Multiscale matrix pencils for separable reconstruction problems

DOI10.1007/S11075-023-01564-3MaRDI QIDQ6145562zbMATH OpenFDO

Authors Annie Cuyt, Wen-shin Lee

Publication date 9 January 2024

Published in Numerical Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2008.02125

zbMATH Keywords

dilationgeneralized eigenvalue problemparametric methodsProny problemsseparable problemssparse interpolationstructured matrixtranslation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical aspects of recurrence relations (65Q30) Numerical methods for trigonometric approximation and interpolation (65T40)

Abstract: The nonlinear inverse problem of exponential data fitting is separable since the fitting function is a linear combination of parameterized exponential functions, thus allowing to solve for the linear coefficients separately from the nonlinear parameters. The matrix pencil method, which reformulates the problem statement into a generalized eigenvalue problem for the nonlinear parameters and a structured linear system for the linear parameters, is generally considered as the more stable method to solve the problem computationally. In Section 2 the matrix pencil associated with the classical complex exponential fitting or sparse interpolation problem is summarized and the concepts of dilation and translation are introduced to obtain matrix pencils at different scales. Exponential analysis was earlier generalized to the use of several polynomial basis functions and some operator eigenfunctions. However, in most generalizations a computational scheme in terms of an eigenvalue problem is lacking. In the subsequent Sections 3--6 the matrix pencil formulation, including the dilation and translation paradigm, is generalized to more functions. Each of these periodic, polynomial or special function classes needs a tailored approach, where optimal use is made of the properties of the parameterized elementary or special function used in the sparse interpolation problem under consideration. With each generalization a structured linear matrix pencil is associated, immediately leading to a computational scheme for the nonlinear and linear parameters, respectively from a generalized eigenvalue problem and one or more structured linear systems. Finally, in Section 7 we illustrate the new methods.

Review text

The authors consider the data fitting problems: Find the \(n\) parameters \(\phi_i\) and \(\alpha_i\) such that \(f_j = \sum_{i=1}^n \alpha_i g(\phi_i;t_j)\) holds, where \(t_j\) and \(f_j\) are given. This problem is reformulated into a generalized eigenvalue problem for determining the parameters \(\phi_i\) and into a structured linear system for determining the coefficients \(\alpha_i\). At first, the case \(g(\phi_i;t_j) = \exp(\phi_it_j)\) is discussed in detail. Then, the presented approach is generalized to other types of functions such as trigonometric functions, hyperbolic functions, Chebyshev polynomials of 1st, 2nd, 3rd and 4th kind, spread polynomials, distribution functions, the \(\operatorname{sinc}\) function, and the Gamma function, where in each case special ideas for the generalization are needed. Finally, the presented methods are demonstrated by examples.

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Cited in

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