LAPACK Working Note 9: A test matrix generation suite
IL (United States) Argonne National Lab., J Demmel, USDOE, Washington, DC (United States), A. McKenney · 1989
We discuss the design and implementation of a suite of test matrix generators for testing linear algebra software. These routines generate random matrices with certain properties which are useful for testing linear equation solving, least squares, and eigendecomposition software. These properites include the spectrum, symmetry, bandwidth, norm, sparsity, conditioning (with respect to inversion or for the eigenproblem), type (real or complex), and storage scheme (dense, packed or banded).