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Optimizing the Wilson matrix

wilson_optimize is a MATLAB function that computes the 4-by-4 symmetric and symmetric positive definite matrices with integer elements lying between 1 and 10 having the largest 2-norm condition numbers. The code takes about forty minutes to run on a PC with an Intel Core i7-6800K processor.

Requirements

The code was developed in MATLAB R2020b.

References

Optimizing and Factorizing the Wilson Matrix, Nicholas J. Higham and Matthew C. Lettington, submitted.

License

See license.txt for licensing information.

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