Vandermonde with Arnoldi

Abstract: 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.

It's remarkable how widely this trick is applicable. Half a dozen examples will be presented.

This is joint work with Pablo Brubeck and Yuji Nakatsukasa.

computational engineering, finance, and sciencenumerical analysis

Audience: researchers in the topic

E-NLA - Online seminar series on numerical linear algebra

Series comments: E-NLA is an online seminar series dedicated to topics in Numerical Linear Algebra. Talks take place on Wednesdays at 4pm (Central European Time) via Zoom and are initially scheduled on a weekly basis.

To join the seminar, please complete the sign up form at the bottom of the webpage. Information about how to connect to the conference call will be circulated via email to all registered attendees.