The Accurate and Efficient Solution of a Totally Positive Generalized Vandermonde Linear System (Q5317657)

\textit{Å. Björck} and \textit{V. Pereyra} [Math. Comput. 24, 893--903 (1970; Zbl 0221.65054)] introduced an algorithm for Vandermonde matrices which solves the linear system with componentwise small relative errors, independent of the condition number, due to the use of the Newton interpolation. The authors of the present paper prove that Björck-Pereyra-type methods also exist for totally positive linear systems as long as the initial minors can be computed accurately. The accuracy and efficiency of the new method is due to the fact that substractive cancellation can be avoided using a new fast and accurate evaluation of the Schur function [cf. \textit{J. Demmel} and \textit{P. Koev}, Math. Comput. 75, No. 253, 223--239 (2006; Zbl 1076.05083)]. Algorithms for the bidiagonal decomposition, the LDU decomposition and the computation of the inverse of totally positive generalized Vandermonde matrices are presented.