On 8/2/11 10:48 PM, Sebastien Brisard wrote:
> Hi,
> I'm finalizing unit tests for the conjugate gradient method, for which I'm
> using Hilbert matrices (see http://en.wikipedia.org/wiki/Hilbert_matrix).
> These matrices are nice because
> i. they are symmetric, positive definite,
> ii. they are il
Hi,
I'm finalizing unit tests for the conjugate gradient method, for which I'm
using Hilbert matrices (see http://en.wikipedia.org/wiki/Hilbert_matrix).
These matrices are nice because
i. they are symmetric, positive definite,
ii. they are ill-conditioned,
iii. their inverse is known in closed-form
