Vandermonde with Arnoldi

Brubeck, PD; Nakatsukasa, Y; Trefethen, LN

Brubeck, PD (corresponding author), Univ Oxford, Math Inst, Oxford OX2 6GG, England.

SIAM REVIEW, 2021; 63 (2): 405

Abstract

Vandermonde matrices are exponentially ill-conditioned, rendering the familiar "polyval(polyfit)"algorithm for polynomial interpolation and least-squa......

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