Nonlinear approximation of functions based on nonnegative least squares solver

DOI10.1002/NLA.2522MaRDI QIDQ6137141zbMATH OpenFDO

Authors P. N. Vabishchevich

Publication date 18 January 2024

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2301.05881

zbMATH Keywords

approximation by the sum of exponentsnonlinear approximation of functionnonnegative least squares methodrational approximation

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Numerical computation of matrix exponential and similar matrix functions (65F60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Abstract: In computational practice, most attention is paid to rational approximations of functions and approximations by the sum of exponents. We consider a wide enough class of nonlinear approximations characterized by a set of two required parameters. The approximating function is linear in the first parameter; these parameters are assumed to be positive. The individual terms of the approximating function represent a fixed function that depends nonlinearly on the second parameter. A numerical approximation minimizes the residual functional by approximating function values at individual points. The second parameter's value is set on a more extensive set of points of the interval of permissible values. The proposed approach's key feature consists in determining the first parameter on each separate iteration of the classical non-negative least squares method. The computational algorithm is used to rational approximate the function $x^{-alpha},0<alpha<1,xgeq1$. The second example concerns the approximation of the stretching exponential function $exp(-x^{alpha}),quad0<alpha<1$ at $xgeq0$ by the sum of exponents.

Cited in

(1)

• Computational algorithm for nonlinear approximation of functions

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