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Minimax separation of the Cauchy kernel

We prove and apply an optimal low-rank approximation of the Cauchy kernel over separated real domains. A skeleton decomposition is the minimum over real-valued functions of the maximum relative pointwise error. We present an algorithm to optimize its parameters, demonstrate suboptimal but effective...

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Bibliographic Details
Published in:arXiv.org 2020-10
Main Author: Moussa, Jonathan E
Format: Article
Language:English
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Online Access:Get full text
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Summary:We prove and apply an optimal low-rank approximation of the Cauchy kernel over separated real domains. A skeleton decomposition is the minimum over real-valued functions of the maximum relative pointwise error. We present an algorithm to optimize its parameters, demonstrate suboptimal but effective heuristic approximations, and identify numerically stable forms.
ISSN:2331-8422