On the condition number of Vandermonde matrices with pairs of nearly-colliding nodes.
Stefan KunisDominik NagelPublished in: Numer. Algorithms (2021)
Keyphrases
- condition number
- linear algebra
- correlation matrix
- sparse matrices
- condition numbers
- interior point methods
- sparse matrix
- regression model
- singular value decomposition
- coefficient matrix
- pairwise
- power spectrum
- higher order
- model selection
- covariance matrix
- linear programming
- numerical stability
- least squares
- multiscale