Cauchy matrix

E239295

A Cauchy matrix is a structured matrix whose entries are defined by the reciprocals of pairwise differences of two sequences, widely used in numerical analysis, interpolation, and algebra.

All labels observed (2)

Label Occurrences
Cauchy matrix canonical 3
Cauchy-like matrix 1

How this entity was disambiguated

Statements (46)

Predicate Object
instanceOf matrix class
structured matrix
admits fast algorithms for computing determinants
fast algorithms for matrix-vector multiplication
fast algorithms for solving linear systems
appearsIn barycentric form of Lagrange interpolation
partial fraction expansions
resolvent representations
definedOver complex numbers
real numbers
dependsOn sequence (x_i)
sequence (y_j)
generalizedBy Cauchy matrix self-linksurface differs
surface form: Cauchy-like matrix
hasDeterminantFormula det(C) = (∏_{i<k}(x_i - x_k) ∏_{j<ℓ}(y_ℓ - y_j)) / (∏_{i,j}(x_i - y_j))
hasEntryFormula a_{ij} = 1 / (x_i - y_j)
hasProperty all entries are rational functions of x_i and y_j
can be scaled to improve conditioning
determinant has closed-form product expression
entries are analytic functions of parameters where defined
entries are reciprocals of pairwise differences
examples are ill-conditioned for certain node choices
inverse has explicit formula
low displacement rank
nonsingular if x_i and y_j are pairwise distinct and disjoint
rank equals matrix size when nonsingular
structure can be exploited in numerical linear algebra libraries
hasSpecialCase complex Cauchy matrix
real Cauchy matrix
symmetric Cauchy matrix
namedAfter Augustin-Louis Cauchy
relatedTo Hankel matrix
Toeplitz matrix
Vandermonde matrix
displacement structure
requiresCondition x_i - y_j ≠ 0 for all i,j
usedIn algebra
approximation theory
barycentric interpolation formulas
coding theory
moment problems
numerical analysis
polynomial interpolation
rational interpolation
signal processing
spectral methods
system identification

How these facts were elicited

Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Augustin-Louis Cauchy knownFor Cauchy matrix
Cauchy matrix generalizedBy Cauchy matrix self-linksurface differs
this entity surface form: Cauchy-like matrix
Cauchy determinant appliesTo Cauchy matrix
Cauchy determinant relatedTo Cauchy matrix