A Cauchy matrix
is a matrix whose entries have the form
where
for all indices in the matrix. An equivalent convention
uses
by changing the signs of the second parameter set (Higham 1995). For an
Cauchy matrix, its determinant
is
This is the Cauchy determinant formula (Krattenthaler 1999, p. 6). For a square matrix, distinct and distinct
, together with the nonzero-denominator condition, give a
nonsingular matrix (Pan 2001).
The Hilbert matrix is the example ,
. Cauchy matrices are an important family of structured
matrices.