Vandermonde matrix

Summary

In linear algebra, a Vandermonde matrix, named after Alexandre-Théophile Vandermonde, is a matrix with the terms of a geometric progression in each row: an matrix

with entries , the jth power of the number , for all zero-based indices and .[1] Most authors define the Vandermonde matrix as the transpose of the above matrix.[2][3]

The determinant of a square Vandermonde matrix (when ) is called a Vandermonde determinant or Vandermonde polynomial. Its value is:

This is non-zero if and only if all are distinct (no two are equal), making the Vandermonde matrix invertible.

Applications edit

The polynomial interpolation problem is to find a polynomial   which satisfies   for given data points  . This problem can be reformulated in terms of linear algebra by means of the Vandermonde matrix, as follows.   computes the values of   at the points   via a matrix multiplication  , where   is the vector of coefficients and   is the vector of values (both written as column vectors):

 
If   and   are distinct, then V is a square matrix with non-zero determinant, i.e. an invertible matrix. Thus, given V and y, one can find the required   by solving for its coefficients   in the equation  :[4]

 .

That is, the map from coefficients to values of polynomials is a bijective linear mapping with matrix V, and the interpolation problem has a unique solution. This result is called the unisolvence theorem, and is a special case of the Chinese remainder theorem for polynomials.

In statistics, the equation   means that the Vandermonde matrix is the design matrix of polynomial regression.

In numerical analysis, solving the equation   naïvely by Gaussian elimination results in an algorithm with time complexity O(n3). Exploiting the structure of the Vandermonde matrix, one can use Newton's divided differences method[5] (or the Lagrange interpolation formula[6][7]) to solve the equation in O(n2) time, which also gives the UL factorization of  . The resulting algorithm produces extremely accurate solutions, even if   is ill-conditioned.[2] (See polynomial interpolation.)

The Vandermonde determinant is used in the representation theory of the symmetric group.[8]

When the values   belong to a finite field, the Vandermonde determinant is also called the Moore determinant, and has properties which are important in the theory of BCH codes and Reed–Solomon error correction codes.

The discrete Fourier transform is defined by a specific Vandermonde matrix, the DFT matrix, where the   are chosen to be nth roots of unity. The Fast Fourier transform computes the product of this matrix with a vector in O(n log2n) time.[9]

In the physical theory of the quantum Hall effect, the Vandermonde determinant shows that the Laughlin wavefunction with filling factor 1 is equal to a Slater determinant. This is no longer true for filling factors different from 1 in the fractional quantum Hall effect.

In the geometry of polyhedra, the Vandermonde matrix gives the normalized volume of arbitrary  -faces of cyclic polytopes. Specifically, if   is a  -face of the cyclic polytope   corresponding to  , then

 

Determinant edit

The determinant of a square Vandermonde matrix is called a Vandermonde polynomial or Vandermonde determinant. Its value is the polynomial

 

which is non-zero if and only if all   are distinct.

The Vandermonde determinant was formerly sometimes called the discriminant, but in current terminology the discriminant of a polynomial   is the square of the Vandermonde determinant of the roots  . The Vandermonde determinant is an alternating form in the  , meaning that exchanging two   changes the sign, and   thus depends on order for the  . By contrast, the discriminant   does not depend on any order, so that Galois theory implies that the discriminant is a polynomial function of the coefficients of  .

The determinant formula is proved below in three ways. The first uses polynomial properties, especially the unique factorization property of multivariate polynomials. Although conceptually simple, it involves non-elementary concepts of abstract algebra. The second proof is based on the linear algebra concepts of change of basis in a vector space and the determinant of a linear map. In the process, it computes the LU decomposition of the Vandermonde matrix. The third proof is more elementary but more complicated, using only elementary row and column operations.

First proof: Polynomial properties edit

The first proof relies on properties of polynomials.

By the Leibniz formula,   is a polynomial in the  , with integer coefficients. All entries of the  -th column have total degree  . Thus, again by the Leibniz formula, all terms of the determinant have total degree

 

(that is, the determinant is a homogeneous polynomial of this degree).

If, for  , one substitutes   for  , one gets a matrix with two equal rows, which has thus a zero determinant. Thus, considering the determinant as univariate in   the factor theorem implies that   is a divisor of   It thus follows that for all   and  ,   is a divisor of  

This will now be strengthened to show that the product of all those divisors of   is a divisor of   Indeed, let   be a polynomial with   as a factor, then   for some polynomial   If   is another factor of   then   becomes zero after the substitution of   for   If   the factor   becomes zero after this substitution, since the factor   remains nonzero. So, by the factor theorem,   divides   and   divides  

Iterating this process by starting from   one gets that   is divisible by the product of all   with   that is

 

where   is a polynomial. As the product of all   and   have the same degree  , the polynomial   is, in fact, a constant. This constant is one, because the product of the diagonal entries of   is  , which is also the monomial that is obtained by taking the first term of all factors in   This proves that   and finishes the proof.

 

Second proof: linear maps edit

Let F be a field containing all   and   the F vector space of the polynomials of degree less than or equal to n with coefficients in F. Let

 

be the linear map defined by

 .

The Vandermonde matrix is the matrix of   with respect to the canonical bases of   and  

Changing the basis of   amounts to multiplying the Vandermonde matrix by a change-of-basis matrix M (from the right). This does not change the determinant, if the determinant of M is 1.

The polynomials  ,  ,  , …,   are monic of respective degrees 0, 1, …, n. Their matrix on the monomial basis is an upper-triangular matrix U (if the monomials are ordered in increasing degrees), with all diagonal entries equal to one. This matrix is thus a change-of-basis matrix of determinant one. The matrix of   on this new basis is

 .

Thus Vandermonde determinant equals the determinant of this matrix, which is the product of its diagonal entries.

This proves the desired equality. Moreover, one gets the LU decomposition of V as  .

Third proof: row and column operations edit

The third proof is based on the fact that if one adds to a column of a matrix the product by a scalar of another column then the determinant remains unchanged.

So, by subtracting to each column – except the first one – the preceding column multiplied by  , the determinant is not changed. (These subtractions must be done by starting from last columns, for subtracting a column that has not yet been changed). This gives the matrix

 

Applying the Laplace expansion formula along the first row, we obtain  , with

 

As all the entries in the  -th row of   have a factor of  , one can take these factors out and obtain

 ,

where   is a Vandermonde matrix in  . Iterating this process on this smaller Vandermonde matrix, one eventually gets the desired expression of   as the product of all   such that  .

Rank of the Vandermonde matrix edit

  • An m × n rectangular Vandermonde matrix such that mn has rank m if and only if all xi are distinct.
  • An m × n rectangular Vandermonde matrix such that mn has rank n if and only if there are n of the xi that are distinct.
  • A square Vandermonde matrix is invertible if and only if the xi are distinct. An explicit formula for the inverse is known (see below).[10][3][11]

Inverse Vandermonde matrix edit

As explained above in Applications, the polynomial interpolation problem for  satisfying   is equivalent to the matrix equation  , which has the unique solution  . There are other known formulas which solve the interpolation problem, which must be equivalent to the unique  , so they must give explicit formulas for the inverse matrix  . In particular, Lagrange interpolation shows that the columns of the inverse matrix

 

are the coefficients of the Lagrange polynomials

 

where  . This is easily demonstrated: the polynomials clearly satisfy   for   while  , so we may compute the product  , the identity matrix.

Confluent Vandermonde matrices edit

As described before, a Vandermonde matrix describes the linear algebra interpolation problem of finding the coefficients of a polynomial   of degree   based on the values  , where   are distinct points. If   are not distinct, then this problem does not have a unique solution (and the corresponding Vandermonde matrix is singular). However, if we specify the values of the derivatives at the repeated points, then the problem can have a unique solution. For example, the problem

 

where  , has a unique solution for all   with  . In general, suppose that   are (not necessarily distinct) numbers, and suppose for simplicity that equal values are adjacent:

 

where   and   are distinct. Then the corresponding interpolation problem is

 

The corresponding matrix for this problem is called a confluent Vandermonde matrix, given as follows. If  , then   for a unique   (denoting  ). We let

 

This generalization of the Vandermonde matrix makes it non-singular, so that there exists a unique solution to the system of equations, and it possesses most of the other properties of the Vandermonde matrix. Its rows are derivatives (of some order) of the original Vandermonde rows.

Another way to derive this formula is by taking a limit of the Vandermonde matrix as the  's approach each other. For example, to get the case of  , take subtract the first row from second in the original Vandermonde matrix, and let  : this yields the corresponding row in the confluent Vandermonde matrix. This derives the generalized interpolation problem with given values and derivatives as a limit of the original case with distinct points: giving   is similar to giving   for small  . Geometers have studied the problem of tracking confluent points along their tangent lines, known as compacitification of configuration space.

See also edit

References edit

  1. ^ Roger A. Horn and Charles R. Johnson (1991), Topics in matrix analysis, Cambridge University Press. See Section 6.1.
  2. ^ a b Golub, Gene H.; Van Loan, Charles F. (2013). Matrix Computations (4th ed.). The Johns Hopkins University Press. pp. 203–207. ISBN 978-1-4214-0859-0.
  3. ^ a b Macon, N.; A. Spitzbart (February 1958). "Inverses of Vandermonde Matrices". The American Mathematical Monthly. 65 (2): 95–100. doi:10.2307/2308881. JSTOR 2308881.
  4. ^ François Viète (1540-1603), Vieta's formulas, https://en.wikipedia.org/wiki/Vieta%27s_formulas
  5. ^ Björck, Å.; Pereyra, V. (1970). "Solution of Vandermonde Systems of Equations". American Mathematical Society. 24 (112): 893–903. doi:10.1090/S0025-5718-1970-0290541-1. S2CID 122006253.
  6. ^ Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007). "Section 2.8.1. Vandermonde Matrices". Numerical Recipes: The Art of Scientific Computing (3rd ed.). New York: Cambridge University Press. ISBN 978-0-521-88068-8.
  7. ^ Inverse of Vandermonde Matrix (2018), https://proofwiki.org/wiki/Inverse_of_Vandermonde_Matrix
  8. ^ Fulton, William; Harris, Joe (1991). Representation theory. A first course. Graduate Texts in Mathematics, Readings in Mathematics. Vol. 129. New York: Springer-Verlag. doi:10.1007/978-1-4612-0979-9. ISBN 978-0-387-97495-8. MR 1153249. OCLC 246650103. Lecture 4 reviews the representation theory of symmetric groups, including the role of the Vandermonde determinant.
  9. ^ Gauthier, J. "Fast Multipoint Evaluation On n Arbitrary Points." Simon Fraser University, Tech. Rep (2017).
  10. ^ Turner, L. Richard (August 1966). Inverse of the Vandermonde matrix with applications (PDF).
  11. ^ "Inverse of Vandermonde Matrix". 2018.

Further reading edit

  • Ycart, Bernard (2013), "A case of mathematical eponymy: the Vandermonde determinant", Revue d'Histoire des Mathématiques, 13, arXiv:1204.4716, Bibcode:2012arXiv1204.4716Y.

External links edit

  • Vandermonde matrix at ProofWiki