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arXiv 0806.2797math.NAcs.NA
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Bernstein基下的多项式最小二乘拟合

Polynomial least squares fitting in the Bernstein basis

Universidad de Alcalá(阿尔卡拉大学)

Ana Marco, Jose-Javier Martinez

AI总结:

针对Bernstein基多项式回归问题,利用系数矩阵的双对角分解实现QR分解,进而求解最小二乘问题。

摘要:

考虑多项式回归问题,其中通常的单项式基被Bernstein基取代。待求解的超定方程组(最小二乘意义下)的系数矩阵A为矩形Bernstein-Vandermonde矩阵。为了使用基于A的QR分解的方法,第一步是计算系数矩阵A的双对角分解。基于该双对角分解,应用算法得到A的QR分解。最后,利用A的R因子的双对角分解求解三角系统。文中包含一些数值实验,展示了该方法的性能。

英文摘要:

The problem of polynomial regression in which the usual monomial basis is replaced by the Bernstein basis is considered. The coefficient matrix A of the overdetermined system to be solved in the least squares sense is then a rectangular Bernstein-Vandermonde matrix. In order to use the method based on the QR decomposition of A, the first stage consists of computing the bidiagonal decomposition of the coefficient matrix A. Starting from that bidiagonal decomposition, an algorithm for obtaining the QR decomposition of A is the applied. Finally, a triangular system is solved by using the bidiagonal decomposition of the R-factor of A. Some numerical experiments showing the behavior of this approach are included.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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