On multivariate discrete least squares (Q320336)

The discrete least squares problem determine a (generally unique) function \[ f=\sum_{j\in\mathbb{N}_m} c^*_j f_j\in \text{span\,}{\mathcal F},\;{\mathcal F}= \{f_j:j\in \mathbb{N}_m\}, \text{ where }\; \mathbb{N}_m=\{1,2,\ldots,m\} \] which minimizes the square of the \(\ell^2\)-norm \[ \sum_{i\in\mathbb{N}_m}\,\Biggl(\sum_{j\in\mathbb{N}_m}c_j f_j(x_i)- y_i\Biggl)^2 \] over all vectors \(\{c_j:j\in \mathbb{N}_m\}\in \mathbb{R}^m\). The authors ask ``what happens if the components of data \(X=\{x_i:i\in\mathbb{N}_m\}\) and \(s\in O\) (some neighborhood of \(\mathbb{R}^d\) containing \(X\)) are nearly the same''. This problem was satisfactorily solved in the univariate case in Section 6 of [\textit{Y. Ju Lee} and \textit{C. A. Micchelli}, ibid. 174, 148--181 (2013; Zbl 1282.41002)]. In this paper they treat the significantly more difficult multivariate case using an approach recently provided by the authors [J. Math. Anal. Appl. 427, No. 1, 74--87 (2015; Zbl 1331.41003)].