Vandermonde Matrices with Chebyshev Nodes
نویسنده
چکیده
For n × n Vandermonde matrix Vn = (αi−1 j )1≤i j≤n with translated Chebyshev zero nodes, it is discovered that V T n admits an explicit QR decomposition with the R-factor consisting of the coefficients of the translated Chebyshev polynomials of degree less than n. This decomposition then leads to an exact expression for the condition number of its submatrix Vk,n = (αi−1 j )1≤i≤k,1≤j≤n (so-called rectangular Vandermonde matrix), bounds on individual singular value, and more. It is explained that how these results can be used to establish asymptotically optimal lower bounds on condition numbers of real rectangular Vandermonde matrices and nearly optimal conditioned real rectangular Vandermonde matrices on a given interval. Extensions are also made for Vn with nodes being zeros of any (translated) orthogonal polynomials other than Chebyshev ones. It is also discovered that for Vn+1 with translated Chebyshev extreme nodes, V T n+1 admits an explicit QR-like decomposition as well. This QR-like decomposition also yields similar conclusions to those for Vn with translated Chebyshev zero nodes. Applications to the study of sharpness in existing error bounds for the conjugate gradient method and the minimal residual method for linear systems and the symmetric Lanczos method for eigenvalue problems are also discussed.
منابع مشابه
Vandermonde systems on Gauss-Lobatto Chebyshev nodes
This paper deals with Vandermonde matrices Vn whose nodes are the Gauss–Lobatto Chebyshev nodes, also called extrema Chebyshev nodes. We give an analytic factorization and explicit formula for the entries of their inverse, and explore its computational issues. We also give asymptotic estimates of the Frobenius norm of both Vn and its inverse and present an explicit formula for the determinant o...
متن کاملFast inversion of Chebyshev { Vandermonde matrices 1
This paper contains two fast algorithms for inversion of ChebyshevvVander-monde matrices of the rst and second kind. They are based on special representations of the Bezoutians of Chebyshev polynomials of both kinds. The paper also contains the results of numerical experiments which show that the algorithms proposed here are not only much faster, but also more stable than other algorithms avail...
متن کاملAsymptotically Optimal Lower Bounds for the Condition Number of a Real Vandermonde Matrix
Lower bounds on the condition number minκp(V ) of a Vandermonde matrix V are established in terms of the dimension n or n and the largest absolute value among all nodes that define the Vandermonde matrix. Many bounds here are asymptotically sharp, and compare favorably to those of the same kind due to Gautschi and Inglese (Numer. Math., 52 (1988), 241–250) who considered either all positive nod...
متن کاملA fast Björck-Pereyra-like algorithm for solving quasiseparable- Hessenberg-Vandermonde systems
In this paper we derive a fast O(n) algorithm for solving linear systems where the coefficient matrix is a polynomial-Vandermonde VR(x) = [rj−1(xi)] matrix with polynomials R related to a quasiseparable matrix. The result is a generalization of the well-known Björck-Pereyra algorithm for classical Vandermonde systems. As will be shown, many important systems of polynomials are related to quasis...
متن کاملSuperresolution, the Recovery of Missing Samples, and Vandermonde Matrices on the Unit Circle
The purpose of this paper is to study the conditioning of complex Vandermonde matrices, in reference to applications such as superresolution and the problem of recovering missing samples in band-limited signals. The results include bounds for the singular values of Vandermonde matrices whose nodes are complex numbers on the unit circle. It is shown that, under certain conditions, such matrices ...
متن کامل