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doi: 10.1002/nla.2579
handle: 10017/63575
AbstractWe present a new decomposition of a Cauchy–Vandermonde matrix as a product of bidiagonal matrices which, unlike its existing bidiagonal decompositions, is now valid for a matrix of any rank. The new decompositions are insusceptible to the phenomenon known as subtractive cancellation in floating point arithmetic and are thus computable to high relative accuracy. In turn, other accurate matrix computations are also possible with these matrices, such as eigenvalue computation amongst others.
Numerical computation of eigenvalues and eigenvectors of matrices, Eigenvalues, singular values, and eigenvectors, totally nonnegative matrix, Bidiagonal decomposition, Matemáticas, eigenvalues, Eigenvalues, 510, 004, bidiagonal decomposition, Cauchy-Vandermonde matrix, Totally nonnegative matrix, Mathematics
Numerical computation of eigenvalues and eigenvectors of matrices, Eigenvalues, singular values, and eigenvectors, totally nonnegative matrix, Bidiagonal decomposition, Matemáticas, eigenvalues, Eigenvalues, 510, 004, bidiagonal decomposition, Cauchy-Vandermonde matrix, Totally nonnegative matrix, Mathematics
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