Generalized Cauchy-Vandermonde matrices (Q1377500)
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Generalized Cauchy-Vandermonde matrices (English)
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31 May 1999
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This paper thoroughly deals with matrices of the form \([C V]\) consisting of a generalized Cauchy matrix \(C\) and a generalized Vandermonde matrix \(V.\) The displacement structure of these generalized Cauchy-Vandermonde (CV) matrices is used in order to obtain formulas for the inverse of such a matrix involving solutions of the so-called fundamental equations. Linear systems of equations with a CV coefficient matrix may be interpreted as tangential interpolation problems. This leads to the concept of left and right fundamental matrices for (arbitrary) nonsingular CV matrices. A careful discussion of recursions for the fundamental matrices gives rise to fast algorithms (of Levinson and Schur types) for evaluating the inverse of a CV matrix.
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Cauchy matrices
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Vandermonde matrices
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inversion formulas
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tangential interpolation problems
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generalized Cauchy-Vandermonde matrices
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fundamental matrices
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fast algorithms
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