Vandermonde with Arnoldi

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...

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Bibliographic Details
Main Authors:	Brubeck, PD, Nakatsukasa, Y, Trefethen, LN
Format:	Journal article
Language:	English
Published:	Society for Industrial and Applied Mathematics 2021

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