Vector Orthogonal Polynomials and Least Squares Approximation
Vector Orthogonal Polynomials and Least Squares Approximation
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, …