Triangular factors of Cauchy and Vandermonde matrices (Q1925104): Difference between revisions
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English | Triangular factors of Cauchy and Vandermonde matrices |
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Triangular factors of Cauchy and Vandermonde matrices (English)
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11 March 1997
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Let \(M\) be a Cauchy matrix or a Vandermonde matrix. Then \(M= LDU\), where \(L\) is a lower triangular, \(U\) an upper triangular, and \(D\) a diagonal matrix. Clearly, \(M^{-1} = U^{-1} D^{-1} L^{-1}\). The authors obtain explicit expressions for \(L\), \(D\), \(U\), \(L^{-1}\), \(D^{-1}\), and \(U^{-1}\).
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\(LU\)-decomposition
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upper triangular matrix
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lower triangular matrix
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Cauchy matrix
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Vandermonde matrix
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