Title
Vector Orthogonal Polynomials and Least Squares Approximation
Abstract
We describe an algorithm for complex discrete least squares approximation, which turns out to be very efficient when function values are prescribed in points on the real axis or on the unit circle. In the case of polynomial approximation, this reduces to algorithms proposed by Rutishauser, Gragg, Harrod, Reichel, Ammar, and others. The underlying reason for efficiency is the existence of a recurrence relation for orthogonal polynomials, which are used to represent the solution. We show how these ideas can be generalized to least squares approximation problems of a more general nature.
Year
DOI
Venue
1995
10.1137/S0895479893244572
SIAM J. Matrix Analysis Applications
Keywords
DocType
Volume
squares approximation,squares approximation problem,underlying reason,unit circle,qr factorization,polynomial approximation,function value,orthogonal polynomial,: vector orthogonal polynomials,general nature,real axis,vector orthogonal polynomials,discrete least squares approxima- tion,recurrence relation,least squares approximation,least square
Journal
16
Issue
ISSN
Citations 
3
0895-4798
13
PageRank 
References 
Authors
3.08
0
2
Name
Order
Citations
PageRank
Adhemar Bultheel121734.80
Marc Van Barel229445.82