R/matrix-hilbert.R

In fBasics: Rmetrics - Markets and Basic Statistics

# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA  02111-1307  USA


################################################################################
# GENERATION:               DESCRIPTION:
#  hilbert                   Creates a Hilbert matrix
################################################################################


hilbert <-
function(n)
{
    # A function implemented by Diethelm Wuertz

    # Description:
    #   Creates a Hilbert matrix

    # Arguments:
    #   n - the dimension of the square matrix

    # FUNCTION:

    # Hilbert:
    i = 1:n
    X = 1 / outer(i - 1, i, "+")

    # Return Value:
    X
}


################################################################################