Vandermonde with Arnoldi

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• Yuji Nakatsukasa (University of Oxford; National Institute of Informatics)
• Tuesday 10 December 2019, 13:30-14:00
• Seminar Room 1, Newton Institute.

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CATW03 - Computational complex analysis

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.

This talk is part of the Isaac Newton Institute Seminar Series series.

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