Hilbert matrix

In linear algebra, a Hilbert matrix, introduced by Hilbert (), is a square matrix with entries being the unit fractions For example, this is the 5 × 5 Hilbert matrix: The Hilbert matrix can be regarded as derived from the integral that is, as a Gramian matrix for powers of x. It arises in the least squares approximation of arbitrary functions by polynomials. The Hilbert matrices are canonical examples of ill-conditioned matrices, making them notoriously difficult to use in numerical computation. For example, the 2-norm condition number of the matrix above is about 4.8 · 105.

Hilbert matrix

In linear algebra, a Hilbert matrix, introduced by Hilbert (), is a square matrix with entries being the unit fractions For example, this is the 5 × 5 Hilbert matrix: The Hilbert matrix can be regarded as derived from the integral that is, as a Gramian matrix for powers of x. It arises in the least squares approximation of arbitrary functions by polynomials. The Hilbert matrices are canonical examples of ill-conditioned matrices, making them notoriously difficult to use in numerical computation. For example, the 2-norm condition number of the matrix above is about 4.8 · 105.