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Rick Wicklin 0
The inverse of the Hilbert matrix

Just one last short article about properties of the Hilbert matrix. I've already blogged about how to construct a Hilbert matrix in the SAS/IML language and how to compute a formula for the determinant. One reason that the Hilbert matrix is a famous (some would say infamous!) example in numerical

Rick Wicklin 1
On the determinant of the Hilbert matrix

Last week I described the Hilbert matrix of size n, which is a famous square matrix in numerical linear algebra. It is famous partially because its inverse and its determinant have explicit formulas (that is, we know them exactly), but mainly because the matrix is ill-conditioned for moderate values of

Rick Wicklin 12
How to format decimals as fractions in SAS

Yesterday I blogged about the Hilbert matrix. The (i,j)th element of the Hilbert matrix has the value 1 / (i+j-1), which is the reciprocal of an integer. However, the printed Hilbert matrix did not look exactly like the formula because the elements print as finite-precision decimals. For example, the last

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Rick Wicklin 6
The Hilbert matrix: A vectorized construction

The Hilbert matrix is the most famous ill-conditioned matrix in numerical linear algebra. It is often used in matrix computations to illustrate problems that arise when you compute with ill-conditioned matrices. The Hilbert matrix is symmetric and positive definite, properties that are often associated with "nice" and "tame" matrices. The

Rick Wicklin 1
Vector and matrix norms in SAS

Did you know that SAS/IML 12.1 provides built-in functions that compute the norm of a vector or matrix? A vector norm enables you to compute the length of a vector or the distance between two vectors in SAS. Matrix norms are used in numerical linear algebra to estimate the condition

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