Orthogonal projections are optimal algorithms (Q788227)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Orthogonal projections are optimal algorithms |
scientific article |
Statements
Orthogonal projections are optimal algorithms (English)
0 references
1984
0 references
By the use of Housholder transformations it is shown that orthogonal projections onto the range of the adjoint of the information operator are, in a very general sense, optimal algorithms. This allows a unified presentation of worst case optimal algorithms and average case optimal algorithms relative to Gaussian measures on infinite dimensional Hilbert spaces. The choice of optimal information is also discussed.
0 references
Housholder transformations
0 references
optimal algorithms
0 references
Gaussian measures
0 references
infinite dimensional Hilbert spaces
0 references
optimal information
0 references
