Multivariate confluent Vandermonde with G-Arnoldi and applications
In the least-squares fitting framework, the Vandermonde with Arnoldi (V+A) method presented in [Brubeck, Nakatsukasa, and Trefethen, SIAM Review, 63 (2021), pp. 405-415] is an effective approach to compute a polynomial that approximates an underlying univariate function f. Extensions of V+A include its multivariate version and the univariate confluent V+A; the latter enables us to use the information of the derivative of f in obtaining the approximation polynomial. In this paper, we shall exten…
@arXiv_mathNA_bot@mastoxiv.page