Mercurial > hg > octave-lyh
comparison scripts/special-matrix/invhilb.m @ 10821:693e22af08ae
Grammarcheck documentation of m-files
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author | Rik <octave@nomad.inbox5.com> |
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date | Mon, 26 Jul 2010 21:25:36 -0700 |
parents | 3140cb7a05a1 |
children | a4f482e66b65 |
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10820:c44c786f87ba | 10821:693e22af08ae |
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17 ## along with Octave; see the file COPYING. If not, see | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | 18 ## <http://www.gnu.org/licenses/>. |
19 | 19 |
20 ## -*- texinfo -*- | 20 ## -*- texinfo -*- |
21 ## @deftypefn {Function File} {} invhilb (@var{n}) | 21 ## @deftypefn {Function File} {} invhilb (@var{n}) |
22 ## Return the inverse of a Hilbert matrix of order @var{n}. This can be | 22 ## Return the inverse of the Hilbert matrix of order @var{n}. This can be |
23 ## computed exactly using | 23 ## computed exactly using |
24 ## @tex | 24 ## @tex |
25 ## $$\eqalign{ | 25 ## $$\eqalign{ |
26 ## A_{ij} &= -1^{i+j} (i+j-1) | 26 ## A_{ij} &= -1^{i+j} (i+j-1) |
27 ## \left( \matrix{n+i-1 \cr n-j } \right) | 27 ## \left( \matrix{n+i-1 \cr n-j } \right) |
31 ## }$$ | 31 ## }$$ |
32 ## where | 32 ## where |
33 ## $$ | 33 ## $$ |
34 ## p(k) = -1^k \left( \matrix{ k+n-1 \cr k-1 } \right) | 34 ## p(k) = -1^k \left( \matrix{ k+n-1 \cr k-1 } \right) |
35 ## \left( \matrix{ n \cr k } \right) | 35 ## \left( \matrix{ n \cr k } \right) |
36 ##$$ | 36 ## $$ |
37 ## @end tex | 37 ## @end tex |
38 ## @ifnottex | 38 ## @ifnottex |
39 ## | |
39 ## @example | 40 ## @example |
40 ## @group | 41 ## @group |
41 ## | 42 ## |
42 ## (i+j) /n+i-1\ /n+j-1\ /i+j-2\ 2 | 43 ## (i+j) /n+i-1\ /n+j-1\ /i+j-2\ 2 |
43 ## A(i,j) = -1 (i+j-1)( )( ) ( ) | 44 ## A(i,j) = -1 (i+j-1)( )( ) ( ) |
45 ## | 46 ## |
46 ## = p(i) p(j) / (i+j-1) | 47 ## = p(i) p(j) / (i+j-1) |
47 ## | 48 ## |
48 ## @end group | 49 ## @end group |
49 ## @end example | 50 ## @end example |
51 ## | |
50 ## where | 52 ## where |
53 ## | |
51 ## @example | 54 ## @example |
52 ## @group | 55 ## @group |
53 ## k /k+n-1\ /n\ | 56 ## k /k+n-1\ /n\ |
54 ## p(k) = -1 ( ) ( ) | 57 ## p(k) = -1 ( ) ( ) |
55 ## \ k-1 / \k/ | 58 ## \ k-1 / \k/ |
56 ## @end group | 59 ## @end group |
57 ## @end example | 60 ## @end example |
61 ## | |
58 ## @end ifnottex | 62 ## @end ifnottex |
59 ## | |
60 ## The validity of this formula can easily be checked by expanding | 63 ## The validity of this formula can easily be checked by expanding |
61 ## the binomial coefficients in both formulas as factorials. It can | 64 ## the binomial coefficients in both formulas as factorials. It can |
62 ## be derived more directly via the theory of Cauchy matrices: | 65 ## be derived more directly via the theory of Cauchy matrices. |
63 ## see J. W. Demmel, @cite{Applied Numerical Linear Algebra}, p. 92. | 66 ## See J. W. Demmel, @cite{Applied Numerical Linear Algebra}, p. 92. |
64 ## | 67 ## |
65 ## Compare this with the numerical calculation of @code{inverse (hilb (n))}, | 68 ## Compare this with the numerical calculation of @code{inverse (hilb (n))}, |
66 ## which suffers from the ill-conditioning of the Hilbert matrix, and the | 69 ## which suffers from the ill-conditioning of the Hilbert matrix, and the |
67 ## finite precision of your computer's floating point arithmetic. | 70 ## finite precision of your computer's floating point arithmetic. |
68 ## @seealso{hankel, vander, sylvester_matrix, hilb, toeplitz} | 71 ## @seealso{hilb, hankel, vander, sylvester_matrix, toeplitz} |
69 ## @end deftypefn | 72 ## @end deftypefn |
70 | 73 |
71 ## Author: Dirk Laurie <dlaurie@na-net.ornl.gov> | 74 ## Author: Dirk Laurie <dlaurie@na-net.ornl.gov> |
72 | 75 |
73 function retval = invhilb (n) | 76 function retval = invhilb (n) |