Japan Journal of Applied Mathematics

, 5:135

Cholesky decomposition of the Hilbert matrix

  • Sin Hitotumatu

DOI: 10.1007/BF03167904

Cite this article as:
Hitotumatu, S. Japan J. Appl. Math. (1988) 5: 135. doi:10.1007/BF03167904


In the present paper, the author gives analytic expressions for the Cholesky decomposition of the Hilbert matrixH=[1/(j+k−1)]=LDLT, and the inverse matrices. The results are given in the formulas (2)–(4).

Key words

numerical linear algebrasymmetric matrixHilbert matrixCholesky decomposition

Copyright information

© JJAM Publishing Committee 1988

Authors and Affiliations

  • Sin Hitotumatu
    • 1
  1. 1.Research Institute for Mathematical SciencesKyoto UniversityKyotoJapan