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AND
JOHN W.
EVANS:
...,
=>
=>
* Received by the editors April 28, 1967, and in final revised form July 24, 1969.
? Department of Mathematics, University of California, Los Angeles, California 90024.
National Institutes of Health, Bethesda, Maryland 20014.
380
381
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,=o
,=o
=o
...,
Z=I
=<
-o
Pe(x, 7, P)
w,t(E(n)
P
n--0
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382
__
t?
c3a--.(llE
Tllp)p--- P(ui).
c%(Ia
>=
__
711)P >= 0
f(c)
ff
7lip) p
f((1
2)b + 2c)__< (1
f(b).
=< 1, then
2)f(b) + 2f(c),
or
f (b + 2(c
b))
Taking the limit as 2 ---, 0 we see that the directional derivative of f at b in the
direction c- b is negative;i.e., that
(ci- bi)
i=1
3f(b)
t?yi < O,
or, equivalently,
>=
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383
this section that S consists of only nonnegative real numbers. It is not true in
this case that if E is a best approximation to 7 in the norm 11"1100 and that liE 71100
0, then E is unique. It may easily happen that E is a best approximant to 7 in
the norm II"
and that wo(E(O) 7o) < lIE 7o1100. Then if/l > 0 is sufficiently
small E + 2.0" will also be a best approximant to 7 in the norm I00. We shall
show that this is the only type of nonuniqueness which occurs. With this in mind,
we say that E is a strong best approximant to 7 if E is a best approximant to 7 in
the norm ]l"
and, in addition, if 0 S, then wo(E(O) 70)
liE 71 Any
best approximant to 7 in the norm
can be changed to a strong best approximation to 7 by adding a term of the form 2.0".
THEOREM 2.2. There exists a strong best approximant E to 7. If E 7
0,
then E is unique.
Proof We shall use the fact that if n < n2 < n3 < < ns are nonnegative
integers and ul < u2 < u3 <
< ur are nonnegative real numbers such that
if u
__< r,
0, then n
0, then the matrix M whose (i,j)-entry is uqJ (1
1 __< j __< s) has the rank
min (r, s) (see [6]).
As stated in the introduction to this section there exists a best approximant
Eto 7in the norm II"
By replacingEbyE+2.0"where2>0ischosen
appropriately, we may assume that E is a strong best approximant to 7. If
IE 7t 4: 0, then E is clearly a boundary point of Cv, and by Theorem 1.1, the
degree of E is __< N. Now suppose that E
aiu7 is in reduced form. Put
=<
Mr
{nw.lE.(n)- 7,1
I1 71100}
and put ft,(E) sgn (E(n) 7.) if n Mr; otherwise put/.(E) 0. Then # Mr
r + 1; otherwise by the initial remark in this proof, the equations
xiu
-/,(E) for n Mr would have a solution and then for sufficiently small 2 > 0,
E
(ai + 2x)u] would be a positive S-exponential polynomial for which
lIE 71100 < liE 71 Now suppose that F is another strong best approximant
to 7. Put G (E + F)/2 and suppose G =lbv in reduced form; G is a
strong best approximant to 7 so that
=>
f(Y)
w,7,2,
f(Y) + f2(Y) +
n=O
where fl(Y) is a positive definite quadratic form and f2(y) is a linear form.
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384
Proof. We have
N
f(y)=
w,
n--0
YiU7
7n
i=1
A(y)
w.7.
n=0
where
i=1
and
f2(y) =-2
YiUT.
w,7,
n=0
i=1
It is clear that fa(Y) is a quadratic form which is always =>0 and that fz(Y) is a
linear form. If for some y, fa(y) 0, then
yul 0 if 0 n N. This implies
that y 0 and hence that fa(y) is positive definite.
By standard quadratic programming techniques [5] one can find
a
(a, a2, a3,
at) 0 such that f(a) infre o (f(y)). By Theorem 2.1 each
PEo(ui) is _>_0 and PEa(ui) 0 if ai :/: O. Pro(x) is a nonzero polynomial of degree
N, and hence at most N of the at are nonzero.
If # S _< N + 1, then one application ofthe quadratic programming algorithm
solves the stated problem. We assume throughout the remainder of this section
that #S>N+2.
We now describe our algorithm. We assume as given a positive S-exponential
polynomial E
(a a2
aiui in reduced form, where r < N, and define a
a3, "", at) and Ey and f(y) as before, so that E
E,. We assume that
=< =<
..., =>
=<
=a
f (a)
inf f (y).
y>-0
It follows that each Pe(u) 0. If Pe(x) > 0 for all x e S, then by Theorem 2.1,
E is a best approximant to 7 in the norm
2 and we are done. We remark that
if the point (0, 0,
0) e CN is the best approximation to 7 then the only acceptable
initial choice is the positive S-exponential polynomial of zero degree and we are
...,
done as above.
Otherwise we choose any Uo S such that 2Pe(uo)<= infxs PE(x). Suppose
z (Zo,Zl,Z2,", z,.)e R r+ and F
=o zibli" Sincer+ 1 <N+ 1, wecan
apply the quadratic programming algorithm and obtain b (bo, ba, bE, .", br)
> 0 such that Fz
Then if F0 7, we are done. Otherinfz_> o Fz
z
wise, Pvb(b) is a nonzero polynomial of degree =<N which vanishes at all u for
which b 4: 0. Thus at most N of the bg are nonzero. We renumber those u for
which b 4:0 and call them Ua,UE, U3,
U,, and call the corresponding b,
a,aE,a3,...,a,, We putE=
a(u), and repeat the above process using
E instead of E.
.,
385
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choice of
upon E).
THEOREM 3.2. Suppose E
above. Then
7= aiu
liE- 1 22
and E=
112) 2
I1(1, Uo, u,
Uos) 2.
F
Put
Proof.
=0 biu7 where bo
7=1 ai(ui)"
as constructed
4h 2
where h
PE(uo)/(2h 2) and bi
ai for 1
< __<
r.
y I.) 2
(IIF
(liE
112) =
4h 2
and clearly E
IIF y 2"
2
Put
infxs (PEj(x)).
COROLLARY 3.3. We have lim_, j 0.
Proof. Clearly _>_ 0 for all j. If the did not converge to 0, there would be
6 > 0 and infinitely many j with > 6. Put M supus I1(1, u, u2,
u)112. By
Theorem 3.2, we have for infinitely many j,
...,
112) 2
(llE+
112) 2
(llE
t2
4M 2"
But as
E- 7112
.__
(11- ll2) 2
(IIF
112) 2 + 09F(0).
.=
and F
ai and
bi
=> 0.
if0=<2=< 1, then
f((1
2)a + 2b)
=< (1
2)f(a) + 2f(b)
or
f (a +
2b
a)
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386
Thus
(bi
i=l
ai)Of(a)
f(b)
OYi <=
f(a)
<= f(b)
f(a).
or
(bi- aOPE(vi)
i=1
But if ai
O, then PE(vi)
O, hence
bP(v)
<= f(b)
f(a).
<= f (b)
f (a)
i=1
Then
--Oj
i=1
or
f (a) f (b)
<= %F(O),
FI]2 )2<(llEj
(llEj _Proof. We have the identity
112) 2 -(IIF
112) 2
%F(0).
(lls
112) 2
(lls 112) 2
ll2) 2
(11
w.(E(n)
F(n))(F(n)
,,),
n=O
but
d
d2
--(ll(a
)F +
ll=)=lz=o
w,(E(n)- F(n))(F(n)-
and since F best approximates y this expression must be nonnegative. This gives
the first inequality. The second inequality is a restatement of the theorem.
Remark 3.6. The preceding theorem and corollary together with Corollary
3.3 establish convergence in terms of the (unknown) quantity F(0). Since 0 is a
positive S-exponential polynomial,
< (I 112)
or
...,
r,
387
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THEOREM 3.7. Suppose is the closest point (in the norm I1" [[2) in CN to 7.
Then for each 6 > O, there exists jo such that if j > ja then there exists a positive
S-exponential polynomial Fj which represents and such that Ej is 6-close to Fj.
Proof. Suppose not. Then there exists 6 > 0 and infinitely many j such that
Ej is not f-close to any positive S-exponential polynomial which represents 7.
Replace the sequence Ej by a subsequence in such a way that the above holds for
all j. Each such Ej can be written in the form
aijuTj where the aij 0 and the
uij S. The aj are bounded by Ej(0). Thus, by replacing the sequence Ej by an
appropriate subsequence, we may assume that limj aj ai and limj_ uij ui
is a positive S-exponential polynomial
exist for each i. Then clearly E
which represents and for all sufficiently large j, Ej is f-close to E. This contradiction completes the proof.
>=
au
= =
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388
is fixed at zero during this procedure the final value of z is just that given by the
quadratic programming algorithm. In no more than half the iterations could it
happen that two or more of the zi were fixed at zero so that the proof of convergence
is basically unchanged.
The "cleanup" procedure operates in a similar fashion. Let F(u, z)
ziu.
and assume that for initial ul < u2 <
< u,., u.i S, the best approximant has
1, ..-, r. In this case we move one of the ui in the direction which
zj > 0, j
decreases IF(u,z)- 71 2 as before, always choosing the zj so as to minimize
liE(u, z) 7 2, fixing at zero any z which becomes zero in the process until
c3
c3u
liE(u, z)
or until u is restrained by the boundary of Z [0, 1]. The pairs Zk and Uk are
then eliminated from F(u, z) for all j such that z was fixed at zero.
If the described algorithm terminates with E, of degree r, we arbitrarily
cycle through the u applying this cleanup step a total of 2r times.
Example 4.1. Values of 70,71, "", 723 are taken from C. Lanczos [7, p. 276].
The data is said to be constructed from 0.0951e -kx + 0.8607e -3kx + 1.557e -Skx
given accurately to within one half unit of the second decimal for x 0.05 with
k 0, 1,..., 23. The zero exponential polynomial is taken as Eo. We have
E1 71 22 10.631 and at n 42 the basic procedure terminates with ]42 71122
.000101. E42 has degree 6 and two constants are dropped in the cleanup procedure and the final approximant is E
biu7 with
4=
b
b2
b3
.0066,
tx
.00000000000,
2.0401,
/2
.7954728176,
.3881,
.8934011100,
.0751,
tL
.9488167032,
and lie 1122 .000101. We note that the expression given for the generation
of the data is approximately
0,
..., 23.
REFERENCES
[1] N. I. AKHIEZER, The Classical Moment Problem, Oliver and Boyd, Edinburgh, 1965.
[2] G. BROWNELL AND A. CALLAHAN, Transform methods for data analysis, Ann. New York Acad.
Sci., 108 (1963), pp. 172-181.
[3] J. W. EVANS, D. G. CANTOR AND J. R. NORMAN, The dead space in a compartmental lung model,
Bull. Math. Biophys., 29 (1967), pp. 711-717.
[4] D. GARDNER, Resolution of multi-component exponential-decay curves using Fourier transforms,
Ann. New York Acad. Sci., 108 (1963), pp. 195-203.
[5] G. HADLEY, Non-Linear and Dynamic Programming, Addison-Wesley, Reading, Massachusetts,
[6]
[7]
[8]
[9]
1964.
S. J. KARLIN AND W. J. STUDDEN, Tchebycheff Systems, Interscience, New York, 1966.
C. LANCZOS, Applied Analysis, Prentice-Hall, Englewood Cliffs, New Jersey, 1956.
J. RICE, Chebyshev approximation by exponentials, this Journal, 10 (1962), pp. 149-161.
F. VALENTINE, Convex Sets, McGraw-Hill, New York, 1964.