Vandermonde Matrices with Nodes in the Unit Disk and the Large Sieve

January 10, 2017 Β· Declared Dead Β· πŸ› Applied and Computational Harmonic Analysis

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Authors CΓ©line Aubel, Helmut BΓΆlcskei arXiv ID 1701.02538 Category cs.IT: Information Theory Cross-listed math.FA, math.NA, math.NT Citations 49 Venue Applied and Computational Harmonic Analysis Last Checked 5 months ago
Abstract
We derive bounds on the extremal singular values and the condition number of NxK, 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 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 \in C with |z|<=1. Compared to BazΓ‘n'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 BazΓ‘n'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.
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