Abstract
This paper presents a new algorithm for the solution of linear equations with a Vandermonde coefficient matrix. The algorithm can also be used to solve the dual problem. Since the algorithm uses a block decomposition of the matrix, it is especially suitable for parallel computation. A variation of the block decomposition leads to the efficient solution of the interpolation problem with complex-conjugate interpolation points where the coefficients of the interpolating polynomial are real. In addition the algorithm can be used to solve some kinds of confluent Vandermonde systems.
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W. P. Tang is a graduate student in the Computer Science Department at Stanford University, on leave from the Institute of Computing Technology of the Chinese Academy of Science in Peking.
The work of Professor Golub was in part supported by NSF Grant No. MCS78-11985.
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Tang, W.P., Golub, G.H. The block decomposition of a vandermonde matrix and its applications. BIT 21, 505–517 (1981). https://doi.org/10.1007/BF01932847
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DOI: https://doi.org/10.1007/BF01932847