Golub/Klema/Stewart¶
The Golub/Klema/Stewart matrix is upper-triangular with \(1/\sqrt{j+1}\) in the \(j\)’th entry of its main diagonal and \(-1/\sqrt{j+1}\) in the \(j\)’th column of the upper triangle. It was originally introduced as an example of where greedy Rank-Revealing QR factorizations fail.