A Simple Solution for the Analytic Inversion of Van der Monde and Confluent Van der Monde Matrices

Abstract

In this note, a simple and elegant approach is suggested for the explicit, analytic inversion of the Van der Monde and Confluent Van der Monde matrices, based on known results for certain polynomial interpolation problems. These matrices arise in a number of signal processing applications and the closed form results should be of interest to the signal processing community.

Indexing terms:

• Matrix inversion
• Van der Monde matrix