Vandermonde with Arnoldi

Vandermonde matrices are exponentially ill-conditioned, rendering the familiar “polyval(polyfit)” algorithm for polynomial interpolation and least-squares fitting ineffective at higher degrees. We show that Arnoldi orthogonalization fixes the problem. This amounts to on-the-fly construction of discr...

Повний опис

Бібліографічні деталі
Автори: Brubeck, PD, Nakatsukasa, Y, Trefethen, LN
Формат: Journal article
Мова:English
Опубліковано: Society for Industrial and Applied Mathematics 2021

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