Symbolic-numeric sparse interpolation of multivariate polynomials

  • Authors:
  • Mark Giesbrecht;George Labahn;Wen-shin Lee

  • Affiliations:
  • David R. Cheriton School of Computer Science, University of Waterloo, Canada;David R. Cheriton School of Computer Science, University of Waterloo, Canada;Departement Wiskunde en Informatica, Universiteit Antwerpen, Belgium

  • Venue:
  • Journal of Symbolic Computation
  • Year:
  • 2009

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Abstract

We consider the problem of sparse interpolation of an approximate multivariate black-box polynomial in floating point arithmetic. That is, both the inputs and outputs of the black-box polynomial have some error, and all numbers are represented in standard, fixed-precision, floating point arithmetic. By interpolating the black box evaluated at random primitive roots of unity, we give efficient and numerically robust solutions. We note the similarity between the exact Ben-Or/Tiwari sparse interpolation algorithm and the classical Prony's method for interpolating a sum of exponential functions, and exploit the generalized eigenvalue reformulation of Prony's method. We analyse the numerical stability of our algorithms and the sensitivity of the solutions, as well as the expected conditioning achieved through randomization. Finally, we demonstrate the effectiveness of our techniques in practice through numerical experiments and applications.