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arxiv: 1501.00160 · v3 · pith:X5PNLKVInew · submitted 2014-12-31 · 💻 cs.NA · cs.SC· math.NA

Accurate solution of near-colliding Prony systems via decimation and homotopy continuation

classification 💻 cs.NA cs.SCmath.NA
keywords systempronyconsidercontinuationdecimationhankel-typehomotopynear-colliding
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We consider polynomial systems of Prony type, appearing in many areas of mathematics. Their robust numerical solution is considered to be difficult, especially in "near-colliding" situations. We consider a case when the structure of the system is a-priori fixed. We transform the nonlinear part of the Prony system into a Hankel-type polynomial system. Combining this representation with a recently discovered "decimation" technique, we present an algorithm which applies homotopy continuation to an appropriately chosen Hankel-type system as above. In this way, we are able to solve for the nonlinear variables of the original system with high accuracy when the data is perturbed.

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