home *** CD-ROM | disk | FTP | other *** search
- //-------------------------------------------------------------------//
-
- // Synopsis: Chow matrix - a singular Toeplitz lower Hessenberg matrix.
-
- // Syntax: A = chow ( N , ALPHA , DELTA )
-
- // Description:
-
- // A is a Toeplitz lower Hessenberg matrix.
- // A = H(ALPHA) + DELTA*EYE, where H(i,j) = ALPHA^(i-j+1).
- // H(ALPHA) has p = FLOOR((N+1)/2) zero eigenvalues, the rest
- // being 4*ALPHA*COS( k*PI/(N+2) )^2, k=1:N-p.
-
- // Defaults: ALPHA = 1, DELTA = 0.
-
- // References:
- // T.S. Chow, A class of Hessenberg matrices with known
- // eigenvalues and inverses, SIAM Review, 11 (1969), pp. 391-395.
- // G. Fairweather, On the eigenvalues and eigenvectors of a class of
- // Hessenberg matrices, SIAM Review, 13 (1971), pp. 220-221.
-
- // This file is a translation of chow.m from version 2.0 of
- // "The Test Matrix Toolbox for Matlab", described in Numerical
- // Analysis Report No. 237, December 1993, by N. J. Higham.
-
- // Dependencies
- require toeplitz
-
- //-------------------------------------------------------------------//
-
- chow = function ( n , alpha , delta )
- {
- if (!exist (delta)) { delta = 0; }
- if (!exist (alpha)) { alpha = 1; }
-
- return toeplitz( alpha.^[1:n], [alpha, 1, zeros(1,n-2)] ) + delta*eye(n,n);
- };
-