vandermonde_approx_1d, a Fortran90 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 approximatino 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.
The code needs access to the qr_solve() and r8lib() libraries. The test code also needs access to the CONDITION and TEST_INTERP libraries.
The information on this web page is 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 and an Octave version and a Python version.
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