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arXiv 2007.16126math.NAcs.NA
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基于Chebyshev插值的泛函Tucker逼近

Functional Tucker approximation using Chebyshev interpolation

Sergey Dolgov, Daniel Kressner, Christoph Strössner

摘要:

这项工作是关于近似的三元函数定义在张量积域通过功能评估。将张量化切比雪夫插值与低多线性秩的塔克分解相结合,产生可以非常有效地计算和存储的函数近似。现有的Chebfun 3算法[Hashemi和Trefethen,SIAM J. Sci.计算:39(2017)]使用类似的格式,但近似的构造通过所谓的切片-塔克分解间接进行。因此,Chebfun 3有时使用不必要的许多函数求值,并且不能充分受益于Tucker分解的潜力,以减少计算成本。我们提出了一种新的算法Chebfun 3F,利用单变量纤维,而不是双变量切片构造塔克分解。Chebfun 3F在几乎所有考虑的函数的函数计算数量方面降低了近似的成本,通常为75%,有时超过98%。

英文摘要:

This work is concerned with approximating a trivariate function defined on a tensor-product domain via function evaluations. Combining tensorized Chebyshev interpolation with a Tucker decomposition of low multilinear rank yields function approximations that can be computed and stored very efficiently. The existing Chebfun3 algorithm [Hashemi and Trefethen, SIAM J. Sci. Comput., 39 (2017)]uses a similar format but the construction of the approximation proceeds indirectly, via a so called slice-Tucker decomposition. As a consequence, Chebfun3 sometimes uses unnecessarily many function evaluations and does not fully benefit from the potential of the Tucker decomposition to reduce, sometimes dramatically, the computational cost. We propose a novel algorithm Chebfun3F that utilizes univariate fibers instead of bivariate slices to construct the Tucker decomposition. Chebfun3F reduces the cost for the approximation in terms of the number of function evaluations for nearly all functions considered, typically by 75%, and sometimes by over 98%.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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