Abstract
In the present paper, the author gives analytic expressions for the Cholesky decomposition of the Hilbert matrixH=[1/(j+k−1)]=LDL T, and the inverse matrices. The results are given in the formulas (2)–(4).
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References
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Hitotumatu, S. Cholesky decomposition of the Hilbert matrix. Japan J. Appl. Math. 5, 135–144 (1988). https://doi.org/10.1007/BF03167904
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DOI: https://doi.org/10.1007/BF03167904