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...
| Главные авторы: | , , |
|---|---|
| Формат: | Journal article |
| Язык: | English |
| Опубликовано: |
Society for Industrial and Applied Mathematics
2021
|