Optimal compression of kernel matrices by interpolets with application to high-dimensional approximation

DOI10.48550/ARXIV.2608.22560MaRDI QIDQ7285007arXivFDO

Authors H. Harbrecht, Helmut Harbrecht, Lucio Antonio Rosi

Publication date 23 August 2026

Published in arXiv

Tldr We derive an optimal compression rule for kernel matrices using interpolets that allows linear complexity in high-dimensional approximation problems; we achieve this by discarding most matrix coefficients without compromising accuracy and scaling the compressed matrices to be well-conditioned.

Full work available at URL https://doi.org/10.48550/ARXIV.2608.22560

Mathematics Subject Classification ID

Multidimensional problems (41A63) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Numerical methods for wavelets (65T60)

arXiv classification

math.NA

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