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Conor Joseph Mccoid
UNIGE
Commits
f4376ef4
Commit
f4376ef4
authored
Oct 13, 2021
by
Conor McCoid
Browse files
Extrap: fixed some notation in equivalence section
parent
7adfa993
Changes
1
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Inline
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Research/Extrapolation methods/notes.tex
View file @
f4376ef4
...
...
@@ -460,7 +460,7 @@ x_n & \dots & x_{n+k} \\ r_n & \dots & r_{n+k} \\ \vdots & & \vdots \\ r_{n+k-1}
Suppose we have a method such that
\begin{equation}
\begin{bmatrix}
1
&
\dots
&
1
\\
\fxi
{
n
}
&
\dots
&
\fxi
{
n+k
}
\end{bmatrix}
\vec
{
u
}
=
F
_{
n,k
}
\vec
{
u
}
=
\begin{bmatrix}
1
\\
0
\end{bmatrix}
,
\\
\hat
{
\vec
{
x
}}
=
\begin{bmatrix}
\vec
{
x
}_
n
&
\dots
&
\vec
{
x
}_{
n+k
}
\end{bmatrix}
\vec
{
u
}
= X
_{
n,k
}
\vec
{
u
}
\begin{bmatrix}
1
&
\dots
&
1
\\
\fxi
{
n
}
&
\dots
&
\fxi
{
n+k
}
\end{bmatrix}
\vec
{
u
}
=
\begin{bmatrix}
\vec
{
1
}^
\top
\\
F
_{
n,k
}
\end{bmatrix
}
\vec
{
u
}
=
\begin{bmatrix}
1
\\
0
\end{bmatrix}
,
\\
\hat
{
\vec
{
x
}}
=
\begin{bmatrix}
\vec
{
x
}_
n
&
\dots
&
\vec
{
x
}_{
n+k
}
\end{bmatrix}
\vec
{
u
}
= X
_{
n,k
}
\vec
{
u
}
\end{equation}
then one can write an equivalent method:
\begin{equation*}
...
...
@@ -468,17 +468,17 @@ then one can write an equivalent method:
\end{equation*}
where
$
\hat
{
\vec
{
u
}}$
satisfies
\begin{equation*}
F
_{
n,k
}
\hat
{
\vec
{
u
}}
=
\begin{bmatrix}
0
\\
\fxi
{
n+i
}
\end{bmatrix}
.
\begin{bmatrix}
\vec
{
1
}^
\top
\\
F
_{
n,k
}
\end{bmatrix
}
\hat
{
\vec
{
u
}}
=
\begin{bmatrix}
0
\\
\fxi
{
n+i
}
\end{bmatrix}
.
\end{equation*}
Replace
$
\hat
{
\vec
{
u
}}$
with
$
\Delta
\tilde
{
\vec
{
u
}}$
where
$
\Delta
$
is some matrix representing a differentiation operator.
The conditions on
$
\Delta
$
are that it has
$
k
-
1
$
rows and
$
k
$
columns, and its columns sum to zero.
The conditions on
$
\Delta
$
are that it has
$
k
+
1
$
rows and
$
k
$
columns, and its columns sum to zero.
Then an equivalent method is
\begin{equation*}
\hat
{
\vec
{
x
}}
=
\vec
{
x
}_{
n+i
}
- X
_{
n,k
}
\Delta
\tilde
{
\vec
{
u
}}
\end{equation*}
where
\begin{equation*}
F
_{
n,k
}
\Delta
\tilde
{
\vec
{
u
}}
=
\begin{bmatrix}
0
\\
\fxi
{
n+i
}
\end{bmatrix}
.
\begin{bmatrix}
\vec
{
1
}^
\top
\\
F
_{
n,k
}
\end{bmatrix
}
\Delta
\tilde
{
\vec
{
u
}}
=
\begin{bmatrix}
0
\\
\fxi
{
n+i
}
\end{bmatrix}
\implies
F
_{
n,k
}
\Delta
\tilde
{
\vec
{
u
}}
=
\fxi
{
n+i
}
.
\end{equation*}
Some standard choices of
$
\Delta
$
:
\begin{equation*}
...
...
@@ -490,9 +490,8 @@ For example, if $\vec{f} : \bbr^d \to \bbr^d$ and $k< d$ then each of the presen
If
$
k>d
$
then they are overdetermined.
To solve the system(s) one can multiply by a matrix
$
A
^
\top
$
:
\begin{equation*}
A
^
\top
F
_{
n,k
}
\vec
{
u
}
=
A
^
\top
\begin{bmatrix}
1
\\
0
\end{bmatrix}
,
\quad
A
^
\top
F
_{
n,k
}
\Delta
\tilde
{
\vec
{
u
}}
= A
^
\top
\
begin{bmatrix}
0
\\
\fxi
{
n+i
}
\end{bmatrix}
.
\begin{bmatrix}
\vec
{
1
}^
\top
\\
A
^
\top
F
_{
n,k
}
\end{bmatrix}
\vec
{
u
}
=
\begin{bmatrix}
1
\\
0
\end{bmatrix}
,
\quad
A
^
\top
F
_{
n,k
}
\Delta
\tilde
{
\vec
{
u
}}
= A
^
\top
\
fxi
{
n+i
}
.
\end{equation*}
The first column of
$
A
^
\top
$
should be
$
\begin
{
bmatrix
}
1
&
0
\end
{
bmatrix
}^
\top
$
to preserve the first equation of the system.
Note that
$
\hat
{
\vec
{
x
}}$
is always in the span of
$
\set
{
\vec
{
x
}_{
n
+
i
}}_{
i
=
0
}^
k
$
.
Therefore, if
$
k<d
$
then
$
\hat
{
\vec
{
x
}}$
is in a restricted subspace of
$
\bbr
^
d
$
.
...
...
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