A Toeplitz matrix is a matrix whose entries are constant along each diagonal. The MATLAB command
T = toeplitz(c,r)
returns a Toeplitz matrix having as its first column and as its first row. If the first elements of and are different, a message is printed and the column element is used.
Build thepentadiagonal matrix
Verify that the matrix is ill-conditioned.
Run the following experiment to observe the behavior of the eigenvalues of A as it is slightly perturbed. The MATLAB program computes the eigenvalues of a randomly perturbed A and outputs the norm of the difference between the eigenvalues of A and those of the perturbed matrix. The perturbations to the elements of A are in the rangeij−8.
Are the eigenvalues of A ill-conditioned? For more information about this problem, see Ref. [29].
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