Wilkinson matrix
Encyclopedia
In linear algebra
, Wilkinson matrices are symmetric, tridiagonal, order-N matrices with pairs of nearly, but not exactly, equal eigenvalues. It is named after the British mathematician James H. Wilkinson
. For N = 7, the Wilkinson matrix is given by
Wilkinson matrices have applications in many fields, including scientific computing, numerical linear algebra
, and signal processing
.
Linear algebra
Linear algebra is a branch of mathematics that studies vector spaces, also called linear spaces, along with linear functions that input one vector and output another. Such functions are called linear maps and can be represented by matrices if a basis is given. Thus matrix theory is often...
, Wilkinson matrices are symmetric, tridiagonal, order-N matrices with pairs of nearly, but not exactly, equal eigenvalues. It is named after the British mathematician James H. Wilkinson
James H. Wilkinson
James Hardy Wilkinson was a prominent figure in the field of numerical analysis, a field at the boundary of applied mathematics and computer science particularly useful to physics and engineering.-Early life:...
. For N = 7, the Wilkinson matrix is given by
Wilkinson matrices have applications in many fields, including scientific computing, numerical linear algebra
Numerical linear algebra
Numerical linear algebra is the study of algorithms for performing linear algebra computations, most notably matrix operations, on computers. It is often a fundamental part of engineering and computational science problems, such as image and signal processing, Telecommunication, computational...
, and signal processing
Signal processing
Signal processing is an area of systems engineering, electrical engineering and applied mathematics that deals with operations on or analysis of signals, in either discrete or continuous time...
.