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Title: Vector orthogonal polynomials and least squares approximation
Authors: Bultheel, Adhemar ×
Van Barel, Marc
Issue Date: Feb-1993
Publisher: Department of Computer Science, K.U.Leuven
Series Title: TW Reports vol:TW184
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.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Numerical Analysis and Applied Mathematics Section
× corresponding author

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