Section: New Results

Approximation theory

In [59], M. Herda et al. propose an iterative algorithm for the numerical computation of sums of squares of polynomials approximating given data at prescribed interpolation points. The method is based on the definition of a convex functional $G$ arising from the dualization of a quadratic regression over the Cholesky factors of the sum of squares decomposition. In order to justify the construction, the domain of $G$, the boundary of the domain and the behavior at infinity are analyzed in details. When the data interpolate a positive univariate polynomial, we show that in the context of the Lukacs sum of squares representation, $G$ is coercive and strictly convex which yields a unique critical point and a corresponding decomposition in sum of squares. For multivariate polynomials which admit a decomposition in sum of squares and up to a small perturbation of size $\epsilon$, $G^{\epsilon }$ is always coercive and so its minimum yields an approximate decomposition in sum of squares. Various unconstrained descent algorithms are proposed to minimize $G$. Numerical examples are provided, for univariate and bivariate polynomials.

In [47], M. Herda et al. investigate the numerical approximation of bounded functions by polynomials satisfying the same bounds. The contribution makes use of the recent algebraic characterization found in [91] and [92] where an interpretation of monovariate polynomials with two bounds is provided in terms of a quaternion algebra and the Euler four-squares formulas. Thanks to this structure, the authors generate a new nonlinear projection algorithm onto the set of polynomials with two bounds. The numerical analysis of the method provides theoretical error estimates showing stability and continuity of the projection. Some numerical tests illustrate this novel algorithm for constrained polynomial approximation.