Title
Sparse polynomial interpolation: sparse recovery, super-resolution, or Prony?
Abstract
We show that the sparse polynomial interpolation problem reduces to a discrete super-resolution problem on the n-dimensional torus. Therefore, the semidefinite programming approach initiated by Candès and Fernandez-Granda (Commun. Pure Appl. Math. 67(6) 906–956, 2014) in the univariate case can be applied. We extend their result to the multivariate case, i.e., we show that exact recovery is guaranteed provided that a geometric spacing condition on the supports holds and evaluations are sufficiently many (but not many). It also turns out that the sparse recovery LP-formulation of ℓ1-norm minimization is also guaranteed to provide exact recovery provided that the evaluations are made in a certain manner and even though the restricted isometry property for exact recovery is not satisfied. (A naive sparse recovery LP approach does not offer such a guarantee.) Finally, we also describe the algebraic Prony method for sparse interpolation, which also recovers the exact decomposition but from less point evaluations and with no geometric spacing condition. We provide two sets of numerical experiments, one in which the super-resolution technique and Prony’s method seem to cope equally well with noise, and another in which the super-resolution technique seems to cope with noise better than Prony’s method, at the cost of an extra computational burden (i.e., a semidefinite optimization).
Year
DOI
Venue
2019
10.1007/s10444-019-09672-2
Advances in Computational Mathematics
Keywords
Field
DocType
Linear programming, Prony’s method, Semidefinite programming, super-resolution, 90-08, 90C22, 90C25, 65K05
Applied mathematics,Mathematical optimization,Algebraic number,Interpolation,Minification,Linear programming,Univariate,Prony's method,Mathematics,Restricted isometry property,Semidefinite programming
Journal
Volume
Issue
ISSN
45
3
1572-9044
Citations 
PageRank 
References 
0
0.34
18
Authors
3
Name
Order
Citations
PageRank
Cédric Josz100.34
jeanbernard lasserre244334.37
Bernard Mourrain31074113.70