test_eigen
test_eigen,
a MATLAB code which
generates eigenvalue tests.
The current version of the code can only generate a symmetric
or nonsymmetric matrix of arbitrary size, with eigenvalues distributed
according to a normal distribution whose mean and standard deviation
are specified by the user (subroutines R8SYMM_GEN and R8NSYMM_GEN).
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
test_eigen is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version and
a Python version.
Related Data and Programs:
arpack_test,
a MATLAB code which
uses the ARPACK libraruy to compute eigenvalues of large matrices.
jacobi_eigenvalue,
a MATLAB code which
implements the Jacobi iteration for the iterative determination
of the eigenvalues and eigenvectors of a real symmetric matrix.
power_method,
a MATLAB code which
carries out the power method for finding a dominant eigenvalue
and its eigenvector.
test_eigen_test
test_mat,
a MATLAB code which
defines test matrices.
Reference:

Robert Gregory, David Karney,
A Collection of Matrices for Testing Computational Algorithms,
Wiley, 1969,
ISBN: 0882756494,
LC: QA263.G68.

Pete Stewart,
Efficient Generation of Random Orthogonal Matrices With an Application
to Condition Estimators,
SIAM Journal on Numerical Analysis,
Volume 17, Number 3, June 1980, pages 403409.
Source Code:

r8_normal_01.m,
returns a unit pseudonormal R8;

r8_sign.m,
returns the sign of an R8.

r8_uniform_01.m,
returns a unit pseudorandom R8;

r8bin_print.m,
prints the bins of a real vector.

r8mat_house_axh.m,
computes A*H, where H is a compact Householder matrix;

r8mat_orth_uniform.m,
returns a random orthogonal matrix;

r8mat_print.m,
prints an R8MAT;

r8mat_print_some.m,
prints some of an R8MAT;

r8nsymm_gen.m,
determines a nonsymmetric matrix with a certain eigenstructure.

r8symm_gen.m,
determines a symmetric matrix with a certain eigenstructure.

r8vec_bin.m,
computes bins based on a given R8VEC.

r8vec_house_column.m,
defines a Householder premultiplier that "packs" a column;

r8vec_print.m,
prints an R8VEC;
Last revised on 31 December 2021.