Explicit solution of the polynomial least-squares approximation problem on Chebyshev extrema nodes

DOI10.1016/J.LAA.2006.11.014MaRDI QIDQ875008zbMATH OpenOpenAlexFDO

Authors A. Eisinberg, Giuseppe Fedele

Publication date 10 April 2007

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2006.11.014

zbMATH Keywords

algorithmChebyshev extrema nodesCholesky factorizationcombinatorial identitiesleast squares approximationnumerical experimentspolynomial approximation

Mathematics Subject Classification ID

Algorithms for approximation of functions (65D15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Review text

The paper presents an explicit solution to the polynomial least squares approximation problem on Chebyshev extrema nodes. It is shown that the inverse of the normal matrix on the given set of nodes can be represented as the sum of two symmetric matrices: a full rank matrix which admits a Cholesky factorization, and a 2-rank matrix. Further, an efficient algorithm is developed and studied. The numerical properties of the proposed algorithm are thoroughly discussed. Several numerical experiments are carried out to confirm and illustrate that the proposed algorithm is fast and accurate.

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Cited in

(6)

• An optimized iterative method for numerical solution of large systems of equations based on the extremal property of zeroes of Chebyshev polynomials
• On the normal matrix of the polynomial LS problem over the Chebyshev points
• Constrained near-minimax approximation by weighted expansion and interpolation using Chebyshev polynomials of the second, third, and fourth kinds
• scientific article; zbMATH DE number 238290 (Why is no real title available?)
• Explicit solution of the finite time \(L_{2}\)-norm polynomial approximation problem
• Gauss-Lobatto to Bernstein polynomials transformation

Describes a project that uses

Uses Software

• Mathematica
• OPQ

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