Japan Journal of Applied Mathematics

, 5:135

Cholesky decomposition of the Hilbert matrix


  • Sin Hitotumatu
    • Research Institute for Mathematical SciencesKyoto University

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