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research article
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.
Use this identifier to reference this record
Type
research article
Web of Science ID
WOS:000370455800016
Authors
Publication date
2016
Publisher
Published in
Volume
493
Start page
261
End page
280
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
April 1, 2016