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A matrix QR-factorization approach to common factor extraction in the noisy data case

机译:噪声数据情况下矩阵QR分解方法提取公因子

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The obvious approach to computing the common factor (i.e., greatest common divisor (GCD)) between polynomials over a real number field is to employ Euclid's algorithm. However, this algorithm is not robust if the polynomial coefficients are perturbed by noise. Here we see that GCD computation is equivalent to QR-factorizing a rank deficient near-to-Toeplitz matrix derived from the Sylvester matrix of the polynomials. Given noisy data the matrix is only nearly rank deficient. We summarize a computationally efficient and numerically reliable algorithm for QR-factorizing the nearly rank deficient matrix.
机译:计算实数字段上的多项式之间的公因子(即最大公除数(GCD))的显而易见的方法是采用Euclid算法。但是,如果多项式系数受到噪声干扰,则该算法将不可靠。在这里,我们看到GCD计算等效于QR分解从多项式的Sylvester矩阵得出的秩不足的近Toeplitz矩阵。给定嘈杂的数据,矩阵仅几乎秩不足。我们总结了一种用于QR分解近似秩不足矩阵的计算有效且数值可靠的算法。

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