AN EFFICIENT ALGORITHM FOR THE CLASSICAL LEAST SQUARES APPROXIMATION

dc.contributorUniversidade Estadual Paulista (Unesp)
dc.contributorInst Fed Minas Gerais
dc.date.accessioned2021-06-25T12:29:53Z
dc.date.accessioned2022-12-19T22:57:12Z
dc.date.available2021-06-25T12:29:53Z
dc.date.available2022-12-19T22:57:12Z
dc.date.created2021-06-25T12:29:53Z
dc.date.issued2020-01-01
dc.identifierSiam Journal On Scientific Computing. Philadelphia: Siam Publications, v. 42, n. 5, p. A3233-A3249, 2020.
dc.identifier1064-8275
dc.identifierhttp://hdl.handle.net/11449/209807
dc.identifier10.1137/19M1259936
dc.identifierWOS:000600650100011
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5390404
dc.description.abstractWe 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.
dc.languageeng
dc.publisherSiam Publications
dc.relationSiam Journal On Scientific Computing
dc.sourceWeb of Science
dc.subjectleast squares approximation
dc.subjectGaussian quadrature
dc.subjectorthogonal Gram polynomials
dc.subjectWDDK method
dc.subjectNewton-Raphson method
dc.subjectGolub-Welsch algorithm
dc.titleAN EFFICIENT ALGORITHM FOR THE CLASSICAL LEAST SQUARES APPROXIMATION
dc.typeArtículos de revistas


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