Cholesky decomposition of the Hilbert matrix
- 93 Downloads
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 wordsnumerical linear algebra symmetric matrix Hilbert matrix Cholesky decomposition
© JJAM Publishing Committee 1988