Optimally scaled and optimally conditioned Vandermonde and Vandermonde-like matrices

被引:22
作者
Gautschi, Walter [1 ]
机构
[1] Purdue Univ, Dept Comp Sci, W Lafayette, IN 47907 USA
关键词
Singular value decomposition; Condition numbers; Vandermonde matrices; Optimal scaling; Optimal conditioning; ORTHOGONAL POLYNOMIALS; SYSTEMS;
D O I
10.1007/s10543-010-0293-1
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Vandermonde matrices with real nodes are known to be severely ill-conditioned. We investigate numerically the extent to which the condition number of such matrices can be reduced, either by row-scaling or by optimal configurations of nodes. In the latter case we find empirically the condition of the optimally conditioned n x n Vandermonde matrix to grow exponentially at a rate slightly less than (1+ root 2)(n). Much slower growth-essentially linear-is observed for optimally conditioned Vandermonde-Jacobi matrices. We also comment on the computational challenges involved in determining condition numbers of highly ill-conditioned matrices.
引用
收藏
页码:103 / 125
页数:23
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