Accession Number:

AD0695796

Title:

ONE-SIDED APPROXIMATIONS BY LINEAR COMBINATIONS OF FUNCTIONS,

Descriptive Note:

Corporate Author:

BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB

Personal Author(s):

• Marsaglia,George

Report Date:

1969-09-01

Pagination or Media Count:

18.0

Abstract:

The paper discusses how to approximate a function gx from one side by a linear combination of functions f sub 1 x, ..., f sub n x so as to minimize the area between the two. It discusses the problem as one of finding the point where a moving hyperplane last touches a convex set and an approximate procedure based on linear programming methods. It gives details of an algorithm for solving the problem, examples, and applications to Monte Carlo Theory--generating random variables in a computer. Author

Descriptors:

• (*FUNCTIONS(MATHEMATICS)
• *APPROXIMATION(MATHEMATICS))
• LINEAR PROGRAMMING
• MONTE CARLO METHOD
• CONVEX SETS
• ITERATIONS
• RANDOM VARIABLES
• ALGORITHMS
• SUBROUTINES

Subject Categories:

• Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE