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Frank Matrix


A Frank matrix is an upper Hessenberg matrix whose entries, in one standard convention, are

 f_(ij)={n-max(i,j)+1   if i<=j+1; 0   otherwise
(1)

for 1<=i,j<=n (Frank 1958; Higham 1995, p. 43). Its determinant is 1, and its eigenvalues are positive and occur in reciprocal pairs. The smaller eigenvalues can be highly sensitive to perturbations (Higham 1995, pp. 26-29).

TestMatrixTableFrank

The plot shows absolute condition numbers of the eigenvalues for n=12, ordered from smallest to largest. For right and left eigenvectors v and w of a simple eigenvalue, the quantity plotted is ||v||_2||w||_2/|w^Hv|, where H denotes the conjugate transpose.


See also

Eigenvalue, Hessenberg Matrix, Test Matrix

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References

Frank, W. L. "Computing Eigenvalues of Complex Matrices by Determinant Evaluation and by Methods of Danilewski and Wielandt." J. Soc. Indust. Appl. Math. 6, 378-392, 1958. https://doi.org/10.1137/0106026.Higham, N. J. The Test Matrix Toolbox for Matlab (Version 3.0). Numerical Analysis Report 276. Manchester, England: Manchester Centre for Computational Mathematics, 1995. https://nhigham.com/wp-content/uploads/2023/10/high95m.pdf.

Cite this as:

Weisstein, Eric W. "Frank Matrix." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/FrankMatrix.html

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