Fast and Stable Pascal Matrix Algorithms

11/22/2017

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by   Samuel F. Potter, et al.

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In this paper, we derive a family of fast and stable algorithms for multiplying and inverting n × n Pascal matrices that run in O(n log^2 n) time and are closely related to De Casteljau's algorithm for Bézier curve evaluation. These algorithms use a recursive factorization of the triangular Pascal matrices and improve upon the cripplingly unstable O(n log n) fast Fourier transform-based algorithms which involve a Toeplitz matrix factorization. We conduct numerical experiments which establish the speed and stability of our algorithm, as well as the poor performance of the Toeplitz factorization algorithm. As an example, we show how our formulation relates to Bézier curve evaluation.