VANDERMONDE
Accurate Solution of Vandermonde Systems

VANDERMONDE is a C++ library which implements the Bjork-Pereyra algorithm for accurate solution of linear systems involving the Vandermonde matrix.

A univariate NxN Vandermonde matrix is defined by a parameter vector ALPHA of N distinct real values, and has the form:

        1             1            ... 1
        alpha1        alpha2       ... alphan
        alpha1^2      alpha2^2     ... alphan^2
        ...           ...          ... ...
        alpha1^(n-1)  alpha2^(n-1) ... alphan^(n-1)
      

If p(x) is a polynomial of degree N-1, which is required to interpolate a function f(x) at N distinct points ALPHA, then the coefficients C of the polynomial can be found from the interpolation equations, which can be written as a linear system involving a transposed Vandermonde matrix:

        1    alpha1  alpha1^2  ... alpha1^(n-1)    c0           f(alpha1)
        1    alpha2  alpha2^2  ... alpha2^(n-1)    c1           f(alpha2)
        ...  ...     ...       ... ...             ...       =  ...
        1    alphan  alphan^2  ... alphan^(n-1)    c(n-1)       f(alphan)
      

Licensing:

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

Languages:

VANDERMONDE is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

LINPLUS, a C++ library which carries out operations such as matrix-vector products, matrix factorization, direct and iterative linear solvers for matrices in a variety of formats, including banded, border-banded, circulant, lower triangular, pentadiagonal, sparse, symmetric, toeplitz, tridiagonal, upper triangular and vandermonde formats.

QUADRATURE_WEIGHTS_VANDERMONDE, a C++ library which computes the weights of a quadrature rule using the Vandermonde matrix, assuming that the points have been specified.

TEST_MAT, a C++ library which defines test matrices for which some of the determinant, eigenvalues, inverse, null vectors, P*L*U factorization or linear system solution are already known, including the Vandermonde matrix.

VANDERMONDE_APPROX_1D, a C++ library which finds a polynomial approximant to data of a 1D argument by setting up and solving an overdetermined linear system for the polynomial coefficients, involving the Vandermonde matrix.

VANDERMONDE_APPROX_2D, a C++ library which finds a polynomial approximant p(x,y) to data z(x,y) of a 2D argument by setting up and solving an overdetermined linear system for the polynomial coefficients involving the Vandermonde matrix.

VANDERMONDE_INTERP_1D, a C++ library which finds a polynomial interpolant to a function of 1D data by setting up and solving a linear system for the polynomial coefficients, involving the Vandermonde matrix.

VANDERMONDE_INTERP_2D, a C++ library which finds a polynomial interpolant to data z(x,y) of a 2D argument by setting up and solving a linear system for the polynomial coefficients, involving the Vandermonde matrix.

Reference:

1. Ake Bjorck, Victor Pereyra,
   Solution of Vandermonde Systems of Equations,
   Mathematics of Computation,
   Volume 24, Number 112, October 1970, pages 893-903.
2. Gustavo Galimberti, Victor Pereyra,
   Numerical Differentiation and the Solution of Multidimensional Vandermonde Systems,
   Mathematics of Computation,
   Volume 24, Number 110, April 1970, pages 357-364.
3. Nicholas Higham,
   Stability analysis of algorithms for solving confluent Vandermonde-like systems,
   SIAM Journal on Matrix Analysis and Applications,
   Volume 11, 1990, pages 23-41.

Source Code:

• vandermonde.cpp, the source code.
• vandermonde.hpp, the include file.

Examples and Tests:

• vandermonde_test.cpp, a sample calling program.
• vandermonde_test.txt, the output file.

List of Routines:

• BIVAND1 returns a bidimensional Vandermonde1 matrix.
• DVAND solves a Vandermonde system A' * x = b.
• DVANDPRG solves a Vandermonde system A' * x = f progressively.
• PVAND solves a Vandermonde system A * x = b.
• PVANDPRG solves a Vandermonde system A * x = f progressively.
• R8MAT_MTV_NEW multiplies a transposed matrix times a vector.
• R8MAT_MV_NEW multiplies a matrix times a vector.
• R8MAT_PRINT prints an R8MAT.
• R8MAT_PRINT_SOME prints some of an R8MAT.
• R8VEC_COPY_NEW copies an R8VEC to a new R8VEC.
• R8VEC_PRINT prints an R8VEC.
• R8VEC_UNIFORM_01_NEW returns a new unit pseudorandom R8VEC.
• TIMESTAMP prints the current YMDHMS date as a time stamp.
• VAND1 returns the Vandermonde1 matrix A with 1's on the first row.

You can go up one level to the C++ source codes.