Optimally scaled and optimally conditioned Vandermonde and Vandermonde-like matrices
Vandermonde matrices with real nodes are known to be severely ill-conditioned. We investigate numerically the extent to which the condition number of such matrices can be reduced, either by row-scaling or by optimal configurations of nodes. In the latter case we find empirically the condition of the optimally conditioned n x n Vandermonde matrix to grow exponentially at a rate slightly less than (1+ root 2)(n). Much slower growth-essentially linear-is observed for optimally conditioned Vandermonde-Jacobi matrices. We also comment on the computational challenges involved in determining condition numbers of highly ill-conditioned matrices.
optimal scaling optimal conditioning vandermonde matrices condition numbers singular value decomposition