The Inverse Hilbert Matrix
The formula for the elements of the
inverse Hilbert matrix
of order n is known to be
which can be expressed using binomial coefficients
.
When exact computations are needed these formulas should be used instead of
using a subroutine or built in procedure for computing the inverse of .
Application to Continuous Least Squares
Approximation
The continuous least squares approximation to a function
on the interval [0,1] for the set of functions can
solved by using the normal equations
(1) for .
Where the inner product is
. Solve
the linear system (1) for the coefficients
and construct the approximation function
.
Definition ( Gram
Matrix ). The Gram matrix
G is a matrix of inner products where the elements are .
The case when the set of functions is will
produce the Hilbert matrix. Since we require the computation to be as exact as
possible and an exact formula is known for the inverse of the Hilbert matrix,
this is an example where an inverse matrix comes in handy.