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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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Published in: | arXiv.org 2020-10 |
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Main Author: | |
Format: | Article |
Language: | English |
Subjects: | |
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. |
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ISSN: | 2331-8422 |