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arXiv 2407.05945math.NAcs.NA
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一种基于Arnoldi的多项式与有理最小二乘问题求解方法

An Arnoldi-based approach to polynomial and rational least squares problems

Amin Faghih, Marc Van Barel, Niel Van Buggenhout, Raf Vandebril

AI总结:

本文针对高次多项式与有理最小二乘问题中系数矩阵病态导致精度下降的问题,提出基于Arnoldi正交化的Krylov子空间方法,并通过算例验证了其有效性。

摘要:

在本研究中,我们求解多项式、Sobolev多项式、有理以及Sobolev有理最小二乘问题。尽管在求解最小二乘问题时提高逼近次数能够更好地拟合数据,但系数矩阵的病态性会导致在较高次数下逼近精度急剧下降。为克服这一缺陷,我们首先证明系数矩阵的列空间等价于一个Krylov子空间。随后建立正交多项式或有理函数与Krylov子空间正交基之间的联系,以便利用Arnoldi正交化等Krylov子空间方法。此外,文中提供了若干算例以说明该理论及所提方法的性能。

英文摘要:

In this research, we solve polynomial, Sobolev polynomial, rational, and Sobolev rational least squares problems. Although the increase in the approximation degree allows us to fit the data better in attacking least squares problems, the ill-conditioning of the coefficient matrix fuels the dramatic decrease in the accuracy of the approximation at higher degrees. To overcome this drawback, we first show that the column space of the coefficient matrix is equivalent to a Krylov subspace. Then the connection between orthogonal polynomials or rational functions and orthogonal bases for Krylov subspaces in order to exploit Krylov subspace methods like Arnoldi orthogonalization is established. Furthermore, some examples are provided to illustrate the theory and the performance of the proposed approach.

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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