rl = rk = so = sl = 1 x + b xrk-l * 1 x + a • rk-2 rV-2* K-2, 3, ••-, n-1, sk ~ XSk-l " Sk-2> ~ * * *'*> n"^'
Inverses, Linear Equations, Determinants 49 For example, if A = ■3 1 is an n x n matrix, then I 2 1 ■2 1 1 -2 1 3 Reference: [18, pp. 33-36], [43], 1 3 5 1 -2 1 1 3 5 2n-l Example 3.21 Solution: (1-10' 1 1 1 n) -1 -1 -1 0 1 1 0 0 = 10 n x„ = x„ = X, = 10n + 1 10n + 2 10n + 3 -l I rXlI [-3 -1 x2 -2 0 x3 -1 -1 x, -3 114 1 I Reference: [52],
50 Matrices for Testing Computational Algorithms Example 3.22 det det 73 92 80 73 92 80 78 66 37 78 66 37 24 25 10 = 1 24 25 10.01 = -118.94 det -73 78 24 92.01 66 25 -80 37 10 = 2.08 det -73 92 -80 78.01 66 37 24 25 10 = -28.20 Reference: [27], [56].
Inverses, Linear Equations, Determinants 51 Example 3.23 (see also Example 3.6) Let A = [a. .] be the n x n matrix defined by atj = |i-JI Then ^n^ -1 1 n-1 -1 -1 2 -1 1 n-1 ^"n^ det A = (-l)n_12n"2(n-l). An interesting generalization of this matrix is also known [77, p. 32] Reference: [77, p. 31]
52 Matrices for Testing Computational Algorithms Example 3.24 For arbitrary constants a., a„, ..., a ., let A .... a ,) = [a..] denote the n x n matrix defined by ' n-1' ijJ J r 1, ■u- < y j £ i, j < i- For example, A4 = 1111 ax 1 1 1 al a2 l l al a2 a3 l If we let A = [b. .], then, for n > 1, n lj r 1/Cl-a^, ij i = j, i ^ n, -l/Cl-a^, j f 1+1, i ± J (aj_1-aj)/[(l-aj)(l-aj_1)], i = n, j ^ 1, -a^/il-a.^), i = n, j = 1, i = j = n, 0, otherwise. W-Vi)' For n = 1, A± = [1] . The determinant of A is given by n ° J det(An) = (l-ai)(l-a2) ... d-an-1). Hence A is singular if and only if a. =1 for some i. Reference: [75]
Inverses, Linear Equations, Determinants Example 3.25 (Combinatorial Matrix) C = [y*61;Jx] = (x+y) y y y (x+y) y y y (x+y) y y y (x+y) det (C) = x " (x+ny) , If C" = [b. .] , then £ b. . = —-"- , and ij , , iJ x+ny 6.. (x+ny)-y b = —=J ij x(x+ny) For example, if n = 3, x=2, y = 1, then C = 3 11 13 1 113 _1 10 4 -1 -1 -1 4 -1 -1 -1 4 and det (C) = 20, . L. bij = 5 ' Reference: [81, p. 36].
54 Matrices for Testing Computational Algorithms Example 3-26 (Cauchy's Matrix) A = . x.+x. L 1 J (xi+yi)_ (Ki+y2)~ (x2+y1)" (x2+y2)~ • <xi+yn> (x +y- ) (x +y^) (x2+yn) -1 (x +y ) -1 det(A) = TT (x.-x^Cy .~y±) lgKjgn TF <vyi) If A = [b^] , then b.. = TT (xi+yk)<xk+yi) lgkSn (x.+y.) 'TT (x-x^)" lgkgn J K lk*j J ^TT (yi-y/l l^kgn X K k^i J and Eb = (Xj+x +. . .+Xn) + (y +y2+... +yn) . Note: The finite segments of the (infinite) Hilbert matrix are special examples of Cauchy!s matrix. See example 3.8. Referencel [81, p. 36]. Example 3.27 (Vandermonde!s Matrix) See Section 9 of Chapter II.
CHAPTER IV TEST MATRICES: EIGENVALUES AND EIGENVECTORS OF REAL SYMMETRIC MATRICES Example 4,1 5 4 1 1 4 1 5 1 1 4 1 2 1 1 2 4 Eigenvalues: A, = A. = A. = A, = 10 5 2 1 Eigenvectors: xl = X- = ■1 ■1 2 2 x„ = 0 0 -1 1 x, « ■1 1 0 0 Reference: [49, pp. 54-55] 55
56 Matrices for Testing Computational Algorithms Example 4.2 4 6 1 4 4 1 1 4 6 4 4 6 Eigenvalues: Eigenvectors: xi= Ax = 15 A2 = 5 A3 - 5 \k--i |l 1 1 1 9 x„ = -1 ■1 1 1 x, = 1 -1 -1 1 Note: For A„ = A_, we have a two-dimensional subspace of eigenvectors corresponding to this multiple eigenvalue. x_ and x„ are two orthogonal vectors from this subspace. Reference: [49, pp. 53-54], [60, pp. 145-146], Example 4.3 2 1 3 4 1 -3 1 5 3 4 1 5 6 -2 -2 -1
Eigensystems—Real Symmetric Matrices Eigenvalues: X2* -8.0285 7835 7.9329 0471 5.6688 6437 -1.5731 9073 Eigenvectors: xl * X3 = 1.0000 0000 2.5014 6029 -0.7577 3064 -2.5642 1169 f1.0000 0000 0.9570 0150 -1.4204 6822 1.7433 1690 X2 * • 1 x4 = 1.0000 0000 0.3778 1815 1.3866 2122 |0.3488 0573 1.0000 0000 -0.9070 9211 -0.3775 9122 -0.3833 3124 Reference: [3], [8], [49, pp. 66-67], [74], Example 4.4 5 7 6 5 7 10 8 7 6 8 10 9 5 7 9 10 Characteristic polynomial: P(A) = 1 - 100A + 146A2 - 35A3 + A4 Eigenvalues: A i 30.28868 A = 3.85806 A3 = 0.84311 A. = 0.01015 4 Inverse: Example 3.5 Reference: [27], [42, pp. 247-248], [49, p. 53],
58 Matrices for Testing Computational Algorithms Example 4.5 0.81321 -0.00013 0.00014 0.00011 0.00021 -0.00013 0.93125 0.23567 0.41235 0.41632 0.00014 0.23567 0.18765 0.50632 0.30697 Tridiagonal form from Householder's method: 0.00011 0.41235 0.50632 0,27605 0.46322 0.00021 0.41632 0.30697 0.46322 0.41931 a. 0.81321 0.57378 1.33978 0.06519 -0.16450 0.00030 ■0.48980 ■0.44013 0.17294 Eigenvalues: A, = K * A, = A, = A, = 1.67828 0.81321 0.41985 0.01521 -0.29908 Reference: [67], Example 4.6 5 4 3 2 1 4 3 6 0 0 7 4 6 3 5 2 4 6 8 7 1 3 5 7 9
Eigensystems—Real Symmetric Matrices 59 Eigenvalues: Ax = 22.4068 7532 A2 = 7.5137 24155 A3 = 4.8489 50120 A. = 1.3270 45605 4 An = -1.0965 95181 Reference: [58], [68], [77] Example 4.7 10 1 2 3 4 1 9 -1 2 -3 2 -1 7 3 -5 3 2 3 12 -1 4 -3 -5 -1 15 Tridiagonal form from Householder's method: a. x 9.295202 17754 11.626711 5560 10.%0439 2078 6.11764.7 05885 15.000000 0000 0.749484 677741 -4.496268 20120 •2.157040 99085 7.141428 42854 Eigenvalues: Ax = 1.655266 20775 A2 = 6.994837 83064 A3 = 9.363554 92016 A4 i 15.808920 7645 K * 19.175420 2773 Reference: [37],
60 Matrices for Testing Computational Algorithms Example 4.8 5 1 2 0 2 5 1 6 -3 2 0 6 -2 -3 8 -5 -6 0 0 2 -5 5 1 -2 -2 0 -6 1 6 -3 Eigenvalues: Reference: [37], Ax = -1.598734 29358 A2 i -1.598734 29346 A3 = 4.455989 63847 A4 = 4.455989 63855 A5 i 16.142744 6551 A, = 16.142744 6553 6 Example 4.9 Eigenvalues: 1 2 3 0 1 2 Ax « 12 A2 = 12 A3 = 0 2 4 5 -1 0 3 .4113 .4113 .2849 3 5 6 -2 -3 0 3643 3642 0 -1 -2 1 2 3 864395 1 0 -3 2 4 5 A. = 0.2849 864365 4 A5 = -1.6963 22849 A6 =5= -1.6963 22851 Reference: [58], [68], [77].
Eigensystems—Real Symmetric Matrices 61 Example 4.10 (Rosser, et al.) A = 611 196 192 407 -8 -52 -49 29 196 899 113 -192 -71 -43 -8 -44 -192 113 899 196 61 49 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 Tridiagonal form from Lanczos' Method for 10 A: a* i 0.899 0.1086629633 0.7859177671 ■0.7935214279 0.003963315517 1.0160663075 1.0199110708 1.0000000030 0.096939 0.039517948848 0.4088977136 0.0520498144977 0.004021099703 0.1070421101 x 10" 0.7048359779 x 10* 8 10 Eigenvalues: *x - 10 (/10405 = 1020.04901843 A = 1020 A3 - 510 + 100 \/26 = 1019.90195136 \ = 1000 4 A5 = 1000 A, = 510 - 100 \/26 = 0.09804864072 o A? = 0 AQ = -10 V10405 = -1020,04901843
62 Matrices for Testing Computational Algorithms Eigenvectors: 2 1 1 ■ 2 102 - /10405 102 - \/l0405 Xl = ■204 + 2^10405 ■204 + 2\/l0405 X5 = 7 14 ■14 -7 -2 -2 -1 -1 x, = x„ = , x3 2 -1 1 -2 5 - \/26 -5 -H\/26 -10 + 2y/2? 10 - 2^/26 2 -1 1 -2 5 +\/26 -5 - \f26 10 - 2^2? 10 + 2\/26 ' X4 = 1 J -2 -2 1 -2 2 -1 1 • X7 1 2 -2 -1 14 14 7 7 » X8 102 + \A0405 102 + \/1040 5 •204 - #10405 ■204 - 2k/l0405 Note: For A, = A,«e have a two-dimensional subspace of eigenvectors corresponding to this multiple eigenvalue, x, and x are two orthogonal vectors from this subspace. Reference: [47],
Eigensystems—Real Symmetric Matrices 63 Example 4.11 5 2 1 1 2 6 3 1 1 1 3 6 3 1 1 1 1 3 6 3 1 1 1 1 3 6 3 1 1 1 1 3 6 3 1 1 Eigenvalues: A, = A„ = A„ = A, = A. = A, = A, = A„ = A„ = 10 11 14.94181 12.19615 8.82842 6.00000 4.4G664 4.12924 4.00000 4.00000 3.17157 1.80384 0.52228 1 1 3 6 3 1 1 93276 76382 24227 06632 71247 461900 00000 000000 99006 731521 84841 890931 00000 000000 00000 000000 28752 538100 75772 933680 22874 6137256 1 1 3 6 3 1 1 1 1 3 6 3 1 1 1 3 6 2 1 1 2 5 Reference: [49, pp. 78-79], [66].
64 Matrices for Testing Computational Algorithms Example 4.12 0.25000 0.06675 0.04000 0.02475 0.07050 0.06375 0.06925 0.02050 0.03600 -0.01025 -0.00175 0.02750 0.02300 0.00200 0.06675 0.25000 0.10400 0.07475 0.03625 0.11675 0.11050 0.06225 0.05100 0.03250 0.02400 0.03600 0.06350 0.05300 0.04000 0.10400 0.25000 0.14575 0.03725 0.07175 0.07800 0.12200 0.11275 0.09375 0.10175 0.09600 0.14300 0.11550 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.02050 0.06225 0.12200 0.12800 0.05700 0.08800 0.08725 •■'0.25000 0.14100 0.13275 0.15550 0.13050 0.11825 0.09125 0.03600 0.05100 0.11275 0.12475 0.05050 0.07150 0.06950 0.14100 0.25000 0.07425 0.10750 0.09175 0.10725 0.08225 -0.01025 0.03250 0.09375 0.10550 0.01475 0.04850 0.03725 0.13275 0.07425 0.25000 0.15500 0.09625 0.09950 0.09425 -0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. Tridiagonal form from Givens f Method: 0 0 0 0 0 0 0. 0. 0. 0. 0. 0. 0. 0. .25000 .76849 .91955 .23093 .13305 22254 11612 12033 12371 12856 10776 13703 13805 10379 0000 1173 6756 8895 3788 9575 7856 9373 9912 1407 8089 9203 7030 6943 02475 07475 14575 25000 05375 07000 05225 12800 12475 10550 13000 14575 13975 13375 0.07050 0.03625 0.03725 0.05375 0.25000 0.04575 0.05750 0.05700 0.05050 0.01475 0.04500 0.07150 0.05300 0.01600 0.06375 0.1167 5 0.07175 0.07000 0.04575 0.25000 0.08625 0.08800 0.07150 0.04850 0.03200 0.04475 0.03300 0.04500 0.06925 0.11050 0.07800 0.05225 0.05750 0.08625 0.25000 0.08725 0.06950 0.03725 0.04025 0.04300 0.04075 0.01450 00175 02400 10175 13000 04500 03200 04025 15550 10750 15500 25000 13350 14850 13050 0.02750 0.03600 0.09600 0.14575 0.07150 0.04475 0.04300 0.13050 0.09175 0.09625 0.13350 0.25000 0.11100 0.10075 0.02300 0.06350 0.14300 0.13975 0.05300 0.03300 0.04075 0.11825 0.10725 0.09950 0.14850 0.11100 0.25000 0.14325 0.00200 0.05300 0.11550 0.13375 0.01600 0.04500 0.01450 0.09125 0.08225 0.09425 0.13050 0.10075 0.14325 0.25000 h 0.15366 0746 0.46726 0328 0.11925 6498 0.08076 3539 0.03394 7196 0.03609 0904 0.03502 2375 0.02915 7561 0.03745 3705 0.01609 0599 0.02382 6467 0.02946 8449 0.00764 6394
Eigensystems—Real Symmetric Matrices 65 Eigenvalues: \ \ h \ s \ s *8 N. \o \l \2 A13 \* = s = = = = = = = = = = = = 1.33403 0.46276 0.26773 0.23163 0.17735 0.17130 0.16632 0.14342 0.12278 0.10321 0.09720 0.08422 0.07359 0.06437 48369 62026 32979 94839 63338 75618 46020 28761 75231 565070 942646 540935 784262 214251 005174 889680 463870 815480 51624 309478 92161 52705 71188 99133 618017 646369 537465 667302 Eigenvectors: We give the first four eigenvectors of the tri-diagonal matrix because the later components of these vectors are very small. The other eigenvectors are quite normal in form. 0.12180621 0.85930971 1.00000000 0.10864611 0.00731255 0.00022356 0.00000663 0.00000019 0.00000001 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.72220468 1.00000000 -0.89179298 -0.50225957 -0.12487537 -0.01793071 -0.00188653 -0.00019439 -0.00001692 -0.00000190 -0.00000009 -0.00000000 0.00000000 0.00000000 0.49474263 0.05709601 -0.22388762 1.00000000 0.78617724 0.73992634 0.18686459 0.04640116 0.01011081 0.00275399 0.00028519 0.00005483 0.00001250 0.00000059 -0.34701603 0.04146403 0.06647838 -0.54593352 -0.10289858 1.00000000 0.34864816 0.11940974 0.03703434 0.01375120 0.00188770 0.00052743 0.00016690 0.00000998 Reference: [9], [63], [66], [67].
66 Matrices for Testing Computational Algorithms Example 4.13 (Hilbert Matrix) Let A = |a^V'| be the n x n matrix defined by s> - [#] tf i+j-1 ' i,j - 1, 2, n. A = n n I 2 1 3 I 4 1 n+1 1 3 1 4 J. 5 1 n+2 n 1 n+1 1 n+2 2n-l Eigenvalues and Eigenvectors: The eigenvalues and eigenvectors of A , n = 3, 4, ..., 10, are given on the following pages. In addition, we give the eigenvalue of largest magnitude and the corresponding eigenvector for A„ and A__. Eigenvalue 1.26759 188 Eigenvector 1.00000 000 0.53518 376 Inverse: Example 3.8 Reference: [19], [20], [77, p. 30] "20 Eigenvalue Eigenvector 1.90713 472 1.00000 000 0.63153 893 0.48170 552 0.39577 939 0.33864 052 0.29732 839 0.26579 806 0.24080 108 0.22041 627 0.20342 569 0.18901 536 0.17661 823 0.16582 577 0.15633 540 0.14791 772 0.14039 536 0.13362 876 0.12750 652 0.12193 851 0.11685 095
ORDER OF MATRIX = 3 ElGENVALUtS 1.40831 89271 23o54(-00> EIGENVECTOR! 1.00000 00000 OOOOO(-OO) 5.56Q32 55563 05693(-01) 3.90907 94792 51080(-01) EIGENVALUES 1.223*7 065§5 39058(-01> EIGENVECTORS *8.4|517 43276 29785(-01) 8.13998 17376 62614(-01) 1.00000 00000 OQGUO(-OO) 2.68734 03557 73d29(-03> -1.78857 98^3| 23438(-0U 1.00000 00000 OOOOO(-OO) -9.64868 00204 5$515(-01) ElGENVALUtS 1.50021 42b00 59*43(-00) ORDER OF MATRIX EIGENVECTORS 1.00000 0Q000 OOOOO(-OO) 5.70172 08366 32358(-01) 4#06778 98£Q2 75292(*01) 3.18146 96887 37940(-01) EIGENVALUES 1.69141 22022 14500(-01) EIGENVECTORS 1.00000 00000 OOOOO(-OO) -6.36518 90190 07507(-01) -8.75450 79607 67703(-01> -8.83129 58721 03381(-01) 6.73827 ^6057 60/48(-03) *2.41517 71638 JS848(-01) 1.00000 OOQOO OGOOG(-OO) -1.35093 31925 07#54(-01) -8.60314 35862 04442(-01) 9.67023 04022 58689(-05) 3.68876 82614 l4l05(-02) -4.1S349 28778 03112<-01> 1.00000 00000 OOOOO(-OO) -6.50171 21973 36798(-01) ElGENVALUtS 1.56705 06^10 98^31 (-00) ORDER OF MATRIX * 5 EIGENVECTORS EIGENVALUES 1.00000 00000 OOOOO(-OO) 5.80566 92249 80478(-01) 4.18800 95256 90560(-01) 3.30061 05409 17674(-01) 2.73258 24401 62320(-01) 2.08534 21861 10133(-01) EIGENVECTORS 1.00000 00000 OOOOO(-OO) -4.58425 80576 61740(-01) -7.05925 82907 15063(-01) •7.37537 92074 31147(-01) •7.12798 94314 80946(-01)
tlGtNVALUtS 1.14074 91623 4196K-02) ORDER OF MATRIX ElGtNVECTORS •2.95833 43954 91379(-01) 1.00000 00000 OOOOO(-OO) 1.66348 46563 67509(-01) -4.27528 04665 91248(-01) -7.80543 77407 62442(-01) 3.28792 *tldl nob3(-06> -8.04735 96573 69526(-03) 1.52103 86654 527l8(-01) -6.59762 08136 21921(-01) 1.00000 00000 OOOOO(-OO) -4.90419 53143 50719(-01) EIGENVALUES 1.61889 98589 24339C-00) 8 ORDER OF MATRi; ElGtNVECTORS 1.00000 00000 OOOOO(-OO) 5.88628 54342 55432(-01) 4.28327 28442 89561(-01) 3.39661 89183 87095<-01) 2.82523 58794 21492(-01) 2.42337 81112 28495(-01) 1.63215 21J19 87D82(-02) -3.44477 74040 00321(-01) 1.00000 00000 OOOOO(-OO) 3.31669 05639 78445(-01) -1.90443 48397 72404(-01) -5.19908 55937 27446(-01) -7.20650 57788 73129(-01) 1.25707 57122 62D19C-05) 1.84443 82298 42188(-02) -2.97466 27961 49800(-01) 1.00000 00000 OOOOO(-OO) -7.34137 29699 37382(-01) -7.30764 18529 36246(-01) 7.59856 90405 64665(-01) 5 (CONT.) EIGENVALUES 3.05898 04015 11917(-04) * 6 EIGENVALUES 2.42360 87057 52096(-01) 6.15748 35418 26577(-04) 1.08279 94845 65550C-07) EIGENVECTORS 7.06702 26210 87525(-02) -6.48336 02593 66261(-01) 1.00000 00000 OOOOO(-OO) 3.49178 63233 06241(-01) -8.35542 93387 42830(-01) EIGENVECTORS 1.00000 00000 OOOOO(-OO) -3.43477 76103 67806(-01) -5.95389 61269 85598(-01> -6.42274 99431 02546(-01) -6.31671 46805 61395(-01) -6.03204 01490 85321(-01) -1.15089 16226 58221(-01) 9.07815 69634 66591(-01) -9.90373 92462 04362(-01) -7.71318 49997 79162(-01) 8.69902 39991 00457(-02) 1.00000 00000 OOOOO(-OO) 1.80948 25414 40515(-03) -5.16182 53594 24858(-02) 3.48907 75253 55039(-01) -9.06717 68457 84127<-01) 1.00000 00000 OOOOO(-OO) -3.93741 11149 37020(-01)
EifcENVALUtS 1.66088 53389 26*31(-00) 2.12897 b4908 32/95(-02) 2.93863 68X45 92969<-0b> 3.49389 db0b9 91<!l8(-09) ORDER EIGENVECTORS 1.00000 00000 OOOOO(-OO) 5.9bl22 63106 51334(-01) 4.36126 49735 70395(-01) 3.47622 28057 85343(-01) 2.90284 56422 45982(-01) 2.49777 30606 63215(-01) 2.19495 43192 32110C-01) -3.88993 12692 28422(-01) 1.00000 00000 OOOOO(-OO) 4.40423 18707 70565(-01) -3.43693 09768 67312(-02) -3.48496 99421 85792(-01) -5.48611 13060 83639(-01) -6.74584 79000 81032(-01) 2.54375 48028 50871f-02) -3.62466 87695 55796(-01) 1.00000 00000 OOOOO(-OO) -3.18671 25647 34205(-01) -7.90476 81764 75158(-01) -2.94027 65031 95887(-01) 7.64617 63467 28869(-01) 3.59098 91821 95847(-04) -1.44149 72273 50558(-02) 1.39474 73803 77168C-01) -5.44035 08875 84887(-01) 1.00000 00000 OOOOO(-OO) -8.65947 69018 12042(-01) 2.84831 36565 59360(-01) 7 EIGENVALUES 2.71920 19814 93452(-0l) 1.00858 76107 70142(-03> 4.85676 33615 74250(-07) EIGENVECTORS l.OOOQO 00000 OOOOO(-OO) -2.61651 87231 55985(-01) -5.15876 57109 07207(-01) -5.73403 92060 79247(-01) -5.72924 4M)712 20064(-01) -5.52870 16536 01293(-01) -5.26499 39668 34787(-01) -1.42730 60664 90882(-01) 1.00000 00000 OOOOO(-OO) -8.08037 82159 87594(-01) -8.76415 71705 77919(-01) -3.24986 39912 94217(-01) 3.46758 27944 15234(-01) 9.67685 27364 04640(-01) -3.82934 35999 28926i-03) 9.58555 22029 61430(-02) -5.40843 92603 82367(-01) 1.00000 00000 OOOOO(-OO) -2.70501 09557 80551(-01) -8.43244 13447 80657(-01) 5.65766 58320 00075(-01)
ORDER OF MATRIX * 8 EIGENVALULS U69593 89969 21**9 (-00) 2.62128 4Jb78 11905<-02> 5.43694 J3697 49942(-05) 1.79887 374b8 l/s77<-08> EIGENVECTORS 1.00000 00000 OOOOO(-OO) 6.00504 2457b 79538(-01) 4.42671 55401 19186(-01) 3.54370 44699 96978(-01) 2.96918 57844 45071(-01) 2.56180 92948 69805(-01) 2.25629 36880 82276(-01) 2.01790 18703 79183(-01) -4.30353 53605 31482(-01) 1.00000 00000 OOOOO(-OO) 5.19670 85157 87076(-01) 7.95547 21960 88871(-02) -2.23317 97982 52556(-01) -4.23090 40968 60939(-01) -5.53618 29278 79063(-01) -6.38180 47813 30543(r01) 3.30983 85076 81348(-02) -4.26438 76153 95457(-01) 1.00000 00000 OOOOO(-OO) -5.12022 50480 36401(-02) -6.72019 76374 56363(-01) -5.85721 70581 51348(-01) -2.88541 78933 63593(-fc2) 7.65890 29707 01414(-01) -9.20944 89718 87311(-04) 3.30647 67571 34515(-02) -2.77763 32839 45767(-01) 8.69385 31714 42472(-01) -9.95882 21590 46623(-01) -1.31307 33940 75290(-01) 1.00000 00000 OOOOO(-OO) -4.97329 08134 30048(-01) EIGENVALUES 2.98125 21131 69307<-«U> 1.46768 81177 4l867(-03) 1.29433 20918 7281H-06) 1.11153 89663 72442(-10) EIGENVECTORS 1.00000 00000 OOOOO(-OO) -1.99641 07668 62729(-01) -4.55006 08109 55082(-01) -5.20378 81437 80070(-01) -5.27565 95376 14758(-01) -5.13976 52248 24774(-01) -4.92889 11462 14828(-01) -4.6961.7 42309 87346(-01) -1.57264 17782 81082(-01) 1.00000 00000 OOOOO(-OO) -6.11217 36807 18912(-01) -8.34786 09555 82616(-01) -5.01055 24897 20307(-01) -2.04888 90803 70457(-02) 4.52548 32316 57058(-01) 8.67560 91295 41801(-01) -6.57331 00511 27815(-03) 1.47989 76372 18060(-01) -7.22416 37481 59994(-01) 1.00000 00000 OOOOO(-OO) 2.12540 06545 33205(-01) -7.21939 02421 98936(-01) -6.07829 90639 21476(-01) 7.04255 03469 70941(-01) -6.86103 92145 12811(-05) 3.68787 70518 27661(-03) -4.82672 54524 49843(-02) 2.61713 39967 6104K-01) -7.05747 34717 96188(-01) 1.00000 00000 OOOOO(-OO) -7.12509 13818 01248(-01) 2.01241 83438 37764(-01)
OHOEK OF MATRIX s 9 tibt'^VALULS 1.7258b 26609 0164M-00) 3.10389 2bf81 26633(-02) 8.756d8 50514 b9/57(-0b) 5.38561 3348b 22494C-08) EIGENVECTORS 1.00000 00000 OOOOO(-OO) 6.05062 73643 51117(-0l) 4.48271 58106 99431(-01) 3.60192 03013 69706(-01) 3.02681 26027 11120(-01i 2.61776 14674 05719(-01) 2.31016 02171 39396C-01) 2.06956 70822 18468(-01) 1.87577 43844 56729(-01) -4.69215 60414 24556(-01) 1.00000 00000 OOOOO(-OO) 5.81298 48942 56370(-01) 1.68338 31445 98111(-01) -1.25629 34840 26744(-01) -3.25116 29771 00839C-01) -4.59281 69753 28175(-01) -5.49127 85754 13251(-01) -6.08710 62023 19202(-01) 4.13830 29491 86680(-02) -4.90024 66072 79400C-01) 1.00000 00000 OOOOO(-OO) 1.41406 98631 98621(-01) -5.29978 89637 04739(-01) -6.54975 57014 80830(-01) -3.71913 95311 21723(-01) 1.44275 27836 59178(-01) 7.66821 37097 76299(-01) -1.57026 36778 04265C-03) 5.13643 34130 24l27(-02) -3.63966 02990 96905C-01) 1.00000 00000 OOOOO(-OO) -7.07732 14392 1262K-01) -6.33233 77263 71795C-01) 4.61853 32026 77920(-0l) 8.23643 49129 50087C-01) -6.11750 86298 36100C-01) EIGENVALUES 3.21633 12229 92068(-01) 1.97893 38602 15924(-03) 2.67301 34105 99414C-06) 6.46090 54226 38582(-10) EIGENVECTORS 1.00000 00000 OOOOO(-OO) -1.50563 00038 85823C-01) -4.06370 51543 62231(-01) -4.77760 59330 52471(-01) -4.90983 21999 98b90(-01) -4.82553 42744 47961(-01) -4.65723 08579 25155(-01) -4.45945 07919 47498(-01) -4.25620 54046 16327(-01) -1.70653 85569 90212(-01) 1.00000 00000 OOOOO(-OO) -4.64717 14467 22524(-01) -7.75951 09562 54300(-01) -5.78327 97815 76324(-01) -2.21347 44112 47116(-01) 1.53939 04201 98640(-01) 4.96040 77413 22528(-01) 7.89930 71224 23032(-01) -1.05472 67848 64242(-02) 2.17325 36475 07308(-01) -9.40220 91065 07029(-01) 1.00000 00000 OOUOO(-OO) 5.70068 66549 30026<-01) -4.36808 34364 41685(-0l) -8.57092 52955 24884(-01) -3.92465 30179 95107(-0l) 8.60212 23900 26319(-01) 1.86895 58009 44782(-04) -9.11142 60410 63340(-03) 1.06097 02731 82322(-01) -4.88842 63971 64796(-01) 1.00000 00000 OOOOO(-OO) -7.08369 80999 49995(-0l) -4.70608 86461 34285(-01) 9.44390 21369 08030(-01) -3.73891 52081 99850(-01)
ORDER OF MATRIX * 9 (CONT.) EIGENVALUES 3.49967 04029 ll493<-12> EIGLNVECTORS 1.36620 49070 13275(-05) •9.47535 57566 95441(-04) 1.61058 61751 07205C-02) -1.15383 19398 86663("01) 4.24473 99502 14224(-01) -8.68875 53580 11983(-01) 1.00000 00000 OOOOO(-OO) -6.05131 38110 13442C-01) 1.49754 18355 81289(-01) ORDER OF MATRIX 10 EIGENVALUES 1.75191 96702 b5178(-00> 3.57418 16271 b3924<-02> E] 1.00000 6.08991 4.53138 3.65286 3.07753 2.66725 2.35801 2.11563 1.92005 1.75860 -5.06044 1.00000 6.31415 2.40699 -4,58618 -2.45040 -3.82178 -4.76401 -5.4083b -5.84363 [GENVEC 00000 91436 29895 01340 04744 18429 3079b 96395 12818 03439 64866 00000 38 757 24192 75111 59873 19752 86973 48066 76347 ;tors OOOOO(-OO) 96503(-01) 94215(-01) 21510(-01) 55016(-01) 30508(-01) 24843(-01) 1540K-01) 6119K-01) 31029(-01) 39978(-01) OOOOO(-OO) 61648(-01) 57739(-01) 07758(-02) 37491(-01) 80346(-01) 73599(-01) 89185(-01) 9241K-01) EIGENVALUES 3.42929 54848 35091(-01) 2.53089 07686 70038(-03) EIGENVECTORS 1.00000 1.10465 3.66282 4.42425 60536 56341 43036 26171 08260 -3.90483 .83100 ,00000 ►50413 ►15015 ,09646 ,39133 ,36629 ,55456 ,10538 7.27979 00000 17177 37964 91767 94518 25730 22451 31611 80801 78675 74913 00000 96416 97273 75122 24904 40180 55324 49054 70808 OOOOO(-OO) 43785(-01) 87492(-01) 28277(-01) 17078(-01) 07357(-01) 70023(-01) 63669(-01) 73888(-01) 18817(-01) 05559(-01) OOOOO(-OO) 78791(-01) 02427(-01) 58232(-01) 62540(-01) 83149(-02) 15149(-01) 81802(-01) 98943(-01)
ORDER OF MATRIX = 10 (CONT.) tlotNVALULS 1.28749 01427 bi/71(-04) 1.22896 77J87 bll75(-07> 2.26674 67477 62926(-ll> EIGENVECTORS 5.02691 93708 19130(-Q2) 5.5371b 19652 43531(-01) 1.00000 00000 OOOOO(-OO) 2.90771 16075 67017(-01) 3.93565 04576 91000(-01) 6.42818 76489 72120(-01) 5.30534 27508 17633(-01) 1.92318 51809 90450(-01) 2.64461 64931 15005(-01) 7.68640 20927 86739(-01) 2.20211 62655 20837(-03) 6.65308 34126 35937(-02) 4.50423 02451 95166(-01) 1.00000 00000 OOOOO(-OO) 3.97406 18263 63392(-01) 7.52617 34673 95069(-01) 5.19153 37204 50187(-02) 6.56558 24094 19764(-01) 5.76366 49/89 6l755(-01) 6.46988 57273 97804(-01) 3.73254 77290 76785(-05) 2.37327 10245 65077(-03) 3.64962 96430 35628(-02) 2.29661 97587 73360(-01) 6.96603 89892 21241(-01) 1.00000 00000 OOOOO(-OO) 3.68315 31552 82386(-01) 6.99899 14802 67557(-01) 8.48690 27725 93223(-01) 2.79403 11288 36095(-01) EIGENVALUES 4.72968 92931 82348(-06) 2.14743 88173 50479(-09) 1.09315 38193 79666(-13) EIGENVECTORS 1.34197 07196 31349(-02) -2.56349 00053 68558(-01) 1.00000 00000 OOOOO(-OO) -8.26254 49309 85651(-01) •7.30398 87720 041901-01) 9.79799 70771 83957(-02) 6.90035 19449 49648(-01) 7.09559 50102 98084(-01) 1.52328 09663 07994(-01) -8.64618 11259 32675(-01) 3.29136 10483 095l0(-04) -1.47645 74515 12742(-02) 1.55750 54872 45585(-01) -6.25397 96321 29557(-01) 1.00000 00000 OOOOO(-OO) -2.34914 01869 53356(-01) -7.83112 53616 02477(-01) 1.07843 33964 72780(-01) 8.66944 29913 73357(-01) -4.72962 81021 99039(-01) 2.71471 31336 04098(-06) -2.36061 26295 90383(-04) 5.05289 73867 16890(-03) -4.61160 40049 98925(-02) 2.20661 51772 89104(-0D -6.08176 78395 43368(-01) 1.00000 00000 OOOOOi-00) -9.68158 87951 22191(-01) 5*09073 58516 7l383(-01) -1.12104 94021 47474C-01)
74 Matrices for Testing Computational Algorithms Example 4.14 n n-1 n-2 n-1 n-1 n-2 n-2 n-2 n-2 2 1 2 1 2 1 2 1 2 1 Eigenvalues: \ -*G 1 - COS (2i-l) 2n+l *r. i - 1, 2, • • •, n. Characteristic poljmomial for n = 12: P(A) = A12- 78AU+ X001A10- 50ff5A9+ 12870A8- 1S448A7* 18564A6- 11628A? + 4845A4 - ISSOA3* 231A2- 23A + 1 Inverse: Example 3.12 Reference: [24]. Example 4.15 A = n Eigenvalues: n-1 1 2 A- = A0 = ... = A 0 = 1 1 Z n- L n-1 1 2 n-1 n \ - and A are the roots of A - (n+l)A + defc(A ) - 0 where n-1 n N n' det(A. ) . , n(n+l)(2n-5) n o Inverse: Example 3.16 Reference: [l].
Eigensystems—Real Symmetric Matrices 75 Example 4,16 5 •4 1 Eigenvalues: -4 6 -4 1 -4 6 1 -4 ■4 1 6 -4 1 -A 6 ■4 (2(11+1);' Reference: [18, p. 20], [58] n x n. 7^ = 16 sin [ 0 /^A1 ^ J , k = 1, 2 n. Example 4.17 A - where (B+I ) 161 n n 161 n B = B 161 161 n B 161 -I •I 161 n n B 161 n x n 161 n (B+I ) 59 16 -1 16 -60 16 -1 16 -60 -1 16 -1 -1 16 -1 -60 16 16 -59 n x n.
76 Matrices for Testing Computational Algorithms Eigenvalues of A: A = t. + t - 60, i,j = 1, 2, ..., n, where Reference: [36, pp. 22-24], = 66 - (8 + 2 cos ^)2 , Example 4.18 where A = X Y Y X X = ■20 4 Y Y 4 ■20 X Y 4 4 Y X 2 2 n x n -20 4 4 -20 n x and Y = 4 1 1 4 1 1 4 1 1 4 n x II. Eigenvalues of A: A = ('20 - 8 cos k9 - 8 cos j9 + 4 cos k9 cos j6); 9 k,j Reference: [36, pp. 22, 24].
Eigensystems—Real Symmetric Matrices 77 Example 4.19 A = -41 r X X -41 n X -41 X n X -41 n 2 2 where X = 0 1 1 0 0 1 1 0 , n x n. Eigenvalues of A: A,. = -4(l+cos k© cos j9); 9 ■-t-t , and k,j = 1, 2, .. ., n. Reference: [36, pp. 22, 24]. Example 4.20 -1 2a 2a 0 1 2a 1 2a 0 1 2a 2a 1 0 2a 2a -1 n x n. Eigenvalues ^k A, = |a-2 cos —r\ - fa "(• n+1 ; (a +2), k = 1, 2, ..., n. Reference: [18, p. 31].
78 Matrices for Testing Computational Algorithms Example 4.21 Let p be a prime, p ^> 5, and let n = p - 1. Define A = [a. J to be the n x n matrix such that Eigenvalues: 0, if p |(i+j) a..= <. 1, if i + j i$ congruent to a square mod p •1, otherwise At = \fp9 i = 3, 4, ...,-+ 1 \ ~ "VF i = "o + 2> • • • > n* Inverse; Example 3.14. Reference: [43].
Eigensystems—Real Symmetric Matrices 79 Example 4.22 Let A = [a..] be the n x n matrix defined by *ij " I" JI A has a dominant positive eigenvalue and n-1 real negative eigenvalues. If n = 2 (mod 4), then X = -1 is an eigenvalue with corresponding eigenvector 1 -1 x = | -1 1 where the four components shown are repeated periodically. Inverse: Example 3-23 Reference: [77, pp. 32-33]
80 Matrices for Testing Computational Algorithms Example 4-23 (see Chapter 2, Section 4) Let J be the n x n matrix all of whose elements are 1. Let nn f denote the column vector all of whose components are 1. Thus nn 111 111 111 111 and f = n X = n is a simple eigenvalue and f is its corresponding eigenvector. n n X- = X. = ... = X - = 0 and every vector orthogonal to f is an eigen- 1 Z n-1 n vector corresponding to X = 0. In fact, the n-1 dimensional subspace of eigenvectors corresponding to X = 0 is spanned by g. = f - ne , &i n n 1=1, 2, ..., n-1 where e is the column vector whose components are 8.., j = 1, 2, . . *, n. Reference: [7], [77]
CHAPTER V TEST MATRICES: EIGENVALUES AND EIGENVECTORS OF REAL NONSYMMETRIC MATRICES Example 5.1 33 24 -8 16 -10 -4 72 -57 -17 Eigenvalues: Right Eigenvectors: A1=l A^ - 3 -15 12 4 9 X2 = -16 13 4 ■4 3 1 Left Eigenvectors: yx = [l, o, 4] y2 = [0, 1, -3] y3 - [4, 4, 3] Inverse: Example 3.1 Reference: [29, pp. 65-69] 81
82 Matrices for Testing Computational Algorithms Example 5.2 4 1 2 4 0 1 1 1 4 Eigenvalues: Right Eigenvectors: *1 = 3 A2 = 3 A3 = 6 x, = 0 1 -1 x„ = 3 4 2 Left Eigenvectors: yx = [2, -1, -1] y3 - [i, i, l] Note: Corresponding to the multiple eigenvalue A- = A~, we have only dimensional subspaces of right and left eigenvectors since the matrix defective, x- and y- are vectors from these subspaces. Reference: [54],
Eigensystems—Real Nonsymmetric Matrices 83 Example 5.3 1 0 0.01 0.1 1 0 0 11 Eigenvalues: \ = 1 + O.lo) where a) is a cube root of unity, i.e., 0) € Hfr**)} Right Eigenvectors: x = 0) 0) 10o) Left Eigenvectors: y^ = ,[1, a), O.la) ] Reference: [17]
84 Matrices for Testing Computational Algorithms Example 5.4. 8 -4 18 -1 4 -5 -5 -2 -7 Tridiagonal Eorm from Lanczos* Method;. a. ^ 291 43 162 43 -86 23120 1849 Eigenvalues: AL = 2 + 4i A2 = 2 A3 = l 4i Right Eigenvectors: x. = l 1-i 2 -2i x„ = 1+i 2 2i Left Eigenvectors: yx = [10, -3-i, -4+2i] y2 = [10, -3+i, -4-2i] y3 = [2, -1, -1] Reference: [22, pp. 256-257].
Eigensystems—Real Nonsymmetric Matrices 85 Example 5.5 ■2 ■3 ■2 •1 2 3 0 0 2 2 4 0 2 2 2 5 Eigenvalues: Right Eigenvectors: V1 A2 = 2 A3 = 3 A4 = 4 14 1 13 1 2 3 3 2 X1 — I I » X9 — I I ' X^ I 2 2 2 111 111 I 1 Left Eigenvectors: yi Vo = y,. = [1, -1, 0, 0] [-1, 2, -1, 0] [0, -1, 2, -1] [ 0, 0, -1, 2] x, = Reference: [15].
86 Matrices for Testing Computational Algorithms Example 5.6 Eigenvalues: 6 -3 4 2 4 -2 4 2 X, = X„ - X„ = X, = 3 +\/5 3 +V^5 3 - \fl 3 - \/5 4 4 3 3 1 0 1 1 Right Eigenvectors: Xl = 3 + Vi 2 6 X3 = -\/5 3 - \fl 2 6 Left Eigenvectors: yt = [5 + \/5, -(5 +y/5 ), 3^/5 /2, 5/2] y3 = [5 - \fl , -(5 - \fl ), --H/r/z, 5/2] Note: Corresponding to the multiple eigenvalue X. = A_, we have only one- dimensional subspaces of right and left eigenvectors since the matrix is defective. x1 and y1 are vectors from these subspaces. Similarly, x. and y, are vectors from the one-dimensional subspaces of eigenvectors corresponding to the multiple eigenvalue A„ = A,. Reference: [17].
Eigensystems—Real Nonsymmetric Matrices 87 Example 5.7 Eigenvalues: ~ 0 1.31 1.06 -2.64 h \ 0.07 -0.36 2.86 -1.84 = 0.03 = 3.03 = -1.97 = -1.97 + - 0.27 1.21 1.49 -0.24 i i -0.33 0.41 -1.34 -2.01 References: [21], Example 5.8 Eigenvalues: 4 0 5 3 h' X2 = X3 = X, = -5 4 -3 0 12 1 + 5i 1 - 5i 2 0 -3 4 5 3 ■5 0 4 Right Eigenvectors: 111 1 _ -1 _ -i Xl " . ' X2 ~ . I 1 I -i 1 -1 x„ - 1 i i •1 x, =
88 Matrices for Testing Computational Algorithms Left Eigenvectors: y]_ = [1, -1, 1, 1] y2 = Ci, i. i, -i] y3 = [1, -i, -i, -1] y4 = [1, 1, -1, 1] Reference: [49, pp. 57-58], [60, p. 147], Example 5.9 Eigenvalues: 122 40 27 | 32 r 41 170 26 22 28 40 25 172 9 -2 26 14 7 106 -1 25 24 3 6 165 A, = 242.97727 3320 A„ = 167.48487 8917 K = 134.68646 3320 A, = 112.15419 3247 Ar = 77.69719 11963 Reference: [38].
Eigensystems—Real Nonsymmetric Matrices 89 Example 5.10 0.4163 0.0001 0.6321 0.5157 0.5563 0.3176 0.4132 0.3157 0.8321 0.4431 0 0.8175 0.4823 0.5642 0.2567 0 0 0.6614 0.6541 0.8325 0 0 0 0.4321 0.8475 Tridiagonal Eorm from the Elimination Method: 0.4163 0.3176 0.0001 5167.8307 0 -3265 9398.0809 0 0 0 0 0 0 0 0.8175 0 0 ■5166.3956 7804 0.6614 0 -0.0001 1909 0.5615 0.4321 0 0.5463 0.4006 Eigenvalues: ^ = 1.8390 A2 = 0.2363 A3 ^ 0.8045 A4 =-0.0332 + 0.4374i A5 =-0.0332 - 0.4374i Reference: [69].
90 Matrices for Testing Computational Algorithms Example 5.11 15 1 7 7 17 11 3 6 7 12 6 9 6 5 5 -9 -3 -3 -3 -10 -15 -8 -11 -11 -16 Characteristic Polynomial: P(A) = A5 - 5A4 + 33A3 - 51A2 + 135* + 225 Eigenvalues: A, = K - A. = A, = A. = 1.5 +\/l2.75 i 1.5 + /12.75 i 1.5 - \/l2.75 i 1.5 - 1/12.75 i -1 Right Eigenvectors: xl= 184 507 295.5 411 213.5 - 230 /12.75 i - 52 \/i2.75 i - 163 >/l2.75 i - 166 \/l2.75 i | - 223 \/l2.75 i • X3 = 184 + 230/12.75 i 507 + 52^12.75 i 295.5 + 163^12.75 i 411 + 166^12.75 i 213.5 + 223/12.75 i » Xc Left Eigenvectors: yx = [l50 - 342/12.75 i, 184 - 230/12.75 i, -1630 - 74/12.75 i, 589.5 + 409/12.75 i, 555 + 156/12.75 il
No Eigensystems—Real Nonsymmetric Matrices 91 y3 = fl50 + 342/12.75 i, 184 + 230^12.75 i, -1630 + 74^12.75 i, 589.5 - 409\^12.75 i, 555 - 156^12.75 i] y5 = [-25, -3, 16, -7, 20] te; Corresponding to the multiple eigenvalue A- = A9, we have only one- dimensional subspaces of right and left eigenvectors since the matrix is defective, x- and y~ are vectors from these subspaces. Similarly, x~ and y- are vectors from the one-dimensional subspaces of eigenvectors corresponding to the multiple eigenvalue A and A.. Reference: [15], [51], [60, pp. 143-144]. Example 5.12 10 9 8 6 4 2 -19 -18 -16 -12 -8 -4 17 17 15 12 8 4 -12 -12 -11 -10 -6 -3 4 4 4 4 1 1 1 1 1 1 2 0 Eigenvalues: v- *6" -1 •1 ■1 1 Reference: [58].
92 Matrices for Testing Computational Algorithms Example 5.13 where B = with € = 10 Eigenvalues of A: 0 0 0 0 e A = 1 0 0 0 0 [~B 2B~| 4B 3Bj 0 1 0 0 0 0 0 1 0 0 0 0 0 1 0 A = 0.5 exp (2k7Ti/5), k = A =-0.1 exp (2k7Ti/5), k = Reference: [45], [61], Example 5.14 Eigenvalues: 12 11 10 2 [_1 11 11 10 2 1 10 10 2 1 9 2 1 2 1 = 32.22889 15015 72160 750 = 20.19898 86458 77079 428 = 12.31107 74088 68526 120 = 6.96153 30855 67122 113 = 3.51185 59485 80757 194 = 1,55398 87091 32107 90
Eigensystems—Real Nonsymmetric Matrices 93 A? = 0.64350 53190 04855 5 Ag A 0,28474 97205 58478 A9 = 0.14364 65197 69220 A1Q = 0.08122 76592 40405 Au = 0.04950 74291 85278 A12 = 0.03102 80606 44010 We give the right and left eigenvectors corresponding to Ain, A.. , A19, the three most sensitive eigenvalues. See Varah [79, pp. 107-111] for additional vectors. Right Eigenvectors: X10 -0.67714 0.73369 -0.05625 -0.00084 0.00060 -0.00006 0.00000 0.00000 -0.00000 0.00000 0.00000 0.00000 Left Eigenvectors: yio 0.00000 0.00000 0.00000 -0.00000 0.00001 -0.00002 -0.00068 0.00946 -0.06504 0.26984 -0.64994 0.70740 11 91 42 53 06 06 09 07 01 00 00 00 00 00 00 10 10 37 17 06 47 68 86 99 Xll -0.67599 0.73440 -0,06061 0.00211 0.00011 -0.00002 0.00000 -0.00000 0.00000 0.00000 0.00000 0.00000 yu 0.00000 0.00000 0.00000 0.00000 -0.00001 0.00021 -0.00221 0.01596 -0.08251 0.29459 -0.65581 0.68997 46 62 69 69 26 68 29 02 00 00 00 00 00 00 00 03 41 95 72 10 35 26 13 00 X12 -0.67531 89 0.73480 66 -0.06315 65 0.00385 87 -0.00019 87 0.00000 91 -0.00000 04 0.00000 00 0.00000 00 0.00000 00 0.00000 00 0.00000 00 y12 0.00000 00 0.00000 00 -0.00000 03 0.00000 38 -0.00004 51 0.00043 20 -0.00331 87 0.02009 76 -0.09284 49 0.30854 36 -0,65861 25 0.67970 23
94 Matrices ioi Testing Computational Algorithms Condition Numbers are |s.| , where 1 s = 0.30424 083 s2 = -0.20079 033 s, * 0.31822 599 s. = -0.58447 355 4 s = 0.14446 703 sr = -0.00462 656 S7 S8 S9 10 11 = 0.00006 913 = -0.00000 178 = 0.00000 01498 = -0.00000 00375 = 0.00000 00258 = -0.00000 00547 References: [17], [71], [72, pp. 151-153], [79, pp. 106-111] Example 5.15 38747 -49239 -125005 -175215 -176459 -68786 -70392 -66818 -56793 -39309 -15085 -107826 -30063 -10446 -31693 -74761 -9747 -65257 -59161 -60822 162836 147007 .. 135534 127430 125487 129710 -12116 -3369 -1163 -3527 26624 523895 760217 707955 356979 13606 74578 36906 -7997 -47171 -76321 -54142 -15101 -5252 -15937 -51553 94918 -20436 78513 62926 110162 696799 690486 682860 675886 670239 -1960 -547 -190 -578 46397 874986 1889996 1585904 1421590 -1635 -20029 -35373 -190532 -336666 -459117 -47535 -13276 -4631 -14052 -49730 41968 -30683 149178 121436 101956 645055 1247127 1233574 1220769 1209950 -948 -266 -93 -284 21041 518535 987939 1835031 1490020 5801 32720 '66689 121047 -92801 -276532 -18910 -5304 -1871 -5675 -39456 -15257 -157418 188162 152216 76674 485251 938227 1542211 1526106 1512267 157 42 12 38 10983 207320 812227 1452154 2432634 1970 11970 28893 65580 165443 -166380 -4472 -1304 -501 -1523 -41365 -67307 -305659 -110555 225707 75926 480500 929431 1528044 2189518 2169459 1128 311 105 320
Eigensystems—Real Nonsymmetric Matrices 95 -34389 -105605 -390172 -389762 -285526 58807 372486 720265 1184459 1698300 2369651 1869 518 177 536 -16813 -182666 -363323 -400208 -358272 . 11793 23216 41433 70143 108178 153437 1536234 285553 -18787 -57006 -50316 -595834 -1185925 -1327062 -1202147 30018 49257 95189 178721 298506 448574 18473 108570 -58126 -176348 -40743 -527558 -1044921 -1183861 -1079850 19232 15034 38606 97822 194757 324414 -519690 -144914 -932 12799 -31954 -439963 -863211 -979778 -890416 11895 -6149 2197 41610 115175 217277 -438975 -122917 110583 317581 Eigenvalues: \ h h \ \ \ h \ \ \o \l X12 X13 A14 *13 • 5= • = • • £ = = = • = & = = 6294127.73 4830173.88 1593256,12 1296443.15 976578.% 517836.12 369921.48 308201.60 257611.17 173583.27 151487.87 73704.19 43990.81 3587.14 -605.47
96 Matrices for Testing Computational Algorithms Right Eigenvectors: *1 *2 *3 *4 *5 -25600791 -93333619 -281658289 -234339803 -180185122 41356495 255125017 466609433 693438409 876398341 1000000000 5717639 1491503 425148 1287435 8179865 281884032 618796420 892390433 1000000000 13057924 78558762 136928986 179243759 166202576 51289932 -19636264 -5022691 -1324500 -4008552 -10559890 -154642407 -135528630 172711194 567634488 1504059 -37368379 -47836788 -16468980 18990089 -111765187 1000000000 202341288 -23478411 -70672023 -6382980 -514788753 -635147361 -51309046 1000000000 -42915249 -228515241 -275319457 -90455002 200223576 39001492 -154945349 -28449817 10379135 31184833 71337697 230978290 463951989 -149941032 -79550827 -111068725 -582184747 -737157698 -393746553 310698214 1000000000 38153292 5665174 -6683085 -20016569 ^6 ^7 ^8 ^9 ^10 35546791 18937820 -430319318 1000000000 -469843941 -81892147 -353035016 -211843343 425924519 -37494408 -30655114 -17087 8560 340161 1016943 -96033014 88496756 -381761741 622739632 65080697 195869218 662203426 -12939 707 -716871720 -632446333 1000000000 15840072 -2494823 15190410 44562429 -43838567 114088163 584957693 189896517 42051926 74731927 -221204146 17654019 163015274 -16984885 -48074780 532263383 -150431718 343042433 1000000000 -125099214 590391245 -214921796 85285698 -147661918 343989557 777971729 -957697355 -102833479 1000000000 -706623434 35799075 -16577034 17464795 50539011 -316813407 -374763409 302668034 -282248681 117044666 605390857 84552451 -568699623 1000000000 -688507740 260312429 -40233177 54361072 -9100840 -25757337 Xll *12 *13 *14 *15 -483941289 -54509219 -25563085 294522536 -179052534 1000000000 -718306625 560841987 -700735268 509633733 -167348227 -33933888 71277033 -2855789 -7992436 80100044 1000000000 -683069341 -560808914 319086961 329734642 -326232825 140258619 307477539 -361747416 109768320 -88089124 -367241747 -96270976 -251404803 158500974 1000000000 217439196 135628883 331963034 -211818796 -94574848 29608774 78272228 -140465927 -7629423 291730040 646206560 231004723 556214353 1000000000 457078895 509694713 387188842 208187123 187142783 10731580 -13901773 -29683858 -14317443 -38506599 403471483 576215354 435241146 536274143 926568323 941981992 817688917 609029854 382268933 -26357098 -11586613 -18513917 -32489449 -47897332 -62329715 686089278 947542071 1000000000 795951845 Reference: [73],
Eigensystems—Real Nonsymmetric Matrices 97 Example 5.16 B 2B 4B 3B ] where and C = B = -2 -3 ■2 -1 5C 5C 2 2 3 2 0 4 0 0 ] Eigenvalues of A: XL - 15 + 5 i X2 = 15 - 5 i X = 30 + 10 i X. = 30 - 10 i 4 X5 = 45 + 15 i X, = 45 - 15 i 6 Xy = 60 + 20 i Xg = 60 - 20 i X10 = 11 12 13 14 \5 = 16 3 + i 3 - i -6 + 2 i -6 - 2 i -9 + 3 i -9 - 3 i -12 + 4 i -12 - 4 i Reference: [15].
98 Matrices for Testing Computational Algorithms Example 5.17 A = where B = C = D - 8B -5B rc L4c "4D r2D -1 -1 -1 -1 -1 4B~ -B_ 2C~ 3C _ 3D~ -D - 1 0 0 0 0 1 !• 1 1- 1 1- 0 1 0 0 0 0 0 1 0 0 0 0 0 1 0 Eigenvalues of A: 8, 6, 4, 3, -40, -30, -20, -15, ±40j, ±30j, ±20j, ±15j, ±8j, ±.6j, ±4j, ±3j where j = \ fl ± & l) . Reference: [15], [45], [61]. Example 5.18 where ■C B C = B 4B 3C 5C 6D 8D 2D 5D 2B 3B_ 3C_ C . -D 0 0 -D 1 I' D D D -D 0 2D 2D D
Eigensystems—Real Nonsymmetric Matrices 99 D = ■2 -3 -2 •1 2 2 3 2 0 4 0 0 2 2 2 5 Eigenvalues of A: 120j, 90j, 60j, 30j, -40j, -30j, -20j, -10J, -24j, -18j, -12j, -6j, 8J,, 6j, 4j, 2j where j e {3 ± i, 1 + 2i}. Reference: [45] Example 5.19 Let A = [a..] be the 100 x 100 matrix defined by / 101 - i, if j = i (_L)i+j+l 4o/(1:fj_2)f if j < i a.. 13 = < 40/102, 40, if i = 1 and j = 2 If 1 ■ 1 and J ■ 100 otherwise. V Eigenvalues: erf At 1, 2, 3, ..., 99, 100. Reference: [45].
100 Matrices for Testing Computational Algorithms Example 5.20 Let A = [a..1 be the n x n matrix defined by n ij a =* 1, j =1, 2, . . ., n, a±j = (i+j-1)"1, i = 2, 3, ..., n, j = 1, 2, .... n. A = n 1 2 1 3 I 3 1. 4 1 4 1 5 1 n+1 1 n+2 1 n+1 1 n+2 2n-l Eigenvalues: Let X__(n) and X (n) be the eigenvalues of A of largest and smallest Mm n magnitude respectively. Vn> -0.115 0693 n 2 3 4 5 6 7 8 9 10 Vn) 1.448 403 1.707 105 1.886 632 2.022 999 2.132 376 2.223 362 2.301 055 2.368 717 2.428 554 -0.481 5399 x 10 -2 -0.144 1324 x 10 ■0.448 9833 x 10 -0.139 7499 x 10 ■0.433 6577 x 10 -0.134 0623 x 10 -3 -0.412 9309 x 10 •11 -0.126 7649 x 10 -12
Eigensystems—Real Nonsymmetric Matrices 101 Right eigenvector corresponding to ^M(n); n = 2 1.000000 1. 0.448403 0. 0. 7 1.000000 0.351545 0.251183 0.197135 0.162893 0.139091 0.121514 3 000000 416793 290313 1. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 8 000000 341809 244943 192700 159546 136461 119387 106209 4 000000 1. 394224 0. 277320 0. 215088 0. 0. 9 1.000000 0.333408 0.239479 0.188772 0.156554 0.134092 0.117457 0.104603 0.094352 Right eigenvector corresponding to X (n): n = 2 -0.896805 0 1.000000 -1 1 7 0.008795 -0.176722 1.140790 -3.339147 4.912246 -3.545962 1.000000 3 .550163 .552812 .000000 -0 0 -0 2 -5 6 -4 1 -0 1 -2 1 8 .002721 .073168 .638751 .598579 .607667 .623060 .045669 .000000 4 .224188 0 .270271 -0 .046050 2 .000000 -2 1 9 0.000819 -0.028430 0.322286 -1.732159 5.099020 -8.699495 8.583374 -4.545416 1.000000 5 6 000000 1.000000 376917 0.363036 266965 0.258417 208099 0.202206 171019 0.166679 0.142038 10 1.000000 0.326051 0.234636 0.185257 0.153855 0.131940 0.115694 0.103129 0.Q93099 0.084893 5 6 .081470 -0.027443 .772313 0.392118 .237419 -1.768987 .546576 3.450596 .000000 -3.046283 1.000000 10 -0.000242 0.010516 -0.150100 1.027660 -3.934520 9.038123 -12.739602 10.793366 -5.045200 1.000000
102 Matrices for Testing Computational Algorithms Eigenvalues of A. V* *6* 2.1323 763 -0.2214 0681 -0.3184 3305 x 10" -0.8983 2330 x 10 -0.1706 2788 x 10 -0.1397 4990 x 10* -3 -4 Inverse: Example 3.9 Reference: [32], [33], Example 5.21 A - ■1 1 0 -1 0 1 -1 0 0 ■1 0 0 -1 0 0 n x n. Eigenvalues-: > Stent k = e35P :n+I~ » = ' ' " *"' ■n" Right Eigenvectors; (k) Let x he the right eigenvector of A corresponding to the eigenvalue A,, k = 1, 2a ..., n. Then
Eigensystems—Real Nonsymmetric Matrices 103 n-l k n-2 ,(k> Left Eigenvectors: \y\ » y\ » ■••» y I be the left eigenvector of A Let y' corresponding to the eigenvalue 7v, k-* 1, 2, . .♦, n. Then, for each k, ? vm (k) _ m~0 Reference: [17]. cj j = 1, 2, .. ., n. Example ~5.22 (Forsythe) 0 1 0 0 .1 1 0 Characteristic Equation: ,n A" - e = 0
104 Matrices for Testing Computational Algorithms Eigenvalues: nr—y 2j. \ " V | e| exp -^— , k - 1, 2, ..,, n. Reference: [61], [76], [62, p. 64]. Example 5.23 20 20 19 20 18 20 2 20 Characteristic Equation: (20-A)(19-A) ... (1-A) - 20 e = 0 Eigenvalues: If e = 10 , the eigenvalues are 0.99575439 3.96533070 ± 1.08773570i 20.00424561 17.03466930 ± 1.087735701 2.10924184 5.89397755 ± 1.948529271 18.89075816 15.10602245 ± 1.948529271 2.57488140 8.11807338 ± 2.529181731 18.42511860 12.88192662 ± 2.52918173i 10.50000000 ± 2.73339736i Condition Numbers: If e = 0, |s, | = (2°-k>,-(k-l>' , k = 1, 2, . . ., 20, and |s. f1 is the condition k 20iy k number corresponding to the eigenvalue A = k. Reference: [62, pp. 90-91].
Eigensystems—Real Nonsymmetric Matrices 105 Example 5.24 For arbitrary constants a-, a0, ..., a - , let 1 L n-1 An " An(al,a2'*,''an-1) " [aij] denote the n x n matrix defined by lj J < i. For example, \ = 1 1 If we define P (X) = (X-l+a^ (X-l+ap ... (X-l+a ), j = 1, 2, ..., n-1, we can write the characteristic polynomial of A as xn - xn_1 - \n-\(x) - xn_3P2(x) Pn-l<X> If X ^ 0 is an eigenvalue of A and if x is a right eigenvector corresponding to X, it can be shown that
106 Matrices for Testing Computational Algorithms X = n where XJ = X""(J"1)pj-i<A>» j = 2, 3, ...„n. If A # 0 isi a multiple eigenvalue of A^, there is only a one-dimensional .subs^aee of eigenvectors associated with Ay, i.e., A is defective. If A = 0 is am eigenvalue of A , the expression for det(A ) shows n n that a. = 1 for certain values of i. Suppose that A = 0 is an eigenvalue of multiplicity k and that a. = ... = a. = 1. Then there is a k-dimensional h \ subspace of eigenvectors associated with A = 0, and the vectors e - e. , j' - 1, 2, . . . , k, forma basis for the subspace. Inverse: Example 3.24. Reference: [75]
Eigensystems—Real Nonsymmetric Matrices 107 Example 5.25 A = Eigenvalues: 1 ' 3 4 3 4 " 3 4 " 3 4 " 3 4 " 3 1 6 2 3 5 6 5 6 5 6 5 6 0 0 1 -1 -1 -1 9 2 9 27 2 39 2 43 2 43 2 - 3 - 6 ■^ - 9 ^ -12 =£ "13 ^ -10 -4 -5 Xl = X2 = •3 -2 X3" X4" 3_ 2 X5 = X6 = I 3 Right Eigenvectors: x, = — 111 111 II I 2 I 2 I 2 13 -13 -I3 6 4' X2"54' X3 44 I 5 I I 5 I I 4 6 I 5 I I 4
108 Matrices foi Testing Computational Algorithms 1 X4=3 1 2 3 3 3 3 x_ = -r 1 2 2 2 2 2 x, = 1 1 1 1 1 1 Reference: [79, p. 100] Example 5.26 A = 9 10 8 6 4 2 21 21 16 12 8 4 -15 -14 -11 - 9 - 6 - 3 4 4 4 3 0 0 2 2 2 3 5 1 0 0 0 0 0 3 This matrix is defective and also derogatory [80]. It has an eigenvalue of multiplicity 2 corresponding to a quadratic elementary divisor and an eigenvalue of multiplicity 2 corresponding to two (equal) linear elementary divisors. The other two eigenvalues are complex conjugates. Eigenvalues: X, = X„ = x« = X, = X„ = X, = 3 2 + i 2 - i 1 (linear elementary divisors) (a quadratic elementary divisor)
Eigensystems—Real Nonsymmetric Matrices 109 Eigenvectors: Corresponding to X = X we have the two-dimensional subspace of eigenvectors spanned by xi= i i i i i 0 X2 = 0 0 0 0 0 1 Corresponding to X, and X, we have x, and x, given by -1: 61 we hi 61 5(ll±i) 4(ll±i) 3(ll±i) 2(ll±i) (ll±i)_ ive the eij genvector Corresponding to X = X we have the eigenvector X- and the principal vector of degree two, x,, given by o i X5 "4 4 4 4 3 2 1 1 X6 = 3 3 3 3 3 2 1 These six normalized vectors (five eigenvectors and a principal vector) make up the transformation to Jordan canonical form. Reference: [79, p. 103 and p. 207].
110 Matrices for Testing Computational Algorithms Example 5.27 2 4 6 8 10 12 15 12 12 12 -2 -4 -6 -8 -10 -12 -13 -11 -14 -14 4 8 12 16 20 24 28 32 37 36 -3 -6 -9 -12 -15 -18 -21 -24 -26 -25 This matrix is both defective and derogatory [80]. As a matter of fact, a multiple eigenvalue is associated with more than one nonlinear elementary divisor in two instances. To be specific, X = 2 is an eigenvalue of multiplicity 5 but it is associated with two nonlinear elementary divisors, one of degree 3 and one of degree 2. Likewise, X = 3 is an eigenvalue of multiplicity 4 but it is associated with two quadratic elementary divisors. Consequently, the results are grouped according to the invariant subspaces spanned by the eigenvectors and principial vectors shown. Eigenvalues, Eigenvectors,, and Principal Vectors: X- = X = X = 2 is associated with the eigenvector X- and the principal vectors x and x of degrees 2 and 3, respectively, given by A = 1-1 1-1 1 2 1 0 • 1 0 1 0 1 0 1 0 1 0 •I 0 1 0 1 3 5 3 3 3 3 3 3 3 -2 -4 -5 -4 -6 -6 -6 -6 -6 -6 1 2 3 4 5 2 2 2 2 2 -1 -2 -3 -4 -4 -2 -5 -5 -5 -5
Eigensystems—Real Nonsymmetric Matrices 111 xi = x„ = — 1 2 2 2 2 2 2 2 2 2 x„ = — 1 2 3 3 3 3 3 3 3 3 X = X, = 2 is associated with the eigenvector x, and the principal vector Xp of degree 2 given by 1 X4=4 1 2 3 4 4 4 4 4 4 4 1 X5 "5 1 2 3 4 5 5 5 5 5 5 = X = 3 is associated with the eigenvector xfi and the principal vector X, = x_ of degree 2 given by
112 Matrices for Testing Computational Algorithms X, = -7 1 2 3 4 5 6 6 6 6 6 x, = — 1 2 3 4 5 6 7 7 7 7 X. = X = 3 is associated with the eigenvector x„ and the principal vector x of degree 2 given by 1 X8=8 1 2 3 4 5 6 7 8 8 8 x^ = — 1 2 3 4 5 6 7 8 9 9
Eigensystems—Real Nonsymmetric Matrices 113 Finally, X- = 1 is associated with the eigenvector T.0 1 10 l~l 2 3 4 5 6 7 8 9 10 These ten normalized vectors (five eigenvectors and five principal vectors) make up the transformation to Jordan canonical form. Reference: [79, pp. 211-212]. \
CHAPTER VI TEST MATRICES: EIGENVALUES AND EIGENVECTORS OF COMPLEX MATRICES Example 6.1 Li 1J Eigenvalues: Eigenvectors: *!-[;]. ■*-[■;]■ Reference: [40, p. 142]. Example 6.2 & ?] Eigenvalues: Ax = 1 + \ft A2 = 1 - \fl Eigenvectors: Reference: [40, p. 142]. 114
Example 6.3 Eigensystems—Complex Matrices 115 Eigenvalues: 2 -i 0 i 2 0 0 0 3 \~i X2 = 3 Eigenvectors: x, = -1 i 0 x„ = 1 i 0 x„ = Note: Corresponding to the multiple eigenvalue A- = A~, we have a two- dimensional subspace of eigenvectors. x~ and x« are two orthogonal vectors from this subspace. Reference: [40, p. 99]. Example 6.4 Eigenvalues: 1+2 i 3+41 43+44i 13+141 5+6i 7+8i Ax = 6.70088 - 21+221 15+161 25+26i 7.87599 i A2 = 39.7767 + 42.99567 i A3 = -7.47753 + 6.88032 i Reference: [15].
116 Matrices for Testing Computational Algorithms Example 6.5 5 + 91 3 + 3i 2 + 21 1 + 1 5+51 6 + 101 3 + 3i 2 + 2i -6 - 61 ■5 - 5i ■1 + 3i ■3 - 3i -7 - 7i -6 - 6i -5 - 51 41 Eigenvalues: A, - A„ = A, = 1 + 51 2 + 6i 3 + 71 4+81 x_ = Right Eigenvectors: 2 1 1 1 Reference: [60, p. 153]. |11 [~-l 2 x = "l I ' 3 1 J 0 1 -1 x, = -1 -1 ■1 0 Example 6.6 Eigenvalues: 3 1 0 -2i 1 3 2i 0 0 -21 1 1 2i 0 1 1 A, = A, = 2 + 2 \fl 2 - 2 \fl 4 0
Eigenvectors: Eigensystems—Complex Matrices 117 xi = 1 +\/2 1 + yfl i ■i x„ = 1 1 (1+^2 )i (1+V^ )i x„ = f-i~i r 11 i -i 1 I ij Reference; Constructed from Examples 6.1 and 6.2 using similarity transformations. See Ortega [44], Example 6. 7 Eigenvalues r 7 3 1 - __-l - . 2i 2i 1 -1 3 7 + 2i + 2i 1 + 2i 1 - 2t 7 -3 -1 + 2i -1 - 2i -3 7 ~h± - 0 \ = 8 A3 = 8 \=12 Eigenvectors: Xl = |-1 1 [~-l + i~| i 1 1 .0 _1 , 1 -i Zl ° * I -i I l \} + *] L1 Note: Corresponding to the multiple eigenvalue A2 = A~, we have a two- dimensional subspace of eigenvectors, x and x_ are two linearly independent vectors from this subspace. Reference: Constructed from Example 6.1 using similarity transformations. See Ortega [44].
118 Matrices for Testing Computational Algorithms Example 6.8 Let A = [a..] be the 5x5 Hermitian matrix with the following elements: i 1 *■ 2 2 2 2 2 3 3 3 3 3 4 4 4 4 4 5 5 5 5 5 Eigenvalues: J 1 2 3 4 5 1 2 3 4 5 1 2 3 4 5 1 2 3 4 5 1 2 3 4 5 a. . Real Part -8.45000 00000(-l) 5.20000 00000( 0) 3.01000 00000(-1) -9.60000 00001( 0) 7.33999 99999(-2) 5.20000 00000( 0) -6.20000 00000( 0) -3.39000 00000( 0) 1.22000 00000(-1) 4.18999 99999( 0) 3.01000 00000(-1) -3.39000 00000( 0) 1.90000 00000(-2) 9.35000 00000(-1) -5.72000 00000(-2) -9.60000 00001( 0) 1.22000 00000(-l) 9.35000 00000(-l) 7.21000 00000( 0) 3.37000 00000(-1) 7.33999 99999(-2) 4.18999 99999( 0) -5.72000 00000(-2) 3.37000 00000(-1) -1.23000 00000( 0) Imaginary Part 0.00000 00000( 0) 1.03000 00000(-1) -4.54000 00000(-2) 9.36000 00000(-l) 7.26000 00000( 0) -1.03000 00000(-l) 0.00000 00000( 0) -4.07000 00000(-1) 9.10000 00000(-l) -3.66000 00000( 0) 4.54000 00000(-2) 4.07000 00000(-1) 0.00000 00000( 0) -2.71000 00000(-1) 2.82000 00000( 0) -9.36000 00000(-l) -9.10000 00000(-1) 2.71000 OOOOO(-l) 0.00000 00000( 0) 6.03000 00000(-2) -7.26000 00000( 0) 3.66000 00000( 0) -2.82000 00000( 0) -6.03000 00000(-2) 0.00000 00000( 0) \ = 15.18016 5225 A2 i 5.67872 93543 *3 = -0.83398 68001 9 *4 = -5.14984 56282 A5 = -15.92106 2150
Eigensystems—Complex Matrices 119 Eigenvectors; (k) Let x. , j = 1, 2, 3, 4, 5, denote the components of the eigenvector of A corresponding to the eigenvalue A,. Real Part x (k) Imaginary Part 2 2 2 2 2 3 3 3 3 3 4 4 4 4 4 5 5 5 5 5 1 2 3 4 5 1 2 3 4 5 1 2 3 4 5 1 2 3 4 5 1 2 3 4 5 6.00205 1.11536 8.01643 7.31287 4.60335 7.60360 3.20401 5.70992 2.88357 3.00383 3.64692 3.67168 3.10174 4.33126 1.45002 4.01976 3.75061 2.81651 2.75842 3.54373 5.82568 5.61740 6.64363 2.54317 1.10244 95562( 67096( 84119( 35545( 97946( 24995( 41313( 41394( 72893( 89915( 00756( 77161( 23865( 31670( 84663( 56816( 35332( 56461( 67208( 44505( 3754K 61319( 95437( 70782( 71280( -1) -1) -3) -1) -2) -2) -1) -1) -1) -2) -1) -1) -1) -1) -1) -1) -1) -1) -1) -1) -1) -1) -2) -1) -1) 0.00000 00000( 0) ■1.01132 04497(-l) 4.44447 02492(-2) -9.06611 51813(-2) •2.64434 04390(-l) 0.00000 00000( 0) 2.35524 37576(-l) -7.46531 68625(-2) 1.30852 91636(-1) 6.35064 97290(-l) 0.00000 00000( 0) -5.51361 26644(-2) 5.24760 01509(-1) -1.68050 17325(-1) 3.47419 94196(-1) 0.00000 00000( 0) 4.31499 42367(-l) 4.57399 51652(-1) 1.07759 84596(-2) 1.45685 63957(-l) 0.00000 00000( 0) 1.97319 27448(-l) 4.26394 75314(-2) 2.15142 03800(-3) -4.72290 94206(-l) Reference: [39].
120 Matrices for Testing Computational Algorithms Example 6.9 1 + 2i 43 + 44i 5 + 6i 47 + 48i 9 + 101 Eigenvalues: 3 + 4i 13 + 14i 7 + 8i 17 + 18i 11 + 12i 21 + 22i 15 + 16i 25 + 26i 19 + 20i 29 + 30i 23 + 24i 33 + 34i 27 + 28i 37 + 38i 31 + 32i 41 + 42i 35 + 36i 45 + 46i 39 + 40i 49 + 50i Ax = 127.38667 077303 + 132.27820 320006 i X2 = 7.07331 324882 - 9.55838 903704 i 7\3 = -9.45998 402189 + 7.28018 583692 i A. = 0.00000 000000 + 0.00000 000000 i 4 A„ = 0.00000 000000 + 0.00000 000000 i Reference: [15], [26], [48].
Eigensystems—Complex Matrices 121 Example 2 + 3 + 5 - 2 + 1 + 5 - 5 + -4 - 5 5 + El genva! 6.10 31 21 31 61 41 i 21 31 21 ... .ues: 3 + -2 - 1 + -2 + 2 + 1 + 7 + 2 + 2 + 0 0 0 0 1 + 7 + -1 + 1 + 1 + -7 1 i 21 31 21 41 41 31 21 61 6i 1 51 21 61 1 2 3 -3 1 6 1 1 1 4 3 1 1 3 0 + + - + + - + + - 0 0 0 0 0 - + + — 21 i i 71 51 51 61 31 31 21 41 21 31 -1 -4 1 -8 8 2 1 7 -4 6 2 5 0 0 + + + - + - + + 0 0 0 0 0 0 + + + ■" 41 2i 5i 1 41 41 i 41 61 31 5i 41 5 2 4 4 3 -4 4 7 6 0 0 0 + - + - + - + 0 0 0 0 0 0 0 - + 51 31 71 41 i 21 i i i 31 ■ • * 0 0 0 0 0 0 0 0 3 + 2i 2 + 51 A = 4.16174868 + 3.137513561 A2 = 5.43644837 - 3.971425821 A3 = 2.38988759 + 7.268070711 A. i -1.93520144 - 3.975093821 4 A = -2.44755082 + 0.4371261751 A, = -5.27950616 - 2.275963031 o A? = 1.03205812 + 9.294132781 AQ = -4.96687009 - 8.087124751 O A = 8.81130928 + 1.54938266i \1Q = 10.7976764 + 8.623381511 Reference: [65].
122 Matrices for Testing Computational Algorithms Example 6.11 The matrix displayed on the following pages is a particular case of a class of matrices sometimes referred to as the Dolph-Lewis matrices. These matrices arise in problems in hydrodynamics and are described in [141. The example included here is of order 20 and corresponds to a * 0,9• The eigenvalues, eigenvectors, and condition numbers computed by Wilkinson [70] are also given. Notice that the diagonal elements of the matrix are complex numbers but the off-diagonal elements are real. Wilkinson computed the eigenvalues extremely accurately, and the complex eigenvalues are presented here to 31 significant digits. Wilkinson also computed both the left eigenvectors and the right eigenvectors along with the corresponding scalar products (condition numbers) . These are included for completeness.
CM I in CD OJ O OJ OJ O (M O O 00 ro I o o in OJ O CO rsj m i o © ^cai (n ru oj oj oj roro ro co co roro rnro'ro ro i i i I i i i i i i I i i i i i i i o oojojaDaDsor-h-NOOjaorsjh-r^moocD^m o ro<#-©r^roao»^-«*-h»roin<*CMnr*rosO»^ *• in^-ao-Hro-^oj^r^oo^r^-^^inr^©©® ao «o*o\ONoo^NH^^noN»oa»*^^ ao mtvj(>-*^-t(Mnvooroo-tnofnoinin O CfOSOOOHOOtOlA(*)(VI(V)(VJvON^4><HN o (M>ornaoroaooininoooooao^'CMn^->o ao onN^tynn^mMnonosncMByo ** •Hi/»inr»)vOinHN4>fn{noN*m(M4>coN rn (M-tintONNiAQfn-toNOH^inNmo in iA»(M0inmo^N^(«)NO)^cMno^iA -* **r^^r*>rvj-*inojosoot^<4><><#f*-inr*» ** ©ojinroro©-*-*r-oo**-*inojoin^inr»- r*» insOin^-H-^-^-^oooso>i>in^^mro(\j<\j i i i i i i i i i o ©©©©-Hojoj^rororororororororororo • i i i i i i i i i i i i i i r*- omaorn>^<#oDinrn^f^^^inoDin-Hinr^ ao maosO(naoaD(\joooLnoo^-«ooocMaoso o* ao4>vnoomo<*-?\j'-«vnrr)<or*»at -h* in j) f-» moo o H(n^(nHoomoo<t ©ao hixmc * Noninoo^NHN^ -«oo r- ©^ ojr«- o r** fs» yo^M\iros«ooH^H(yiooooo<oo rn orvjao omm<4»<o -*©tn<*roaooo>oojaDin o aooo^somo(Moo^^o(Mm(M>-Hsoao in M^N>onMo^(Moirr)flDNeD«i/)ircf o o^<4><*aooj.-*roinoDinoo4-sOtnr^©«oin m (M\oo^otn<oosss<t^ ©in ojoj so so ao -*<*>ooj<+aDr*-inin<*©rooDr^*m*^ro m r*-^o ^^^ -*ao © <* ao r- <* -* ao in cm o r*» m .^rom ^ ^ * ~»ao ro * <#<*<# <*■ ro ro ro oj cm I it I i i i i oj rvjrvj(Nirvj(\j(Ni(Ni(Nirvj(Nirvjrvj(Xjrvj(\jrvjrvj(Xjrvj -• oi ro <*■ mv0^ao<> ©-• oj no <*■ in ^> ^ ao c* © «-• c\jrn^in>or»»oD^ ©-*ojro<*in<or^aoo © i oj i nO m ao ro ro in in tn in OJ o m xO ro I OJ o ro oo ao i o •"^mojoj?\jrorororororo'r>',orororororo'r> I I I I I I I I I I I I I I I I I I I o o^ojoJiNO^oao^rooao^»or»-NOin <n ao^^oinin^oo^f^oj^tno^-oj^Dr-. nO rovovo^roo^^oj^^r^ji^aoo^^vo ^. ro^-«r-rvjoooinr\joro^ojoroLnsOsO *• ooj^r^oojoojooosoof^omvojir* r- ^•cooi^xinaopocT>rOi^^,i^xr*-oaocor*- O ^-t^-OM^/J^MMa^n^O^-ODt)^ •/> v040-o/»»«o-«m4-/»-nro«i^^jot) * ■*- o oo-i-^oj^fomrororo'nmrommrorom I I I I I I I I I I I I I I I I I >D ^OJiroav^roxo^ro^r-oro^roOJf^ ># in^inromjororo^oBoja^ajrooojXk^ in in >© *- ^-«r-inao -* -^ oj oj c* ao ao © ao r» ao inor-ojr*oo^)^N.^r*>#vo^>04i-oj^-<o ># r* a* oojo o» rorOsOOin ** -* ao *■ ao ao <* oj oj ©a* o ^o oj>o © -* »o » -* *o *o J* <**\J0J©(*O^O N^O O^OB-h^'*)® -♦ r^ o>#4-OvO'^-oj-*'*>>4-4-r,^xin'/»rosOao r* aoo4-f^-n-oao> n*> © ^ "O *- ♦ © 4- M ^ rn rororororororororororororororororororo ^* ojfn^insOh-aooo-«ojro^in>o^oooo ^ojro^insOf^aoox ©-*ojro4*insOr-aoo>©
A(I,J) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 5 -30816 11878 -12003 27916 59755 12347 -21178 63003 -22106 74032 -13349 -13404 25264 -30107 31502 -31175 30004 -28448 26751 -25043 REAL HART 64368 89436 89862 38560 48774 24996 48675 83422 84964 85781 08629 16201 82021 77436 19163 73942 92943 71851 57957 87266 51024 25986 06054 5*312 00398 61147 69804 05807 60614 03799 36014 85598 4*430 4*963 21711 29061 10156 26636 12824 52646 6277 ( 5761 ( 6875 ( 8204 ( 2544 ( 5945 ( 1916( 5666 ( 3060 ( 3729( 3095 ( 7310( 2899 ( 4690 ( 6147( 9016< 2560 ( 1773( 9ia9( 4373 ( 0) 0) 0) 0) 0) 0) -1) -2) -2) -3) -3) -3) -3) -3) -3) -3) -3) -3) -3) -3) imaginary part -24625 98029 52408 7906<-] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 1 r -28357 r 85823 r -57750 r 58531 f -86489 r 24549 r 59878 f 13785 r -26342 r 89195 r -37635 r 17503 r -83262 r 37223 r -12680 r -88497 r 84943 r -12725 r 14979 r -16047 98151 15314 03787 78212 89629 26613 40294 44121 18125 28336 90473 45996 01568 53831 17440 37014 42273 95400 15945 73697 79109 56112 13011 41915 00042 71827 83795 98066 60409 20419 68168 69743 70689 10819 45224 31590 4 7956 22350 94717 18137 5734( 0) 8616(-1) 7416(-1) 2260(-l) 5339(-l) 1255( 0) 1660< 0) 7U4( 0) 3075(-l) 3058(-2) 8309(-2) 3293(-2) 2431(-3) 3845(-3) 0407(-3) 5981(-5) 0390<-4) 8477(-3) 0258(-3) l972(-3) -48313 07707 35442 6384(-] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 29265 -97132 75770 -98389 25876 59832 13166 -24064 77451 -30586 12872 -50945 13656 50919 -14647 19383 -21497 22152 -21991 21378 REAL PART 61385 70701 69755 06768 62786 87990 18248 92480 94132 28761 89953 89650 84274 58155 36069 78645 79556 94753 29376 16118 39314 46799 64360 70942 24534 09323 82030 07684 43979 20954 32494 98019 78778 38987 46528 71833 93029 11399 09478 19285 2700C 0) 0875(-l) 6186(-1) 1158(-1) 6069( 0) 120K 0) 4871( 0) 946K-1) 2156(-2) 7520(-2) 3781(-2) 6893(-3) 1760(-3) 5174(-4) 8892(-3) 0517(-3) 7986(-3) 4375(-3) 8313(-3) 8994(-3) A(I«J) imaginary part -35482 57378 86130 8098( 1 2 3 4 5 6 7 8 9 10 11 12 13 I* 15 16 17 18 19 20 8 8 8 8 8 8 8 8 8 8 8 8 8 8 8 8 8 8 8 8 27779 -79087 48368 -42560 49392 -78971 23615 59907 14269 -28183 98921 -43582 21468 -11127 57870 -28396 11387 -12902 -47894 84470 62647 00406 84886 86843 17446 76407 88831 49001 99028 79900 39234 83767 01620 48781 68075 93661 92204 73530 16016 36998 37844 55136 02638 08826 37191 27758 99095 50299 77211 41822 58009 94233 25615 45195 73325 37171 07397 68522 13769 40465 4672( 0) 1084(-1) 2446(-l) 9234<-l) 2956C-1) 4076(-l) 7260< 0) 0723< 0) 5707( 0) 195U-1) 9583<-2) 9l82(-2) 5729C-2) 5438(-2) 9320(-3) 1642<-3) 9519(-3) 6433(-4) 3077<-4) 5606(-4) -63117 49480 66473 0072<
Ad,J) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 9 9 9 9 9 9 9 9 9 9 9 9 9 9 9 9 9 9 9 9 -27387 74719 -42768 34309 -34732 43759 -73791 22923 59927 14659 -29703 10710 -48665 24899 -13577 76091 -42376 22381 -10111 24069 REAL 88463 03786 39038 83517 54758 75765 81124 47662 22436 43083 64619 74686 74192 19657 43283 55873 80986 67999 02849 70634 . HART 17529 06319 35713 31896 86464 28787 26996 15085 78569 16707 9/777 47882 41964 61897 73372 06953 9b928 16676 5tt849 18338 6783( 0) 4275(-l) 8634(-l) 4005(-l) 1190(-1) 6129(-1) 231K-1) 9833( 0) 7937( 0) 611K 0) 2236(-l) 3423(-l) 8170(-2) 3064(-2) 5548(-2) 9666(-3) 9522(-3) 2456(-3) 661K-3) 0753(-4) IMAGINARY PART •79895 82978 18899 1547(-1) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 27110 -71712 39119 -29398 27221 -30008 39948 -70005 22389 59941 14979 -30979 11409 -53060 27897 -15738 92286 -54887 32280 -18097 REAL PART 02491 09901 06387 69672 43614 47948 30651 73631 26030 23592 25743 23123 24252 22241 79828 01811 39537 63417 41641 06864 41454 57127 65692 99133 66467 71509 20875 37602 69543 97275 46065 27772 10401 71161 16286 90092 46855 81578 70520 15093 6967( 0) 3804(-l) 7109(-1) 5392(-l) 3805(-l) 0752(-l) 8354(-l) 806K-1) 8385( 0) 5432( 0) 5212( 0) 3789(-l) 4158(-1) 6516(-2) 3851(-2) U66(-2) 2589(-3) 9580(-3) 3801(-3) 9509(-3) Ad,J) IMAGINARY PART -98648 08339 62559 7000(-1) 1 2 3 4 5 6 7 8 9 10 U 12 13 14 15 16 17 18 19 20 -26905 69547 -36591 26199 -22771 23017 -26862 37199 -67117 21964 59951 15246 •32065 12012 •56897 30541 -17657 10677 -66149 41238 68752 69790 62996 33569 74545 60064 14284 82411 34272 53195 54678 59376 05347 28459 61077 06346 83454 60313 10089 63154 58684 17257 33681 60383 45199 43798 0*003 71240 53961 06525 8^156 59144 04327 6J132 51950 09870 17510 16258 41084 53426 1583( 0) 6904(-l) 774K-1) 3961(-1) 871M-1) 5420(-l) 3817(-1) 8066(-l> 5631(-1) 9933 ( 0) 3721 ( 0) 4016( 0) 5833(-l) 7200(-l) 62l6(-2) 6126(-2) 718K-2) 0132(-2) 1465(-3) 9l24(-3) -11937 42556 49745 4643< 0) 1 2 3 4 5 6 7 8 9 10 11 12 15 16 12 12 12 12 12 12 12 12 12 12 12 12 13 12 14 12 12 12 17 12 18 12 19 12 20 12 26750 •67934 34760 •23980 19879 •18897 20256 •24621 35124 -64840 21618 59959 15473 -33000 12538 •60277 32888 •19375 11981 •76340 97920 82135 60321 50436 91412 21932 06180 05453 74987 99384 72256 35797 37919 54837 22003 89611 96143 27587 82770 71080 00055 98132 55454 75005 17023 82097 54121 01437 65587 39726 54721 69134 47364 01825 49122 83503 20360 87013 16747 24694 313K 0) 1335(-1) 1588(-1) 4359(-l) 1342(-1) 5780<-l> 7327(-l) 3779(-l) 8067(-l) 8295(-l) 2601( 0) 5215C 0) 8071( 0) 1419(-1) 2858(-1) 2701(-2) 124K-2) 5903(-2) 7429(-2) 0255(-3) -14207 43465 42358 3984( 0)
A(ItJ) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 -26630 66699 -33387 22369 -17876 16228 -16381 18310 -22945 33502 -63000 21331 59965 15668 -33814 13000 -63278 34988 -20920 13162 REAL PART 99840 09134 28239 30909 06044 03439 61717 63814 46342 83158 64176 68708 41753 19753 93268 97641 4800b 67648 99748 18142 28339 5U717 75980 56658 6/242 38618 13501 40123 45485 9*305 3^102 53304 41129 49783 53454 06944 36816 88651 55184 16487 3860 ( 9260(- 2818<- 1249(- 9562(- 8984(- 2150(- 1232<- 0674(- 7060 (• 9663<« 8630 ( 3030 ( 8974 ( 1130(- 2034(« 430K- 6690(- 5551 <« 1097(« 0) •1) •1) •1) •1) •1) •1) •1) •1) •1) •1) U) 0) 0) •1) •1) •2) •2) •2) •2) IMAGINARY PART •16674 83597 99385 0708( ( 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 -26459 64956 -31493 20220 -15325 13042 -12155 12257 -13337 15759 -20609 31131 -60207 20882 59974 15985 •35163 13777 •68371 38586 63169 62406 44772 03196 05429 45588 07183 11859 08188 31231 21187 31225 16065 69032 07659 61834 69825 67883 39895 73240 63434 08692 1U044 17986 34983 63532 22396 29700 03086 49126 51257 1U910 54090 53793 86826 54394 22904 24117 65148 75661 2194( 0) 1692<-1> 8608(-l) 679K-1) 9687(-l) 8817(-1) 2784(-l) 7322(-D B769(-l) 7681(-1) 6580(-l) 0342(-l) 9767(-l) 7l64( 0) 7517( 0) 3405( 0) 8729C-1) 6605(-l) 9496<-2> 5996(-2) -22201 81487 50066 7572 ( ( Ad,J) 1 ] 2 ] 3 1 4 ] 5 ] 6 ] 7 ) 8 ] 9 ] 10 ] 11 ] 12 ] 13 ] 14 ] 15 ] 16 ] it ] 18 ] 19 ] 20 ] 14 26536 L4 -65730 L4 32328 L4 -21157 L4 16420 14 -14381 14 13880 14 -14626 L4 16869 L4 -21646 L4 32200 14 -61481 L4 21089 L4 59970 L4 15837 L4 -34530 14 13411 14 -65960 L4 36877 L4 -22319 REAl 05826 47861 43382 39462 70431 96073 78124 96096 06348 04025 31084 89073 61232 21421 35812 30204 31480 16290 81398 74445 . PART 19905 45687 28404 89718 26225 28623 72805 85987 91390 89291 49280 42851 00654 79012 45541 40042 87635 13195 18459 74907 4718( 0) 1033(-1) 5219(-1) 151K-1) 4715(-1) 5332(-l) 3808(-l) 234K-1) 8005(-l) 3342(-l) 2620(-1) 1620(-D 9835( 0) 2986( 0) 5726( 0) 0189(-1) 6363(-l) 6339(-2) 7492(-2) 4221(-2) IMAGINARY PART -19339 62944 89502 9068( 0) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 1? is 19 20 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 26397 19359 -64328 24861 30822 52689 -19478 40675 14476 48776 -12034 27882 10904 80294 -10626 04016 11072 28884 -12350 82198 14879 22994 -19762 82452 30238 20067 -59121 96729 20703 78065 59977 23266 16U6 63084 -35728 45179 14106 78809 -70551 28284 57670 25826 63724 71163 22947 86507 07858 62439 93910 40005 41993 23313 75587 33220 10925 48235 47718 58760 04302 26435 2118C 0) 8356(-l) 3748(-l) 1775(-1) 0968(-l) 1297(-1) 8486(-1) 1079(-1) 4319(-1) 0402(-D 2365<-l> 5700<-l> 7972<-l) 8633(-1) 2930< 0) 3210< 0) 6203< 0) 2615(-1) ooio(-i) 5898(-2) -25261 39244 43721 77l2< 0)
Ad,J) I 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 n n ii ii ii ii r ii r r ii r ii r r r r r r r ' -26345 r 63810 r -30274 r 18880 r -13804 r 11253 r -99646 r 94464 r -95174 r 10171 r -11573 r 14164 r -19058 r 29480 r -58186 f 20547 r 59979 r 16233 r -36235 r 14404 REAL HART 52158 83093 79653 51629 02047 26985 24419 52138 32772 94066 14667 49493 88994 85777 94597 55650 84409 23260 13923 05915 41531 58358 24670 06646 65275 4*330 80838 94546 55445 66234 94386 26291 22436 40152 11015 46072 33227 36427 95 794 49128 7535 ( 3832(- 0764(- 7285(- 1207(- 2345<- 7756(- 0320(- 7188(- 1356(- 506K- 6803(- 9526(- 8778(- 2245(- 0062 ( 5391 ( 4979( 3916(- 2940(- 0) •1) •1) •1) -1) -1) -2) -2) -2) •1) •1) -1) •1) -1) -1) 0) 0) 0) -1) -1) IMAGINARY PART -28518 36159 82532 5012( < 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 -26265 63016 -29441 17984 -12815 10133 -86593 78750 -75533 76046 -80258 88976 -10426 13074 -17955 28265 -56657 20287 59983 16431 70798 21533 87121 20283 17464 35841 25889 42036 80390 61397 62742 63001 42700 61038 34067 94957 80929 81957 87932 78015 45666 93030 4O580 01209 66755 70788 31173 1/572 16351 6J593 21539 12336 48588 23184 78723 1*051 6^855 9^436 7/740 94734 8854 ( 1666(- 2193(- 2113(- 0) •1) •1) •1) 8670(-l) 5265(- 0862(- 7844(- 1038(- 6737(- 4974(- 8740(- 5143(- 9670(- 0015(- 8894<- 1750(- 5997 ( 4785 ( 1919( •1) •2) •2) •2) •2) •2) •2) •1) •1) •1) •1) •1) 0) 0) 0) -35624 47726 72653 1982( ( Ad,J) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 18 18 18 18 18 18 18 18 18 18 18 18 18 18 18 18 18 18 18 18 26302 -63379 29821 -18390 13260 -10633 92365 -85605 83951 -86797 94657 -10944 13572 -18464 28830 -57372 20409 59982 16337 -36692 REAL PART 27282 55407 49692 79870 89620 96979 90936 20596 09674 12424 69398 66028 65945 26725 50311 92440 95229 03083 67466 29894 64331 79829 25227 84239 12454 58901 77997 80223 89331 05474 95749 73504 98963 38757 35678 60814 03561 87279 99213 87648 8176( 0253(- 8328<- 7213(- 8674(- 5245(- 589H- 4650(- 9607(- 1659<- 092K- 1618(- 8567(- 3242(- 2913<- 3606(- 5921 ( 5105( 9616( 0103(- 0) •1) -1) -1) -1) -1) -2) -2) -2) -2) •2) -1) -1) •1) -1) •1) 0) 0) 0) -1) IMAGINARY PART -31972 72308 17079 5441( 0) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 26234 -62707 29120 -17642 12444 -97220 81925 -73317 69027 -67995 69904 -75021 84311 -99919 12649 -17514 27771 -56024 20178 59985 51724 64847 5647( 0) 18947 05295 5627(-l) 62196 99233 7704<-l> 62723 73646 4977(-l) 36891 28383 9941(-1) 99523 06002 3785<-2) 87876 69241 4284(-2) 66129 93702 2924<-2) 69091 53908 4911(-2) 90366 42685 5326(-2) 54625 33831 5964(-2) 08055 63256 1445(-2) 18563 74889 6122C-2) 05535 57127 7l42<-2) 73520 30128 2406(-l) 63767 29339 3612(-1) 26268 48369 8368(-l) 61285 88914 8712<-1) 70470 88146 2097( 0) 45661 56864 1663( 0) -39473 62303 73382 5684( 0)
EIGENVALUES 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 0*1900388bJ 0*l834b277b 0*59293030b 0.b3b220447 0.481285813 0.<*13414b9u 0* 7 77 7b408:> 0*3477b0817 0. 7b393287o 0. 78bB7bbbJ 0*305b0937* 0*8038l4bbb 0* 7339b97<fJ 0««1277b4bJ 0*690bbl40<f 0*203803b5n 0*84120403:* 0*839620250 0*b4203bbb<* 0*bbb4575l0 CONDITION NUMbEKS 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 HEAL PARI -0*032B7b3bb -0*01354b439 -0*002773871 0*0045063bb -0«002554UbJ -0*0032904b7 0«0185359o<f 0*00526280*: 0.003007399 -0*005432201 -0*004813871 0*050142980 -0*00112150* 0*017361091 -0*00125614* 0*044986778 1*22669722.* -0.079497763 -0*00043194* 0*451106514 PEAL PANT 3975896*46 8207230665 1 3718224009 b583109292 2 61828b2b74 7122bb4l54 7 632971597b 03067b4219 8 77706b7b76 1517590063 b 1693897078 b280776578 0 9441888714 b733245007 7 9bb2195079 9977073364 7 7907607449 bl088b0248 1 7l4953bbl7 b0 744b33b9 b 1347431406 2009523722 4 3346488051 3144306437 6 5409688bi9 5522b207b2 1 0935692249 1572885856 4 94b77073t*8 0128713971 7 b24005409b 08887b4bb4 0 505962062b 9b79400580 7 990b8574b0 1997b23006 9 7350083bb2 b943022874 0 3803274381 6689632229 9 IMAG* PART -0.088548428 -0.034630907 -0*00*936017 -0*000781866 0*004554858 -0*00*946580 -0*014170278 -0*000995753 -0*000360438 -0.001265974 0*004723745 -0*220685641 0*00l78b629 0*009402279 -0*002492914 0*054156178 0*03987b322 -0*002272420 0*003393100 -0*059596278 IMAGINARY PART -0*215008457 -0*176568538 -0.140888947 -0.141263130 -0*141103339 -0.141327999 -0*186925814 -0.141957761 -0.138787096 -0.113440005 -0.124485416 -0.247603569 -0.140217031 -0*086714318 -0*140154726 0.003326547 -0.323979871 -0.060060466 -0.141049064 -0.033404574 76020b4027 5870739008 35331bb860 4984021724 8793303898 0715091091 3349321476 5173601794 5640070089 3966406666 3169993538 0718583082 5179807143 4069559104 6558511635 8966812518 2081584 755 7273840046 8312920122 4580333028 4025322840 0 8862618827 b 0691745139 4 9845212029 6 5118564508 6 6275814065 7 9116030292 1 6905493933 6 9986346194 8 4357187600 8 0872511197 1 641b959528 7 2318078465 7 7463400092 8 8514821558 5 1715340224 6 7403882355 7 8752892080 2 78612l7b58 9 8428515962 7
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CHAPTER VII TEST MATRICES: EIGENVALUES AND EIGENVECTORS OF TRIDIAGONAL MATRICES Example 7,1 Let A = tti an a 15 >16 a, 16 where the a, and .p are given by a. 3 + 2i 1 - i 3 - 4i 2 + 3i 5 + i 1 + 2i 5 + 21 2 + i 1 - 2i 1-41 2 + i 1 - 5i 3 + i 2 + 4i 4 + 3i 1 - 5i 4 2 3 3 2 2 1 -2 3 -1 4 1 2 5 -3 h - i + 4i + i - 2i - 2i + 3i + 3i + 2i + 3i + 5i + 3i - 61 + i i - 41 134
Eigenvalues: Eigensystems—Tridiagonal Matrices 135 2.06853152 2.40341933 2.72491267 2.45640400 2.2774q066 - + - + +_ 0.812811959 + -1.38565721 -2.72480368 Reference: [65] Example 7.2 10 1 .._ + • 1 9 1 2.054430451 2.081055121 2.37837845i 0.63193686H 1.448268501 1.335511351 1.3875605H 0.657064546i 1 8 1 1 3 1 3 2 4 5 5 .57598142 - .28048252 + .19252750 - .55339888 + .45560768 - .89673115 + .65716067 + .77408994 + 3.83032770i 3.275661631 5.443997521 1.264656311 4.692904961 3.622108561 1.632000821 2.839335911 1 1 10 1 1 1 _ igenvalues: 10.74619 42 10.74619 42 9.21067 86 9.21067 86 8.03894 11 8.03894 11 7.00395 22 7.00395 18 6.00023 40 6.00021 75 5.00024 44 4.99978 25 4.00435 40 3.99604 82 3.04309 93 2.96105 89 2.13020 92 1.78932 14 0.94753 44 0.25380 58 -1.12544 15 1 8 1 1 9 1 1 10 Reference: [62, p. 309]-
136 Matrices for Testing Computational Algorithms Example 7.3 10 1 1 9 1 18 1 Eigenvalues: 1 1 1 0 1 ±10,74619 42 ± 9.21067 86 ± 8.03894 11 ± 7.00395 20 ± 6.00022 57 ± 5.00000 82 + 4.00000 02 ± 3.00000 00 ± 2.00000 00 ± 1.00000 00 0.00000 00 1 ■1 1 -8 1 1-9 1 1 -10 Reference: [62, p. 309].
Example 7.4 Eigensystems—Tridiagonal Matrices 137 a b b a b b a b b a b b a , n x n. Eigenvalues: Xk = a + 2b cos ^7 , k = 1, 2, rri-1 n. Eigenvectors: ,<k> _ 4k) ,00 .(k) , where x J ■(' '£) - & j = 1, 2, .... n; k = 1, 2, n. Reference: [18, pp. 20, 25] Example 7.5 (a-b) b b a b b a b b a b b a n x n.
138 Matrices for Testing Computational Algorithms Eigenvalues: \ -a + 2b cos i+T y Jv~~JLj C) ■ ■ ■ j II « Reference: [18, pp. 27-28]. Example 7.6 (a-b) b b a b b a b b a b b (a+b) , n x n. Eigenvalues: X. = a + 2b cos (2k~l)rt , k = 1, 2, ..., n. K £31 Reference: [18, pp. 27-28] Example 7.7 (a+b) b b a b b a b b a b b (a+b) n x n. Eigenvalues: Xfc = a + 2b cos — (k-1), k = 1, 2, . . ., n. Reference: [18, p. 29].
Example 7.8 Eigensystems—Tridiagonal Matrices 139 a 1 1 b 1 1 a a 1 1 b , 2n x 2n, Eigenvalues: a + b + Xk = jVb) 2+16cos2 krt 2n+ a" , k - 1, 2, n. Reference: [18, pp. 31-32] Example 7.9 a 1 1 b 1 1 a b 1 1 a 2n+l x 2n+l Eigenvalues: a + b X, = + [(a-b)2 + 16 cos2 -^ 2n+2. J Ix ~" ^ , ^—9 * * " > 11 • X2n+1 =a Reference: [18, p, 33].
140 Matrices for Testing Computational Algorithms Example 7.10 Let A 4, be the n+1 x nfl matrix rri-1 yx o y2 o y . 0 x n-1 n *n ° with x-y, = k(n-fefl), k = 1, 2, ..., n. Eigenvalues: If n is an odd integer, the eigenvalues of A . 1 are ±n, ±(n-2), ..., ±1- If n is an even integer, the eigenvalues of A 1 are ±n, ±(n-2), .,., ±2, 0. Examples: yk = n - k + 1, k - 1, 2, ..., B. x, = i[k(n-k+-l)]% k * 1, 2, ..., n. yfc = -i[k(n-kfl)]*, k = 1, 2, ..., n. Inverse: Example 3-19 Reference: [12],
Eigensystems—Tridiagonal Matrices 141 Example 7.11 Let A = [a ,] be the n+1 x n+1 matrix given by A = n n 0 0 n + s -(3n+s-2) 2(n-l) 0 0 2(n+s-l) -(5n+2s-8) 3(n-2) 0 0 3(n+s-2) -(7n+3s-18) where s is an arbitrary parameter. In general, aii = -t<2l+l)n + is - 2i ] ai,i+l * (i+l)(n+s-i) ai,i-l = i^""1*1) a±. = 0, if |i-j| > 1, where i,j =0, 1, 2, ..., n. Eigenvalues: \j = -j(s+j+l), j - 0, I, 2, .... n. Left Eigenvectors: Let y ■*' be the left eigenvector of A corresponding to the eigenvalue ^-.» j = 0, 1, ..., n. Then the components of y^' are given by rU) _ ft i^ (s) d) m for i = 0, 1, 2, ..., n, and q ■ min(i,j).
142 Matrices for Testing Computational Algorithms Right Eigenvectors: Let x be the right eigenvector of A corresponding to the eigenvalue ^> j = 0, 1, . . . , n, Let r be an integer such that I ^ r ^ n. The components of x^J' are ,.N /n+s-i\ ( x<j) = [ n-i j ^1 unless s = -r and j ^ r. If 8 * -r and j ^ r, then xa> = 1 U-i1) ly( xi |_ (r+s) Jyi (j) If i s n - r, c(j) = f (t'l I yJ— if i > „ ci |_ (r+s) J (r+s) " x > n Reference: [16], [60, pp. 156-157].
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SYMBOL TABLE an n x n matrix an n x n matrix whose i,j element is a.. the i,j submatrix of a partitioned matrix the complex conjugate of A the complex conjugate transpose of A the transpose of A the inverse of A the norm of A (i) the kfc matrix in a sequence (ii) the k Kronecker power of A the Kronecker product of A and B the determinant of A general condition number of A Turing1s M-condition number Turing1s N-condition number J (i) von Neumann and Goldstinefs condition number (ii) a polynomial in A the identity matrix of order n the identity matrix of order m an n-dimensional column vector 148
Symbol Table 149 T x the corresponding row vector (x transpose) ij x the complex conjugate transpose of x (x,y) H y x the scalar product of x and y H H xy a square matrix (do not confuse with y x) x the j vector in a sequence x. the i1" component of x^ an eigenvalue X. the i eigenvalue P(X) the characteristic polynomial Is.l the condition number of X. l " i (k,n) the greatest common divisor of k and n (k,n) =1 k and n are relatively prime / \ r exp(r) e a) cube root of unity §.. the Kronecker delta = 1, if i = j, 0, otherwise J , n x k matrix, each element is 1 nk f the n-dimensional vector, each component is 1
150 Symbol Table e column vector of dimension n whose components are 8.., J = 1,2,...,n g. f - ne i = l,2,...,n-l l n n ' a = b (mod m) a - b is divisible by m a = b a is approximately equal to b a ~ b a is asymptotic to b n n n J r n i") equivalence relation binomial coefficient a |b a divides b |a| absolute value of a i \Tl
INDEX Bellman, 7 Binomial coefficients, 32, 43 Block-diagonal matrix, 6, 13, 21, 22, 24-26 Brenner, 12, 23 Cauchy's matrix, 54 Characteristic equation, 6, 16, 104 polynomial, 57, 74, 90, 105 Circulants, 22, 23 Cline, 17 Combinatorial matrix, 53 Complete set (of eigenvectors), 18 Complex matrix, 17 Composite matrix, 6, 7, 12 Compound matrix, 6 Conjugate transpose, 1 Condition number eigenvalue problem, 4, 22 inversion problem, 2, 3 Defective (matrix), 82, 86, 91, 106, 108, 110 Determinant, 11, 14, 23, 38 example, 50 Diagonal matrix, 15 Dolph-Lewis matrix, 122-133 Dominant eigenvalue, 79, 80 Elementary divisors, 23, 108, 110 151
152 Index Elimination method, 89 Equivalence classes, 25, 27 relation, 25 Forsythe, 28, 92, 103 Friedman, 7 Givens1 method, 1, 64 Goldstine (and von Neumann) condition number, 2 Hadamard matrices, 42 Hermitian (matrices), 1, 18, 21, 118 Hilbert matrices, 54 determinants, 38 eigenvalues, 66-73 inverses, 33-37 Householder1s method, 1, 58, 59 Ill-conditioned matrices, 2 Invariant (sub)space, 12, 56, 62, 82, 86, 91, 106, 109, 110, 115, 117 Jordan form, 28, 109, 113 K(A), general condition number (definition), 3 Kronecker powers, 8 product, 7, 8, 9 Lanczos1 method, 2, 61, 84 Left eigenvectors, 1, 4, 6, 21, 23, 81-86, 88, 90, 93, 103, 122, 141 Linearly independent set (of eigenvectors), 18 M(A), Turing1s M-condition number, 3
Index 153 Mahler matrix, 23 Marcus, 7 Matrix polynomial, 5 Matrix power, 11. Multiple eigenvalue, 12, 14, 17, 19, 27, 56, 62, 82, 86, 91, 106, 108, 110, 115, 117 N(A), Turing1s N-condition number, 3 Newberry's method, 15 Nonsingular matrix, 2, 6, 8, 24 Nonsymmetric matrix, 2, 21, 22 Normalized (eigenvectors), 4 Nth roots of unity, 26, 27, 83 Ortega, 19 Orthogonal matrix, 20, 41 vectors, 56, 62, 115 Orthonormal, 17-19 P(A), von Neumann and Goldstine's condition number, 2 Pascal's matrix, 32 Pei's matrix, 18 Polynomial (matrix), 5 Principal vectors, 28, 109-113 Rosser's matrix, 61 |s.| (condition number for X.), 4 Similarity transformation, 19, 20, 117 Submatrix, 6, 15 Symmetric matrix, 1, 3, 20, 23, 34
154 Index Subspace (invariant), 12, 56, 62, 82, 86, 91, 106, 109, 110, 115, 117 Turing, condition number, 3 Tridiagonal form, 1, 2, 58, 59, 61, 64, 84, 89 Vandermonde1s matrix, 27, 28, 54 Varahfs program, 28 von Neumann (and Goldstine) condition number, 2 Well-conditioned matrices, 2 Wilkinson, 122