[SciPy-dev] Eigentest: Test matrices for large-scale eigenproblems

[Nils Wagner]

Hi all,

This might be of interest.

From: "G. W. (Pete) Stewart" <stewart at cs.umd.edu>
Date: Mon, 13 Feb 2006 09:19:06 -0500 (EST)
Subject: Eigentest: Test matrices for large-scale 
eigenproblems

Che Rung Lee I have written a package Eigentest that 
produces real
test matrices with known eigensystems. A test matrix, 
called an
eigenmat, is generated in a factored form, in which the 
user can
specify the eigenvalues and has some control over the 
condition of the
eigenvalues and eigenvectors. An eigenmat A of order n 
requires only
O(n) storage for its representation. Auxiliary programs 
permit the
computation of

(A - s*I)*b, (A - s*I)'*b, inv(A - s*I)*b, and inv(A - 
s*I)'*b

in O(n) operations. A special routine computes specified 
eigenvectors
of an eigenmat and the condition of its eigenvalues. Thus 
eigenmats
are suitable for testing algorithms based on Krylov 
sequences, as well
as others based on matrix vector products. The package 
contains
implementations in Fortran 77, Fortran 95, C, and Matlab.

The Eigentest package can be downloaded via my home page

http://www.cs.umd.edu/~stewart/

For a paper describing Eigentest click on the Contents 
link in the
same page.

Pete Stewart

Nils