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Test Matrix


A test matrix is a matrix chosen to assess the accuracy, robustness, or performance of a numerical algorithm. Known eigenvalues, singular values, inverses, or deliberately difficult features make such examples useful for checking methods in numerical analysis (Higham 1991, 1995). The designation describes a use, while a structured matrix is specified by relations among its entries.

The following gallery compares six families. Each graphic demonstrates a particular numerical feature; the sizes and parameters are specified in the individual definitions. The examples test different problems, so a difficult eigenvalue computation need not imply the same difficulty when solving a linear system of equations.

diagnosticmatrixfeature illustrated
TestMatrixTableLotkin
Lotkin matrixsingular-value decay, n=12
TestMatrixTableFrank
Frank matrixeigenvalue sensitivity, n=12
TestMatrixTableKahan
Kahan matrixdiagonal estimate versus smallest singular value
TestMatrixTableGrcar
Grcar matrixpseudospectral contours, n=12
TestMatrixTableForsythe
Forsythe matrixeigenvalue displacement, n=8
TestMatrixTableWilkinson
Wilkinson matrixclose eigenvalue pairs, n=21

See also

Condition Number, Forsythe Matrix, Frank Matrix, Grcar Matrix, Kahan Matrix, Lotkin Matrix, Structured Matrix, Wilkinson Matrix

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References

Higham, N. J. "Algorithm 694: A Collection of Test Matrices in MATLAB." ACM Trans. Math. Software 17, 289-305, 1991. https://doi.org/10.1145/114697.116805.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. "Test Matrix." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/TestMatrix.html

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