[Numpy-discussion] Polynomial implementation in numpy.ma
Stéfan van der Walt
stefan@sun.ac...
Sat Sep 17 14:04:04 CDT 2011
On Sat, Sep 17, 2011 at 9:40 AM, Charles R Harris
<charlesr.harris@gmail.com> wrote:
> The Vandermonde matrix needs to be used for the fitting so nothing should be
> changed there.
I remember now where I heard this:
http://people.maths.ox.ac.uk/trefethen/mythstalk.pdf
Specifically, the statement: "Some well-known algorithms take O(n^2)
operations (e.g. naïve Lagrange formula)
or are exponentially unstable (e.g. Vandermonde matrices based on
monomials x^k )."
I wasn't sure whether to interpret that as the Vandermonde-based
algorithm being flawed, or the polynomial fitting problem on an
equidistant grid being ill-conditioned in general.
Regards
Stéfan
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