Vandermonde matrices on integer nodes (Q1267061)
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English | Vandermonde matrices on integer nodes |
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Vandermonde matrices on integer nodes (English)
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25 May 1999
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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)].
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Vandermonde matrix
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Frobenius norm
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error analysis
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LU factorization
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condition number
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