[Math] Solving linear equations with Vandermonde

determinantlinear algebra

Given this:

$$\begin{pmatrix} 1 & 1 & 1 & … & 1 \\ a_1 & a_2 & a_3 & … & a_n \\ a_1^2 & a_2^2 & a_3^2 & … & a_n^2 \\ \vdots & \vdots & \vdots & \vdots & \vdots \\ a_1^{n-1} & a_2^{n-1} & a_3^{n-1} & … & a_n^{n-1}\end{pmatrix} \begin{pmatrix} x_1 \\ x_2 \\ x_3 \\ \vdots \\ x_n\end{pmatrix} = \begin{pmatrix} 1 \\ b \\ b^2 \\ \vdots \\ b^{n-1} \end{pmatrix} $$

We need to solve this.
Now it is obviously by Cramer's rule, but how do we calculate $\det(A)$ and $\det(A_j)$? It is related to Vandermonde because it looks like it except that it is transposed.

And help is appreciated! thank you!

Best Answer

The Vandermonde determinant is equal to

$$\det \begin{pmatrix} 1 & 1 & 1 & ... & 1 \\ a_1 & a_2 & a_3 & ... & a_n \\ a_1^2 & a_2^2 & a_3^2 & ... & a_n^2 \\ \vdots & \vdots & \vdots & \vdots & \vdots \\ a_1^{n-1} & a_2^{n-1} & a_3^{n-1} & ... & a_n^{n-1}\end{pmatrix} = \prod_{i<j}(a_i-a_j)$$

Therefore, by Cramer's rule the solution of your linear system is

$$x_k = \frac{\prod_{\substack{i<j \\ k \leftrightarrow b}}(a_i-a_j)}{\prod_{i<j}(a_i-a_j)}$$

in which I introduced some notation to indicate that in the upper product, the $a_k$'s have to be switched for the $b$'s.

As suggested by Martin, this simplifies further to

$$x_k = \prod_{i\neq k}\frac{a_i-b}{a_i-a_k}$$

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