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Quant版 - inverse of Vandermonde matrix
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j******n
发帖数: 271
1
I'm trying to find the inverse of the Vandermonde matrix (a_{ij}) with
a_{ij} = \omega^{(i-1)(j-1)}, 1<=i,j<=N
where \omega is a non-trivial root of z^N-1=0. Can someone shed some light
or point me to some references?
p*****k
发帖数: 318
2
from wikipedia, reference 2:
Macon & Spitzbart, "Inverses of Vandermonde Matrices"
The American Mathematical Monthly, Vol. 65, No. 2 (Feb., 1958), pp. 95-100
j******n
发帖数: 271
3
Great. Thank you!
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