Advances on the recovery of (perturbed) Cauchy matrices

Abstract

Given a (possibly approximate) Cauchy matrix, how can we efficiently compute its generators? Expanding on previous work by Liesen and Luce [Linear Algebra Appl. 493 (2016) 261--280], we present a general family of algorithms for Cauchy parameter recovery, together with new error estimates. We also introduce a displacement-based approximation, which leads to a new algorithm for Cauchy parameter recovery. Numerical experiments show that the algorithm based on the displacement approximation is generally more accurate than the other algorithms.