CreateHilbertMatrix

Prototype

Matrix CreateHilbertMatrix( Matrix mDim )

Return Value

The return value is an mDim x mDim Hilbert matrix.

Parameters

Matrix mDim
The number of rows and columns in the returned matrix.

Remarks

A Hilbert matrix is a symmetric positive definite matrix whose value in the (ij)th position is 1 / ( i + j - 1). Hilbert matrices are used in numerical linear algebra since they are examples of poorly conditioned matrices, yet they have an explicit formula for the inverse.

Example
m = CreateHilbertMatrix( 5 );
print m;
See Also

CreateInvHilbertMatrix