A Lanczos-type algorithm for the QR factorization of Cauchy-like matrices
Dario Fasino, Luca Gemignani · Contemporary mathematics - American Mathematical Society · 2003
We present a fast algorithm for computing the QR factorization of Cauchy-like matrices with real nodes. The algorithm is based on the existence of certain generalized recurrences among the columns of Q and RT, does not require squaring the matrix, and fully exploits tile displacement structure of Cauchy-like matrices. Moreover, we describe a class of Cauchy-like matrices admitting an explicit polar decomposition.