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Bibliographic Details
Main Authors: Rebollo-Neira, Laura, Laurie, Jason
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2407.03349
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author Rebollo-Neira, Laura
Laurie, Jason
author_facet Rebollo-Neira, Laura
Laurie, Jason
contents An adaptive procedure for constructing polynomials which are biorthogonal to the basis of monomials in the same finite-dimensional inner product space is proposed. By taking advantage of available orthogonal polynomials, the proposed methodology reduces the well-known instability problem arising from the matrix inversion involved in classical polynomial regression. The recurrent generation of the biorthogonal basis facilitates the upgrading of all its members to include an additional one. Moreover, it allows for a natural downgrading of the basis. This convenient feature leads to a straightforward approach for reducing the number of terms in the polynomial regression approximation. The merit of this approach is illustrated through a series of examples where the resulting biorthogonal basis is derived from Legendre, Laguerre, and Chebyshev orthogonal polynomials.
format Preprint
id arxiv_https___arxiv_org_abs_2407_03349
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Recursive construction of biorthogonal polynomials for handling polynomial regression
Rebollo-Neira, Laura
Laurie, Jason
Numerical Analysis
46 (Functional Analysis), 41 (Approximations and expansions)
An adaptive procedure for constructing polynomials which are biorthogonal to the basis of monomials in the same finite-dimensional inner product space is proposed. By taking advantage of available orthogonal polynomials, the proposed methodology reduces the well-known instability problem arising from the matrix inversion involved in classical polynomial regression. The recurrent generation of the biorthogonal basis facilitates the upgrading of all its members to include an additional one. Moreover, it allows for a natural downgrading of the basis. This convenient feature leads to a straightforward approach for reducing the number of terms in the polynomial regression approximation. The merit of this approach is illustrated through a series of examples where the resulting biorthogonal basis is derived from Legendre, Laguerre, and Chebyshev orthogonal polynomials.
title Recursive construction of biorthogonal polynomials for handling polynomial regression
topic Numerical Analysis
46 (Functional Analysis), 41 (Approximations and expansions)
url https://arxiv.org/abs/2407.03349