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GNU Octave Manual
by John W. Eaton
Paperback (6"x9"), 324 pages, 4 figures
ISBN 0954161726
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15.4 Famous Matrices

The following functions return famous matrix forms.

Function File: hankel (c, r)
Return the Hankel matrix constructed given the first column c, and (optionally) the last row r. If the last element of c is not the same as the first element of r, the last element of c is used. If the second argument is omitted, the last row is taken to be the same as the first column.

A Hankel matrix formed from an m-vector c, and an n-vector r, has the elements

H (i, j) = c (i+j-1),  i+j-1 <= m;
H (i, j) = r (i+j-m),  otherwise

Function File: hilb (n)
Return the Hilbert matrix of order n. The i, j

element of a Hilbert matrix is defined as

H (i, j) = 1 / (i + j - 1)

Function File: invhilb (n)
Return the inverse of a Hilbert matrix of order n. This is exact. Compare with the numerical calculation of inverse (hilb (n)), which suffers from the ill-conditioning of the Hilbert matrix, and the finite precision of your computer's floating point arithmetic.

Function File: sylvester_matrix (k)
Return the Sylvester matrix of order n = 2^k.

Function File: toeplitz (c, r)
Return the Toeplitz matrix constructed given the first column c, and (optionally) the first row r. If the first element of c is not the same as the first element of r, the first element of c is used. If the second argument is omitted, the first row is taken to be the same as the first column.

A square Toeplitz matrix has the form

c(0)  r(1)   r(2)  ...  r(n)
c(1)  c(0)   r(1)      r(n-1)
c(2)  c(1)   c(0)      r(n-2)
 .                       .
 .                       .
 .                       .

c(n) c(n-1) c(n-2) ...  c(0)

Function File: vander (c)
Return the Vandermonde matrix whose next to last column is c.

A Vandermonde matrix has the form

c(0)^n ... c(0)^2  c(0)  1
c(1)^n ... c(1)^2  c(1)  1
 .           .      .    .
 .           .      .    .
 .           .      .    .
                 
c(n)^n ... c(n)^2  c(n)  1
ISBN 0954161726GNU Octave ManualSee the print edition