Real and complex analysis, 3rd ed.
Real and complex analysis, 3rd ed.
Accuracy and Stability of Numerical Algorithms
Accuracy and Stability of Numerical Algorithms
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We consider the problem of approximating a nonnegative function from the knowledge of its first Fourier coefficients. Here, we analyze a method introduced heuristically in a paper by Borwein and Huang (SIAM J. Opt. 5 (1995) 68-99), where it is shown how to construct cheaply a trigonometric or algebraic polynomial whose exponential is close in some sense to the considered function. In this note, we prove that approximations given by Borwein and Huang's method, in the trigonometric case, can be related to a nonlinear constrained optimization problem, and their convergence can be easily proved under mild hypotheses as a consequence of known results in approximation theory and spectral properties of Toeplitz matrices. Moreover, they allow to obtain an improved convergence theorem for best entropy approximations.