A fast and accurate algorithm for solving linear systems associated with a class of negative matrix
Zhao Yang · Numerical Linear Algebra with Applications · 2022
Abstract A class of negative matrices including Vandermonde‐like matrices tends to be extremely ill‐conditioned, and linear systems associated with this class of matrices appear in the polynomial interpolation problems. In this article, we present a fast and accurate algorithm with complexity to solve the linear systems whose coefficient matrices belong to the class of negative matrix. We show that the inverse of any such matrix is generated in a subtraction‐free manner. Consequently, the solutions of linear systems associated with the class of negative matrix are accurately determined by parameterization matrices of coefficient matrices, and a pleasantly componentwise forward error is provided to illustrate that each component of the solution is computed to high accuracy. Numerical experiments are performed to confirm the claimed high accuracy.