Can I stably invert a Vandermonde matrix with many small values in R?
updated on this question: I have closed this question and I will post a new question focus on R package Rmpfr. To conclude this question and to help others, I will post my codes of the inverse of a Vandermonde Matrix from its explicit inverse formula. The generation terms are the x's in [here] 1 . I am not a skilled programmer. Therefore I don't expect my codes to be the most efficient one. I post the codes here because it is better than nothing. library(gtools) #input is the generation vector of terms of Vandermonde matrix. FMinv <- function(base){ n=length(base) inv=matrix(nrow=n,ncol=n) for