Dear All,
I found in the Mata manual Hilbert matrices. They are defined as a matrix H with
elements H[i,j]=1/(i+j-1). As it says in the help (type help mf_hilbert):
�Hilbert matrices are notoriously ill conditioned, with near zero
determinants�.
The help also adds �Hilbert(n) and invHilbert(n) are used in testing Mata�. I
think that is intuitive as since they are �ill matrices� with very low
determinants and nearly singular you could use them to test the quality of, for
instance, Mata�s solver (e.g., qrsolve, lusolve, qrinv) and different inverters
(e.g., cholinv, invsym).
Am I right?
Could anybody supply an example of how Hilbert matrices are used to test Mata?
Many thanks,
Marcos.
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