Tikhonov regularisation in standard form for polynomial basis conversion (Q1384399)
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English | Tikhonov regularisation in standard form for polynomial basis conversion |
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Tikhonov regularisation in standard form for polynomial basis conversion (English)
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15 November 1998
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The linear equation that gives the transformation of coefficients in a change of polynomial bases is always nonsingular and, for high degrees of the polynomials, usually ill conditioned. Hence, instead of solving the linear system \(Ax=b\), the author proposes to solve a regularized minimum problem \(\min (\| Ax- b\|^2 +\alpha^2 \| x\|^2)\), using singular value decomposition. He derives a sufficient condition for the stability of the procedure by comparing the condition number of the regularized problem with the original one and discusses more general minimum problems that may exhibit better stability properties and gives pictures resulting of a change of Bézier into \(B\)-splines where the solution of \(Ax=b\) gives totally unacceptable results. \{It would be desirable to compare the efficiency of the method given here with a direct solution based, e.g., on algorithm 3.8.1 in \textit{W. Bunse} and \textit{A. Bunse-Gerstner}'s book [Numerische lineare Algebra (1985; Zbl 0547.65018)]\}.
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Bézier spline
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Tikhonov regularisation
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polynomial basis conversion
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\(B\)-splines
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singular value decomposition
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condition number
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