Lower bounds for the condition number of Vandermonde matrices (Q1103693)
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English | Lower bounds for the condition number of Vandermonde matrices |
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Lower bounds for the condition number of Vandermonde matrices (English)
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1988
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Let \(V_ n(x)\) be an \(n\times n\) Vandermonde matrix, \(\kappa_{n,\infty}(x)=\| V_ n(x)\|_{\infty}\| V_ n^{- 1}(x)\|_{\infty}\) and \(\kappa_{n,\infty}=\inf \kappa_{n,\infty}(x)\) taken over all nonnegative nodes \(x_ 1>x_ 2>...>x_ n\geq 0\). Then \(\kappa_{n,\infty}\geq (n-1)\{1+(1-n^{- 1})^{-1/(n-1)}\}^{n-1}\) for \(n\geq 2\). Similar results are obtained for nodes located symmetrically with respect to the origin. The paper is based in part on earlier work of the first author [ibid. 24, 1-12 (1975; Zbl 0316.65005)]. To assess the quality of those bounds, numerical work on the spectral conditions number is included.
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Vandermonde matrix
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spectral conditions number
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