eigensolver test matrices

gistfile1.txt

            // make wilkinson matrix

            int N = 7;
            double[] matrix = new double[] {
            3,     1,     0,     0,     0,     0,     0,
            1,     2,     1,     0,     0,     0,     0,
            0,     1,     1,     1,     0,     0,     0,
            0,     0,     1,     0,     1,     0,     0,
            0,     0,     0,     1,     1,     1,     0,
            0,     0,     0,     0,     1,     2,     1,
            0,     0,     0,     0,     0,     1,     3
            };


            // make lehmer matrix
            // eigenvalues: 0.2078, 0.4078, 0.8482, 2.5362
            //int N = 4;
            //double[] matrix = new double[] {
            //    1.0000, 0.5000, 0.3333, 0.2500,
            //    0.5000, 1.0000, 0.6667, 0.5000,
            //    0.3333, 0.6667, 1.0000, 0.7500,
            //    0.2500, 0.5000, 0.7500, 1.0000
            //};

            // make rosser matrix    http://blogs.mathworks.com/cleve/2014/01/06/the-rosser-matrix/
            // eigenvalues: 1.0e+03 *
            //-1.020049018429998
            // 0.000000000000000
            // 0.000098048640722
            // 1.000000000000000
            // 1.000000000000000
            // 1.019901951359278
            // 1.020000000000000
            // 1.020049018429997
            //int N = 8;
            //double[] matrix = new double[] {
            //   611,   196,  -192,   407,    -8,   -52,   -49,    29,
            //   196,   899,   113,  -192,   -71,   -43,    -8,   -44,
            //  -192,   113,   899,   196,    61,    49,     8,    52,
            //   407,  -192,   196,   611,     8,    44,    59,   -23,
            //    -8,   -71,    61,     8,   411,  -599,   208,   208,
            //   -52,   -43,    49,    44,  -599,   411,   208,   208,
            //   -49,    -8,    8 ,   59 ,  208,   208,    99,  -911,
            //    29,   -44,    52,   -23,   208,   208,  -911,    99 };


            SymmetricEigenSolver solver = new SymmetricEigenSolver(N, 10000);
            solver.Solve(matrix, SymmetricEigenSolver.SortType.Increasing);
            double[] eigenvalues = solver.GetEigenvalues();
            double[] eigenvectors = solver.GetEigenvectors();


            System.Console.WriteLine("Matrix: ");
            for ( int r = 0; r < N; ++r ) {
                System.Console.Write("[{0}]: ", r);
                for (int c = 0; c < N; ++c)
                    System.Console.Write("{0} ", matrix[r * N + c]);
                System.Console.WriteLine();
            }

            System.Console.WriteLine("Eigenvalues: ");
            for ( int r = 0; r < N; ++r )
                System.Console.Write("{0:F5} ", eigenvalues[r]);
            System.Console.WriteLine();

            System.Console.WriteLine("Eigenvectors: ");
            for ( int r = 0; r < N; ++r ) {
                System.Console.Write("[{0}]: ", r);
                for (int c = 0; c < N; ++c)
                    System.Console.Write("{0:F5} ", eigenvectors[r * N + c]);
                System.Console.WriteLine();
            }