TOPICS
Search

Cauchy Matrix


A Cauchy matrix C is a matrix whose entries have the form

 c_(ij)=1/(x_i+y_j),

where x_i+y_j!=0 for all indices in the matrix. An equivalent convention uses 1/(x_i-y_j) by changing the signs of the second parameter set (Higham 1995). For an n×n Cauchy matrix, its determinant is

 detC=(product_(1<=i<j<=n)(x_i-x_j)(y_i-y_j))/(product_(i=1)^(n)product_(j=1)^(n)(x_i+y_j)).

This is the Cauchy determinant formula (Krattenthaler 1999, p. 6). For a square matrix, distinct x_i and distinct y_j, together with the nonzero-denominator condition, give a nonsingular matrix (Pan 2001).

The Hilbert matrix is the example x_i=i, y_j=j-1. Cauchy matrices are an important family of structured matrices.


See also

Determinant, Hilbert Matrix, Structured Matrix

Explore with Wolfram|Alpha

References

Higham, N. J. The Test Matrix Toolbox for Matlab (Version 3.0). Numerical Analysis Report 276. Manchester, England: Manchester Centre for Computational Mathematics, 1995. https://nhigham.com/wp-content/uploads/2023/10/high95m.pdf.Krattenthaler, C. "Advanced Determinant Calculus." Sém. Lothar. Combin. 42, #B42q, 1-67, 1999. https://www.mat.univie.ac.at/~slc/wpapers/s42kratt.pdf.Pan, V. Y. Structured Matrices and Polynomials: Unified Superfast Algorithms. Boston, MA: Birkhäuser, 2001. https://doi.org/10.1007/978-1-4612-0129-8.Trott, M. "Operations on Rational Functions." §1.3 in The Mathematica GuideBook for Symbolics. New York: Springer-Verlag, 2006. https://doi.org/10.1007/0-387-28815-5. https://www.mathematicaguidebooks.org/.

Cite this as:

Weisstein, Eric W. "Cauchy Matrix." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/CauchyMatrix.html

Subject classifications