A recursive algorithm for computing the inverse of the Vandermonde matrix

Abstract

The inverse of a Vandermonde matrix has been used for signal processing, polynomial interpolation, curve fitting, wireless communication, and system identification. In this paper, we propose a novel fast recursive algorithm to compute the inverse of a Vandermonde matrix. The algorithm computes the inverse of a higher order Vandermonde matrix using the available lower order inverse matrix with a computational cost of $ O(n^2) $ . The proposed algorithm is given in a matrix form, which makes it appropriate for hardware implementation. The running time of the proposed algorithm to find the inverse of a Vandermonde matrix using a lower order Vandermonde matrix is compared with the running time of the matrix inversion function implemented in MATLAB.

Keywords

• vandermonde matrix
• recursive algorithm
• matrix inversion