A Fast Novel Recursive Algorithm for Computing the Inverse of a Generalized Vandermonde Matrix

Abstract

The main research object of this paper is to present a systematic computational procedure for computing the inverse of a generalized Vandermonde matrix. Short and rigorous proofs for the formulas of the determinant and the inverse of a generalized Vandermonde matrix are proposed. The computational cost of this method is O(n2). The proposed method can be used efficiently for hand calculation as well as for computer programming. Some examples are given for the sake of illustration. Furthermore, we present a simulation study to compare the time spent to calculate the inverse using the proposed algorithm and the inverse function in Maple.