INVHILB: Octave function to calculate inverse of Hilbert matrix

Dirk Laurie ()

Octave codes

Abstract: Here is a replacement for invhilb.m with the following features: 1. Fast (only one level of for-loop) 2. Robust against overflow: only returns Inf when the entry concerned cannot be represented in IEEE double precision 3. Accurate (produces closest machine number to actual value)

Language: Octave
Requires: Octave
Date: 2000-08-14
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http://fmwww.bc.edu/repec/bococt/invhilb.m program code (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:cod:octave:c090904

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