Solution of Vandermonde systems of equations

Abstract

We obtain in this paper a considerable improvement over a method developed earlier by Ballester and Pereyra for the solution of systems of linear equations with Vandermonde matrices of coefficients. This is achieved by observing that a part of the earlier algorithm is equivalent to Newton’s interpolation method. This allows also to produce a progressive algorithm which is significantly more efficient than previous available methods. Algol-60 programs and numerical results are included. Confluent Vandermonde systems are also briefly discussed.