Talk
Condition numbers of Vandermonde matrices with nearly-colliding nodes
- Dominik Nagel (Universität Osnabrück)
Abstract
The condition number of rectangular Vandermonde matrices with nodes on the complex unit circle is important for the stability analysis of algorithms that solve trigonometric mo- ment problems, e.g. Prony’s method. In the univariate case and with well-separated nodes, this condition number is well understood, but if nodes are nearly-colliding, the situation becomes more complicated. After recalling Prony’s method, results for the condition number of Vandermonde matrices with pairs of nearly-colliding nodes are presented. This is joint work with Stefan Kunis.