Cited by 21Matrix Theory and AlgorithmsPolynomial and algebraic computationMathematical functions and polynomials

Fast approximate computations with Cauchy matrices and polynomials

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Pan, Victor·2017·Mathematics of Computation

Abstract

Multipoint polynomial evaluation and interpolation are fundamental for modern symbolic and numerical computing. The known algorithms solve both problems over any field of constants in nearly linear arithmetic time, but the cost grows to quadratic for numerical solution. We fix this discrepancy: our new numerical algorithms run in nearly linear arithmetic time. At first we restate our goals as the multiplication of an n × n n\times n Vandermonde matrix by a vector and the solution of a Vandermonde linear system of n n equations. Then we transform the matrix into a Cauchy structured matrix with some special features. By exploiting them, we approximate the matrix by a generalized hierarchically semiseparable matrix, which is a structured matrix of a different class. Finally we accelerate our solution to the original problems by applying the Fast Multipole Method to the latter matrix. Our resulting numerical algorithms run in nearly optimal arithmetic time when they perform the above fundamental computations with polynomials, Vandermonde matrices, transposed Vandermonde matrices, and a large class of Cauchy and Cauchy-like matrices. Some of our techniques may be of independent interest.

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Research works printed but not linked: 11

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Authors
Pan, V.
Affiliations
The Graduate Center, CUNY (US)
Corresponding author
Pan, Victor
Venue
Mathematics of Computation
Published
2017-04-28
Volume
86
Issue
308
Pages
2799-2826
ISSN
  • 0025-5718 (ISSN-L)
  • 1088-6842
OpenAlex
W599168895
Cited by
21
References
43
Citations by year
2026: 1 · 2025: 1 · 2024: 4 · 2023: 1 · 2022: 2 · 2021: 1 · 2020: 2 · 2019: 1 · 2018: 2 · 2017: 4 · 2016: 1 · 2015: 1
FWCI
2.45
Type
journal article
Language
en
Open access
Locations
  • Mathematics of Computation (publishedVersion)
  • arXiv (Cornell University) (submittedVersion)
  • arXiv (Cornell University)
Funders
  • National Science Foundation (CCF--1116736, CCF - 1563942, 68862--00 46)
  • City University of New York (CCF--1116736, CCF - 1563942, 68862--00 46)
Topics
  • Physical Sciences › Computer Science › Computational Theory and Mathematics › Matrix Theory and Algorithms
  • Physical Sciences › Computer Science › Computational Theory and Mathematics › Polynomial and algebraic computation
  • Physical Sciences › Mathematics › Applied Mathematics › Mathematical functions and polynomials
Keywords
Cauchy matrix, Vandermonde matrix, polynomial evaluation, polynomial interpolation, fast algorithms, fast multipole method, structured matrices, numerical linear algebra

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