A multi-level algorithm for the solution of moment problems
Numerical Analysis
2025-10-20 v1 Numerical Analysis
Abstract
We study numerical methods for the solution of general linear moment problems, where the solution belongs to a family of nested subspaces of a Hilbert space. Multi-level algorithms, based on the conjugate gradient method and the Landweber--Richardson method are proposed that determine the "optimal" reconstruction level a posteriori from quantities that arise during the numerical calculations. As an important example we discuss the reconstruction of band-limited signals from irregularly spaced noisy samples, when the actual bandwidth of the signal is not available. Numerical examples show the usefulness of the proposed algorithms.
Cite
@article{arxiv.math/9901121,
title = {A multi-level algorithm for the solution of moment problems},
author = {Otmar Scherzer and Thomas Strohmer},
journal= {arXiv preprint arXiv:math/9901121},
year = {2025}
}