In linear algebra, a Hilbert matrix, introduced by Hilbert (1894), is a square matrix with entries being the unit fractions
H i j = 1 i + j − 1 . {\displaystyle H_{ij}={\frac {1}{i+j-1}}.}
For example, this is the 5 × 5 Hilbert matrix:
H = [ 1 1 2 1 3 1 4 1 5 1 2 1 3 1 4 1 5 1 6 1 3 1 4 1 5 1 6 1 7 1 4 1 5 1 6 1 7 1 8 1 5 1 6 1 7 1 8 1 9 ] . {\displaystyle H={\begin{bmatrix}1&{\frac {1}{2}}&{\frac {1}{3}}&{\frac {1}{4}}&{\frac {1}{5}}\\{\frac {1}{2}}&{\frac {1}{3}}&{\frac {1}{4}}&{\frac {1}{5}}&{\frac {1}{6}}\\{\frac {1}{3}}&{\frac {1}{4}}&{\frac {1}{5}}&{\frac {1}{6}}&{\frac {1}{7}}\\{\frac {1}{4}}&{\frac {1}{5}}&{\frac {1}{6}}&{\frac {1}{7}}&{\frac {1}{8}}\\{\frac {1}{5}}&{\frac {1}{6}}&{\frac {1}{7}}&{\frac {1}{8}}&{\frac {1}{9}}\end{bmatrix}}.}
The entries can also be defined by the integral
H i j = ∫ 0 1 x i + j − 2 d x , {\displaystyle H_{ij}=\int _{0}^{1}x^{i+j-2}\,dx,}
that is, as a Gramian matrix for powers of x. It arises in the least squares approximation of arbitrary functions by polynomials. The Hilbert matrices are canonical examples of ill-conditioned matrices, being notoriously difficult to use in numerical computation. For example, the 2-norm condition number of the matrix above is about 4.8×105.
Historical note Hilbert (1894) introduced the Hilbert matrix to study the following question in approximation theory: "Assume that I = [a, b], is a real interval. Is it then possible to find a non-zero polynomial P with integer coefficients, such that the integral
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