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...

詳細記述

書誌詳細
主要な著者: Brubeck, PD, Nakatsukasa, Y, Trefethen, LN
フォーマット: Journal article
言語:English
出版事項: Society for Industrial and Applied Mathematics 2021