Compute a 7-by-7 Wilkinson eigenvalue test matrix. The most frequently used case is wilkinson(21)
, whose two largest eigenvalues are approximately 10.746; they agree to 14, but not 15, decimal places.
W =
3 1 0 0 0 0 0
1 2 1 0 0 0 0
0 1 1 1 0 0 0
0 0 1 0 1 0 0
0 0 0 1 1 1 0
0 0 0 0 1 2 1
0 0 0 0 0 1 3