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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

AN EFFICIENT ALGORITHM FOR THE CLASSICAL LEAST SQUARES APPROXIMATION

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Author(s):
Dimitrov, Dimitar K. [1] ; Peixoto, Lourenco L. [2]
Total Authors: 2
Affiliation:
[1] Univ Estadual Paulista, Dept Matemat, IBILCE, BR-15054000 Sao Jose Do Rio Preto, SP - Brazil
[2] Inst Fed Minas Gerais, Dept Matemat, BR-36415000 Congonhas, MG - Brazil
Total Affiliations: 2
Document type: Journal article
Source: SIAM JOURNAL ON SCIENTIFIC COMPUTING; v. 42, n. 5, p. A3233-A3249, 2020.
Web of Science Citations: 0
Abstract

We explore the computational issues concerning a new algorithm for the classical least-squares approximation of N samples by an algebraic polynomial of degree at most n when the number N of the samples is very large. The algorithm is based on a recent idea about accurate numerical approximations of sums with large numbers of terms. For a fixed n, the complexity of our algorithm in double precision accuracy is O(1). It is faster and more precise than the standard algorithm in MATLAB. (AU)

FAPESP's process: 16/09906-0 - Harmonic analysis, approximation theory and applications
Grantee:Dimitar Kolev Dimitrov
Support Opportunities: Research Projects - Thematic Grants