English

Vandermonde Matrices with Nodes in the Unit Disk and the Large Sieve

Information Theory 2017-08-07 v3 Functional Analysis math.IT Numerical Analysis Number Theory

Abstract

We derive bounds on the extremal singular values and the condition number of NxK, with N>=K, Vandermonde matrices with nodes in the unit disk. The mathematical techniques we develop to prove our main results are inspired by a link---first established by by Selberg [1] and later extended by Moitra [2]---between the extremal singular values of Vandermonde matrices with nodes on the unit circle and large sieve inequalities. Our main conceptual contribution lies in establishing a connection between the extremal singular values of Vandermonde matrices with nodes in the unit disk and a novel large sieve inequality involving polynomials in z \in C with |z|<=1. Compared to Baz\'an's upper bound on the condition number [3], which, to the best of our knowledge, constitutes the only analytical result---available in the literature---on the condition number of Vandermonde matrices with nodes in the unit disk, our bound not only takes a much simpler form, but is also sharper for certain node configurations. Moreover, the bound we obtain can be evaluated consistently in a numerically stable fashion, whereas the evaluation of Baz\'an's bound requires the solution of a linear system of equations which has the same condition number as the Vandermonde matrix under consideration and can therefore lead to numerical instability in practice. As a byproduct, our result---when particularized to the case of nodes on the unit circle---slightly improves upon the Selberg-Moitra bound.

Cite

@article{arxiv.1701.02538,
  title  = {Vandermonde Matrices with Nodes in the Unit Disk and the Large Sieve},
  author = {Céline Aubel and Helmut Bölcskei},
  journal= {arXiv preprint arXiv:1701.02538},
  year   = {2017}
}

Comments

45 pages, 2 figures, accepted for publication in Applied and Computational Harmonic Analysis

R2 v1 2026-06-22T17:45:52.181Z