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working paper
MATHICSE Technical Report: Fast recovery and approximation of hidden Cauchy structure
Liesen, Jörg
December 1, 2015
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.
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Name
34.2015_JL-RL.pdf
Type
Preprint
Access type
openaccess
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661.23 KB
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Adobe PDF
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1061a777770aa8f98fd51ac3c05571ca