Bidiagonal decompositions of Vandermonde-type matrices of arbitrary rank
Jorge Delgado, Plamen Koev, Ana Marco, José‐Javier Martínez, Juan Manuel Peña, Per‐Olof Persson, Steven Spasov
Abstract
Jorge Delgado, Plamen Koev, Ana Marco, José‐Javier Martínez, Juan Manuel Peña, Per‐Olof Persson, Steven Spasov
Abstract
We present a method to derive new explicit expressions for bidiagonal decompositions of Vandermonde and related matrices such as the (q-, h-) Bernstein-Vandermonde ones, among others. These results generalize the existing expressions for nonsingular matrices to matrices of arbitrary rank. For totally nonnegative matrices of the above classes, the new decompositions can be computed efficiently and to high relative accuracy componentwise in floating point arithmetic. In turn, matrix computations (e.g., eigenvalue computation) can also be performed efficiently and to high relative accuracy.
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We present a method to derive new explicit expressions for bidiagonal decompositions of Vandermonde and related matrices such as the (q-, h-) Bernstein-Vandermonde ones, among others. These results generalize the existing expressions for nonsingular matrices to matrices of arbitrary rank. For totally nonnegative matrices of the above classes, the new decompositions can be computed efficiently and to high relative accuracy componentwise in floating point arithmetic. In turn, matrix computations (e.g., eigenvalue computation) can also be performed efficiently and to high relative accuracy.
Key concepts: Vandermonde matrix, Mathematics, Invertible matrix, Eigenvalues and eigenvectors, Computation, Rank (graph theory), Type (biology), Matrix (chemical analysis)