A discrete adapted hierarchical basis solver for radial basis function interpolation

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Publication:1944014

DOI10.1007/S10543-012-0397-XzbMATH Open1264.65014arXiv1104.2504OpenAlexW2963182227MaRDI QIDQ1944014FDOQ1944014


Authors: Julio Enrique Castrillon-Candas, Jun Li, Victor Eijkhout Edit this on Wikidata


Publication date: 3 April 2013

Published in: BIT (Search for Journal in Brave)

Abstract: In this paper we develop a discrete Hierarchical Basis (HB) to efficiently solve the Radial Basis Function (RBF) interpolation problem with variable polynomial order. The HB forms an orthogonal set and is adapted to the kernel seed function and the placement of the interpolation nodes. Moreover, this basis is orthogonal to a set of polynomials up to a given order defined on the interpolating nodes. We are thus able to decouple the RBF interpolation problem for any order of the polynomial interpolation and solve it in two steps: (1) The polynomial orthogonal RBF interpolation problem is efficiently solved in the transformed HB basis with a GMRES iteration and a diagonal, or block SSOR preconditioner. (2) The residual is then projected onto an orthonormal polynomial basis. We apply our approach on several test cases to study its effectiveness, including an application to the Best Linear Unbiased Estimator regression problem.


Full work available at URL: https://arxiv.org/abs/1104.2504




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