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 delivered on the occasion of the third reading of the Scotch Judicature Bill on 14 June 1810 (Parl. Debates, xvii. 644). He died suddenly at Edinburgh, at the house of his nephew, the lord chief baron, on 28 May 1811, in the seventieth year of his age, and was buried in one of the aisles of the old church at Lasswade, Midlothian.

Melville was twice married. By his first wife, Elizabeth, daughter of David Rennie of Melville Castle, whom he married on 16 Aug. 1765, he had three daughters and an only son, Robert Saunders Dundas [q. v.], who afterwards became the second viscount. He married secondly, on 2 April 1793, Lady Jane Hope, sixth daughter of John, second earl of Hopetoun, by whom he had no issue. His second wife, surviving him, married, on 16 Feb. 1814, Thomas, lord Wallace, and died on 29 June 1829.

As the intimate friend and trusted lieutenant of Pitt, Dundas fills an important place in the political history of the age in which he lived. Without any gift of eloquence, and in spite of his broad Scotch accent and ungraceful manner, he was a steady debater and a lucid and argumentative speaker. Deficient alike in refinement and in literary taste, he was possessed of great political sagacity and of indefatigable industry. In his private life he was frank and straightforward in character, convivial in his habits, and utterly indifferent about money. For nearly thirty years he was the most powerful man in Scotland, and, as the election agent for the government, controlled the elections of the Scotch representative peers, as well as of the Scotch members of the House of Commons. As treasurer of the navy, he introduced various improvements into the details of the admiralty departments, and carried through several measures for the improvement of the condition of seamen and their families.

As the practical head of the board of control, the management of Indian affairs was in his hands for more than sixteen years. ‘His celebrated reports,’ says Lord Brougham, ‘upon all the complicated questions of our Asiatic policy, although they may not stand a comparison with some of Mr. Burke's in the profundity and enlargement of general view, any more than their style can be compared with his, are nevertheless performances of the greatest merit, and repositories of information upon that vast subject, unrivalled for clearness and extent’ (Statesmen of the Time of George III, i. 228). On the other hand, James Mill says that ‘the mind of Mr. Dundas was active and meddling, and he was careful to exhibit the appearance of a great share in the government of India. … But I know not any advice which he ever gave, for the government of India, that was not either very obvious or wrong’ (History of British India, 1858, iv. 398). It is worthy of notice that the possibility ‘of an attack on India either through Persia or some part of Asia’ was one that Dundas had often in contemplation, and it was upon this ground that he ‘insisted with the court of directors on establishing a resident at Bagdad’ (Castlereagh Despatches, 2nd ser. 1851, v. 456). His earlier political career is thus ruthlessly satirised in the ‘Rolliad’ (1788, p. 43):— For true to public Virtue's patriot plan, He loves the Minister, and not the Man; Alike, the Advocate of North and Wit, The friend of Shelburne, and the guide of Pitt. He was created an LL.D. by the university of Edinburgh on 11 Nov. 1789, was lord rector of the university of Glasgow from 1781 to 1783, and on 2 Feb. 1788 was appointed chancellor of the university of St. Andrews.

Three monuments have been erected to his memory, viz. a marble statue by Sir Francis Chantrey in the outer house of the court of session; a column, surmounted by a statue, in the centre of St. Andrew Square, Edinburgh, which was erected in 1821 by the officers and seamen of the royal navy; and a third on the hill overlooking Dunira in Perthshire, where he frequently lived during the closing years of his life. Three portraits of Melville, painted respectively by Romney, Raeburn, and Reynolds, were exhibited at the Loan Collection of Scottish National Portraits at Edinburgh in 1884 (Catalogue Nos. 290, 305, 475). Etchings by Kay will be found in the two volumes of ‘Original Portraits’ (Nos. 48, 117, 150, 211, 256), and a coloured portrait is given in the second volume of Drummond's ‘Histories of Noble Families’ (1846), vol. ii. Besides a number of his speeches, the following letters and correspondence of Lord Melville's have been published:—1. ‘The Letter of the Right Honourable Henry Dundas … unto the Right Honourable Thomas Elder, Postmaster-General of Scotland,’ &c. [Edinburgh, 1798], 8vo. 2. ‘Letter from the Right Honourable Henry Dundas to the Chairman, Deputy-Chairman, and Court of Directors of the East India Company,’ London, July 1801, 8vo. 3. ‘A Letter from the Right Honourable Lord Viscount Melville to the Right Hon. Spencer Percival relative to the Establishment of a Naval Arsenal at Northfleet,’ second edition, London [1810], 4to.