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Vandermonde with Arnoldi

Presented by: 
Yuji Nakatsukasa University of Oxford, National Institute of Informatics
Date: 
Tuesday 10th December 2019 - 13:30 to 14:00
Venue: 
INI Seminar Room 1
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.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons