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arXiv 1408.0210math.NAcs.NA
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平移不变核的快速求和方法

A Fast Summation Method for translation invariant kernels

Fabien Casenave

摘要:

我们推导出一种快速多极子方法(FMM),其中使用经验插值方法(EIM)获得的内核的低秩近似。与经典的基于插值的FMM不同,EIM是一种非线性逼近方法,它构造的插值点和插值基与所考虑的核函数相适应。使用核本身的评估获得基函数。我们将自己限制为双线性不变的内核,其中修改后的版本的EIM近似可以用于在多级FMM的上下文中,我们称所获得的算法经验插值快速多极子方法(EIFMM)。EIFMM的一个重要特征是内核远场行为的低秩近似所产生的插值误差的内置误差估计:该算法选择确保结果的给定精度所需的插值点的最佳数量,从而为非均匀内核带来重要的增益。

英文摘要:

We derive a Fast Multipole Method (FMM) where a low-rank approximation of the kernel is obtained using the Empirical Interpolation Method (EIM). Contrary to classical interpolation-based FMM, where the interpolation points and basis are fixed beforehand, the EIM is a nonlinear approximation method which constructs interpolation points and basis which are adapted to the kernel under consideration. The basis functions are obtained using evaluations of the kernel itself. We restrict ourselves to translation-invariant kernels, for which a modified version of the EIM approximation can be used in a multilevel FMM context; we call the obtained algorithm Empirical Interpolation Fast Multipole Method (EIFMM). An important feature of the EIFMM is a built-in error estimation of the interpolation error made by the low-rank approximation of the far-field behavior of the kernel: the algorithm selects the optimal number of interpolation points required to ensure a given accuracy for the result, leading to important gains for inhomogeneous kernels.

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