On using the minimum spanning tree algorithm for optimal secant approximation of derivatives

• The following problem is considered. Given m + 1 points {xi}0m in Rn which generate an m-dimensional linear manifold, construct for this manifold a maximally linearly independent basis that consists of vectors of the form xi - xj. This problem is present in, e.g., stable variants of the secant method, where it is required to approximate the Jacobian matrix f' of a nonlinear mapping f by using values off computed at m + 1 points. In this case, it is also desirable to have a combination of finite differences with maximal linear independence. As a natural measure of linear independence, we consider a functional which is maximized to find an optimal combination of m pairs {xi, xj}. We show that the problem is not of combinatorial complexity but can be reduced to the minimum spanning tree (MST) problem, which is solved by an MST-type algorithm in O(m2n) time.

Ämnesord

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

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