In
mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, a Cauchy matrix, named after
Augustin-Louis Cauchy
Baron Augustin-Louis Cauchy (, ; ; 21 August 178923 May 1857) was a French mathematician, engineer, and physicist who made pioneering contributions to several branches of mathematics, including mathematical analysis and continuum mechanics. He ...
, is an ''m''×''n''
matrix
Matrix most commonly refers to:
* ''The Matrix'' (franchise), an American media franchise
** ''The Matrix'', a 1999 science-fiction action film
** "The Matrix", a fictional setting, a virtual reality environment, within ''The Matrix'' (franchis ...
with elements ''a''
''ij'' in the form
:
where
and
are elements of a
field
Field may refer to:
Expanses of open ground
* Field (agriculture), an area of land used for agricultural purposes
* Airfield, an aerodrome that lacks the infrastructure of an airport
* Battlefield
* Lawn, an area of mowed grass
* Meadow, a grass ...
, and
and
are
injective
In mathematics, an injective function (also known as injection, or one-to-one function) is a function that maps distinct elements of its domain to distinct elements; that is, implies . (Equivalently, implies in the equivalent contrapositiv ...
sequences (they contain ''distinct'' elements).
The
Hilbert matrix is a special case of the Cauchy matrix, where
:
Every
submatrix of a Cauchy matrix is itself a Cauchy matrix.
Cauchy determinants
The determinant of a Cauchy matrix is clearly a
rational fraction in the parameters
and
. If the sequences were not injective, the determinant would vanish, and tends to infinity if some
tends to
. A subset of its zeros and poles are thus known. The fact is that there are no more zeros and poles:
The determinant of a square Cauchy matrix A is known as a Cauchy determinant and can be given explicitly as
:
(Schechter 1959, eqn 4; Cauchy 1841, p. 154, eqn. 10).
It is always nonzero, and thus all square Cauchy matrices are
invertible. The inverse A
−1 = B =
ij">ijis given by
:
(Schechter 1959, Theorem 1)
where ''A''
i(x) and ''B''
i(x) are the
Lagrange polynomials
In numerical analysis, the Lagrange interpolating polynomial is the unique polynomial of lowest degree that interpolates a given set of data.
Given a data set of coordinate pairs (x_j, y_j) with 0 \leq j \leq k, the x_j are called ''nodes'' an ...
for
and
, respectively. That is,
:
with
:
Generalization
A matrix C is called Cauchy-like if it is of the form
:
Defining X=diag(x
i), Y=diag(y
i), one sees that both Cauchy and Cauchy-like matrices satisfy the
displacement equation
:
(with
for the Cauchy one). Hence Cauchy-like matrices have a common
displacement structure
Displacement may refer to:
Physical sciences
Mathematics and Physics
*Displacement (geometry), is the difference between the final and initial position of a point trajectory (for instance, the center of mass of a moving object). The actual path ...
, which can be exploited while working with the matrix. For example, there are known algorithms in literature for
* approximate Cauchy matrix-vector multiplication with
ops
In ancient Roman religion, Ops or ''Opis'' (Latin: "Plenty") was a fertility deity and earth goddess of Sabine origin. Her equivalent in Greek mythology was Rhea.
Iconography
In Ops' statues and coins, she is figured sitting down, as Chthon ...
(e.g. the
fast multipole method),
* (
pivoted)
LU factorization
In numerical analysis and linear algebra, lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix (see matrix decomposition). The product sometimes includes a per ...
with
ops (GKO algorithm), and thus linear system solving,
* approximated or unstable algorithms for linear system solving in
.
Here
denotes the size of the matrix (one usually deals with square matrices, though all algorithms can be easily generalized to rectangular matrices).
See also
*
Toeplitz matrix In linear algebra, a Toeplitz matrix or diagonal-constant matrix, named after Otto Toeplitz, is a matrix in which each descending diagonal from left to right is constant. For instance, the following matrix is a Toeplitz matrix:
:\qquad\begin
a & b ...
*
Fay's trisecant identity
In algebraic geometry, Fay's trisecant identity is an identity between theta functions of Riemann surfaces introduced by . Fay's identity holds for theta functions of Jacobians of curves, but not for theta functions of general abelian varieties.
T ...
References
*
*
*
*
*
* TiIo Finck, Georg Heinig, and Karla Rost: "An Inversion Formula and Fast Algorithms for Cauchy-Vandermonde Matrices", Linear Algebra and its Applications, vol.183 (1993), pp.179-191.
* Dario Fasino: "Orthogonal Cauchy-like matrices", Numerical Algorithms, vol.92 (2023), pp.619-637. url=https://doi.org/10.1007/s11075-022-01391-y .
{{Matrix classes
Matrices
Determinants