Inverse of Hilbert matrix
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.
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.
[1] Forsythe, G. E. and C. B. Moler. Computer Solution of Linear Algebraic Systems. Englewood Cliffs, NJ: Prentice-Hall, 1967.