The eigenvalues of matrices that occur in certain interpolation problems

The eigenvalues of the matrices that occur in certain finite-dimensional interpolation problems are directly related to their well posedness and strongly depend on the distribution of the interpolation knots, that is, on the sampling set. We study this dependency as a function of the sampling set itself and give accurate bounds for the eigenvalues of the interpolation matrices. The bounds can be evaluated in as few as four arithmetic operations, and therefore, they greatly simplify the assessment of sampling sets regarding numerical stability. The accuracy and usefulness of the bounds are illustrated with examples.

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