Vandermonde matrices on integer nodes (Q1267061): Difference between revisions

The Vandermonde matrix \(V_{nn}\) for the first \(n\) integers is explicitly factored as \(L \cdot U\). Formulas for the entries of \(L, U, L^{-1}\) and \(U^{-1}\) are given. The computation of the \(LU\) factors is implemented recursively for \(n\). The numerical properties of \(V, L\) and \(U\) are discussed with a theoretical error and condition number analysis and a numerical verification using the \textit{Å. Björk} and \textit{V. Pereyra} algorithm [Math. Comput. 24 (1970), 893-903 (1971; Zbl 0221.65054)].