vandermonde_approx_1d, a MATLAB code which finds a polynomial approximant to 1D data by setting up and solving an overdetermined linear system involving the Vandermonde matrix.
This software is primarily intended as an illustration of the problems that can occur when the approximation problem is naively formulated using the Vandermonde matrix. Unless the data points are well separated, and the degree of the polynomial is low, the linear system will become very difficult to store and solve accurately, because the monomials used as basis vectors by the Vandermonde approach become indistinguishable.
VANDERMONDE_APPROX_1D needs access to the R8LIB library. The test code also needs access to the TEST_INTERP library.
The computer code and data files described and made available on this web page are distributed under the MIT license
vandermonde_approx_1d is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
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