invhilb
Inverse of Hilbert matrix
Description
H = invhilb(
generates the exact
inverse of the exact Hilbert matrix for n
)n
less than about 15. For
larger n
, the invhilb
function generates an
approximation to the inverse Hilbert matrix.
Examples
Input Arguments
Limitations
The exact inverse of the exact Hilbert matrix is a matrix whose elements are large
integers. As long as the order of the matrix n
is less than 15, these
integers can be represented as floating-point numbers without roundoff error.
Comparing invhilb(n)
with inv(hilb(n))
involves
the effects of two or three sets of roundoff errors:
Errors caused by representing
hilb(n)
Errors in the matrix inversion process
Errors, if any, in representing
invhilb(n)
The first of these roundoff errors involves representing fractions like 1/3 and 1/5 in floating-point representation and is the most significant.
References
[1] Forsythe, G. E. and C. B. Moler. Computer Solution of Linear Algebraic Systems. Englewood Cliffs, NJ: Prentice-Hall, 1967.
Extended Capabilities
Version History
Introduced before R2006a