Fast recovery and approximation of hidden Cauchy structure

We derive an algorithm of optimal complexity which determines whether a given matrix is a Cauchy matrix, and which exactly recovers the Cauchy points defining a Cauchy matrix from the matrix entries. Moreover, we study how to approximate a given matrix by a Cauchy matrix with a particular focus on the recovery of Cauchy points from noisy data. We derive an approximation algorithm of optimal complexity for this task, and prove approximation bounds. Numerical examples illustrate our theoretical results. (C) 2015 Elsevier Inc. All rights reserved.


Published in:
Linear Algebra And Its Applications, 493, 261-280
Year:
2016
Publisher:
New York, Elsevier Science Inc
ISSN:
0024-3795
Keywords:
Laboratories:




 Record created 2016-04-01, last modified 2018-09-13


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