Vandermonde matrices with nodes in the unit disk and the large sieve

Authors

Céline Aubel and Helmut Bölcskei

Reference

Applied and Computational Harmonic Analysis, 2017, to appear.

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Abstract

We derive bounds on the extremal singular values and the condition number of N x K, with N >= K, Vandermonde matrices with nodes in the unit disk. The mathematical techniques we develop to prove our main results are inspired by a link—first established by Selberg [1] and later extended by Moitra [2]—between the extremal singular values of Vandermonde matrices with nodes on the unit circle and large sieve inequalities. Our main conceptual contribution lies in establishing a connection between the extremal singular values of Vandermonde matrices with nodes in the unit disk and a novel large sieve inequality involving polynomials in z ∈ C with |z| <= 1. Compared to Bazán’s upper bound on the condition number [3], which, to the best of our knowledge, constitutes the only analytical result—available in the literature—on the condition number of Vandermonde matrices with nodes in the unit disk, our bound not only takes a much simpler form, but is also sharper for certain node configurations. Moreover, the bound we obtain can be evaluated consistently in a numerically stable fashion, whereas the evaluation of Bazán’s bound requires the solution of a linear system of equations which has the same condition number as the Vandermonde matrix under consideration and can therefore lead to numerical instability in practice. As a byproduct, our result—when particularized to the case of nodes on the unit circle—slightly improves upon the Selberg–Moitra bound.

Keywords

Vandermonde matrices, extremal singular values, condition number, unit disk, large sieve, Hilbert's inequality


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