Triangular factors of Cauchy and Vandermonde matrices (Q1925104): Difference between revisions

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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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