A relation between the Hilbert and Vandermonde matrices (Q1814243)
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English | A relation between the Hilbert and Vandermonde matrices |
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A relation between the Hilbert and Vandermonde matrices (English)
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25 June 1992
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Using a classical result for Gauss-Christoffel quadrature formulas a matrix expression \({\mathcal H}_ n(\mu)=W^*_ nW_ n\) is obtained where \({\mathcal H}_ n(\mu)\) is the Hankel matrix with parameters \(\mu_ 1,\dots,\mu_{2n-1}\) and \(W_ n=D_ \lambda V_ n(\xi)\) where \(D_ \lambda=\text{Diag}[\sqrt{\lambda_ 1},\dots,\sqrt{\lambda_ n}]\) and \(V_ n(\xi)\) is the Vandermonde matrix with nodes \(\xi_ 1,\ldots,\xi_ n\). If \(w\) is a positive weight function defined on the interval [0,1] then \(\mu_ 1,\mu_ 2,\dots\) are its moments and \(0<\xi_ 1<\xi_ 2<\cdots<\xi_ n<1\) ( Christoffel abscissas) are the zeros of the orthogonal polynomials with respect to \(w\). The positive real numbers \(\lambda_ 1,\dots,\lambda_ n\) ( Christoffel weights) satisfy \(\int^ 1_ 0\rho(x)w(x)dx=\sum\lambda_ k\rho(\xi_ k)\) where \(\rho(x)\) is an arbitrary polynomial of degree \(\leq 2n-1\). If \(w\equiv 1\) the corresponding Christoffel abscissas are the zeros of the Legendre polynomials in [0,1] and the Hankel matrix \({\mathcal H}_ n(\mu)\) is the \(n\)-th order segment of the Hilbert matrix \({\mathcal H}_ n\). The asymptotic behaviour of the spectral condition number \(k_{2,n}(V_ n(\xi_ e))\) is studied where \(\xi_ l\) is the vector of zeros of the Legendre polynomial of degree \(n\) and the following result is obtained: \(c_ 1e^{\alpha_ n}n^{-3/2}\leq k_{2,n}(V_ n(\xi_ e))\leq c_ 2n^{1/2}e^{\alpha_ n}\) where \(\alpha_ n=1.762\dots\) and \(c_ 1,c_ 2>0\). The relative asymptotic condition number \(\kappa_ n\) is a measure of the instability of a system of nonlinear equations. It is shown for large \(n\) that \(\kappa_ n>c_ 1(\mu_ 1)a_ nk_{T,n}({\mathcal H}_ n)\) where \(c_ 1(\mu_ 1)=c\min\{\mu_ 1,\mu_ 1^{-1}\}\), \(c>0\) \(a_ n=n^{-5}\), and \(k_{T,n}({\mathcal H}_ n)\) is the Turing condition number.
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Gauss-Christoffel quadrature formulas
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Hankel matrix
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Vandermonde matrix
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Christoffel abscissas
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orthogonal polynomials
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Christoffel weights
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Legendre polynomials
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Hilbert matrix
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asymptotic behaviour
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spectral condition number
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Turing condition number
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