Wilkinson matrix

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In linear algebra, Wilkinson matrices are symmetric, tridiagonal, order-N matrices with pairs of nearly, but not exactly, equal eigenvalues.[1] It is named after the British mathematician James H. Wilkinson. For N = 7, the Wilkinson matrix is given by

[3100000121000001110000010100000111000001210000013].

Wilkinson matrices have applications in many fields, including scientific computing, numerical linear algebra, and signal processing.

References

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