An ill-conditioned matrix is a matrix that ?almost doesn?t have? an inverse. A set of examples of

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An ill-conditioned matrix is a matrix that ?almost doesn?t have? an inverse. A set of examples of such matrices are Hilbert matrices. An n-dimensional Hilbert matrix looks like:

image

a. Calculate the inverses of H2, H3, and H8.

b. Consider the following system of equations:

image

Find the answers to these problems by inspection.

c. Now solve Hn*X = Y for n = 2, 8, 14. How do you explain the differences?

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Financial Modeling

ISBN: 9780262027281

4th Edition

Authors: Simon Benninga

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