Title
Fast factorization of rectangular Vandermonde matrices with Chebyshev nodes
Abstract
The polynomial interpolation problem with distinct interpolation points and the polynomial represented in the power basis gives rise to a linear system of equations with a Vandermonde matrix. This system can be solved efficiently by exploiting the structure of the Vandermonde matrix with the aid of the Björck–Peyrera algorithm. We are concerned with polynomial least-squares approximation at the zeros of Chebyshev polynomials. This gives rise to a rectangular Vandermonde matrix. We describe fast algorithms for the factorization of these matrices. Both QR and QR-like factorizations are discussed. The situations when the nodes are extreme points of Chebyshev polynomials or zeros of some classical orthogonal polynomial also are considered.
Year
DOI
Venue
2019
10.1007/s11075-018-0560-9
Numerical Algorithms
Keywords
Field
DocType
Vandermonde matrix, Fast factorization, Chebyshev nodes
Chebyshev nodes,Chebyshev polynomials,Applied mathematics,Orthogonal polynomials,Polynomial interpolation,Polynomial,Matrix (mathematics),Mathematical analysis,Interpolation,Vandermonde matrix,Mathematics
Journal
Volume
Issue
ISSN
81.0
2
1572-9265
Citations 
PageRank 
References 
0
0.34
1
Authors
3
Name
Order
Citations
PageRank
Mykhailo Kuian100.34
Lothar Reichel245395.02
Sergij V. Shiyanovskii300.68