The structured sensitivity of Vandermonde-like systems

Bartels, S.G. and Higham, D.J. (1992) The structured sensitivity of Vandermonde-like systems. Numerische Mathematik, 62. pp. 17-33. ISSN 0029-599X (http://dx.doi.org/10.1007/BF01396218)

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Abstract

We consider a general class of structured matrices that includes (possibly confluent) Vandermonde and Vandermonde-like matrices. Here the entries in the matrix depend nonlinearly upon a vector of parameters. We define, condition numbers that measure the componentwise sensitivity of the associated primal and dual solutions to small componentwise perturbations in the parameters and in the right-hand side. Convenient expressions are derived for the infinity norm based condition numbers, and order-of-magnitude estimates are given for condition numbers defined in terms of a general vector norm. We then discuss the computation of the corresponding backward errors. After linearising the constraints, we derive an exact expression for the infinity norm dual backward error and show that the corresponding primal backward error is given by the minimum infinity-norm solution of an underdetermined linear system. Exact componentwise condition numbers are also derived for matrix inversion and the least squares problem, and the linearised least squares backward error is characterised.

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