Loading web-font TeX/Main/Regular

Tuesday, 8 March 2016

Evaluating Vandermonde Determinants

Suppose we have four points (x_1,y_1),(x_2,y_2),(x_3,y_3),(x_4,y_4). If we want to find a cubic polynomial a+bx+cx^2+dx^3 passing through these points, we have to solve \underbrace{\begin{pmatrix}1&x_1&x_1^2&x_1^3\\1&x_2&x_2^2&x_2^3\\1&x_3&x_3^2&x_3^3\\1&x_4&x_4^2&x_4^3\end{pmatrix}}_{=A}\begin{pmatrix}a\\b\\c\\d\end{pmatrix}=\begin{pmatrix}y_1\\y_2\\y_3\\y_4\end{pmatrix}.
There is always a unique solution when A is invertible. A is actually a Vandermonde matrix, which is invertible if all the x_i's are distinct. How do we evaluate a Vandermonde determinant? As an example, let's consider A=\begin{pmatrix}1&3&9&27\\1&2&4&8\\1&4&16&64\\1&5&25&125\end{pmatrix}.
Replace the last row with the variable x. Let f(x)=\begin{pmatrix}1&3&9&27\\1&2&4&8\\1&4&16&64\\1&x&x^2&x^3\end{pmatrix}.
We see that f(2)=f(3)=f(4)=0 and \det(A)=f(5). Since f(x) is a cubic polynomial, we must have f(x)=k(x-2)(x-3)(x-4), where k is a constant. Now we perform cofactor expansion along the last row: f(x)=1\cdot c_{41}+x\cdot c_{42}+x^2\cdot c_{43}+x^3\cdot c_{44}.
Comparing the coefficients of x^3 of the two expressions, we have k=c_{44}=\begin{vmatrix}1&3&9\\1&2&4\\1&4&16\end{vmatrix}.
Do you notice something? This problem is related to recursion! Using the same trick, we can argue that c_{44}=(4-3)(4-2)(2-3)=-2. Finally, f(5)=-2(5-2)(5-3)(5-4)=-12.

Reference:
vandermonde

No comments:

Post a Comment