Cholesky decomposition of the Hilbert matrix

  • Sin Hitotumatu
Article

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).

Key words

numerical linear algebra symmetric matrix Hilbert matrix Cholesky decomposition 

References

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    S. Hitotumatu, Numerical Analysis (in Japanese). Asakura Publ. Co., Tokyo, 1982, Chap. 1.Google Scholar
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Copyright information

© JJAM Publishing Committee 1988

Authors and Affiliations

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

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