vandermonde_approx_2d, a FORTRAN90 code which finds P(X,Y), a polynomial approximant to Z which depends on two independent variables X and Y, 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.
The code needs access to the QR_SOLVE and R8LIB libraries. The test code also needs access to the TEST_INTERP_2D library.
The computer code and data files described and made available on this web page are distributed under the MIT license
vandermonde_approx_2d is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
QR_SOLVE, a FORTRAN90 code which computes the least squares solution of a linear system A*x=b.
R8LIB, a FORTRAN90 code which contains many utility routines using double precision real (R8) arithmetic.
TEST_INTERP_2D, a FORTRAN90 code which defines test problems for interpolation of data (x,y,z(x,y)), with the data points (x,y) scattered irregularly.
VANDERMONDE_APPROX_1D, a FORTRAN90 code which finds a polynomial approximant to data y(x) of a 1D argument by setting up and solving an overdetermined linear system for the polynomial coefficients, involving the Vandermonde matrix.
VANDERMONDE_INTERP_2D, a FORTRAN90 code which finds a polynomial interpolant to data z(x,y) of a 2D argument by setting up and solving a linear system for the polynomial coefficients, involving the Vandermonde matrix.