
MITACS Seminar Series on Mathematics of Computer Algebra and AnalysisProbabilistic Algorithms for the Stable Interpolation of Sparse Approximate PolynomialsMark Giesbrecht, Symbolic Computation Group, University of Waterloo
Abstract: Interpolation of polynomials is a fundamentally important problem in both numerical and algebraic computing, and has been very well studied for its mathematical properties. The usual (dense) representation of multivariate polynomials can get very large, even at relatively low degrees, when the number of variables is modest. Exploiting sparsity is a key to computing efficiently with them. Hence, we consider the problem of sparse interpolation of approximate multivariate polynomials. We work in the "black box" model, where we can evaluate the polynomial at any point, but have no information on how the values are computed or obtained. Both the inputs and outputs of the blackbox polynomial will be assumed to have some error, and all numbers are represented in standard, fixedprecision, floating point arithmetic. We present a "probabilistically stable" algorithm which gives a numerically reliable solution with high probability. We also note (and use) the strong similarity between the exact BenOr & Tiwari (1988) sparse interpolation algorithm and the classical Prony's (1795) method for interpolating a sum of exponential functions, and exploit the generalized eigenvalue reformulation of Prony's method. We look at the numerical stability of our algorithms and the sensitivity of the solutions, as well as the expected numerical conditioning achieved through randomization. This is joint work with Wenshin Lee and George Labahn. 