Hilbert matrix is proposed by Hilbert in 1894, which is highly ill-conditioned matrix. In this tutorial, we will introduce some basic information on it.
As to each element in hilbert matrix: H(i,j)
where i≥1 and j≥1.
For example, as to 5 * 5 hilbert matrix, it is:
Features of hilbert matrix
- H(i, j) = H(j, i)
- 1 ≥ H(i, j) ≥ 0
- It is highly ill-conditioned