Accurate computations for eigenvalues of products of Cauchy-polynomial-Vandermonde matrices (Q2192586)

The product eigenvalue problem for the class of Cauchy-polynomial-Vandermonde (CPV) matrices arising in a rational interpolation problem, is considered. Explicit expressions for the minors of CPV matrices are presented. The bidiagonal decomposition for strictly totally positive CPV matrices and their additive inverses, are accurately computed using an algorithm. The sign regularity of the bidiagonal decomposition is utilized to demonstrate that all the eigenvalues of a product involving such matrices are computed to high relative accuracy. Numerical experiments confirm the accuracy of the algorithm.