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We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…

Numerical Analysis · Mathematics 2025-01-23 Aidi Li , Yuwen Li

Discrete empirical interpolation method (DEIM) estimates a function from its incomplete pointwise measurements. Unfortunately, DEIM suffers large interpolation errors when few measurements are available. Here, we introduce Sparse DEIM…

Numerical Analysis · Mathematics 2024-09-04 Mohammad Farazmand

For nonlinear reduced-order models, especially for those with non-polynomial nonlinearities, the computational complexity still depends on the dimension of the original dynamical system. As a result, the reduced-order model loses its…

Numerical Analysis · Mathematics 2013-04-30 Zhu Wang

We consider in this work quantities that can be obtained as limits of powers of parametrized matrices, for instance the inverse matrix or the logarithm of the determinant. Under the assumption of affine dependence in the parameters, we use…

Numerical Analysis · Mathematics 2019-08-12 Fabien Casenave , Nissrine Akkari , Alexandre Charles , Christian Rey

In this paper, we focus on the reduced basis methodology in the context of non-linear non-affinely parametrized partial differential equations in which affine decomposition necessary for the reduced basis methodology are not obtained [4,…

Analysis of PDEs · Mathematics 2015-04-24 Cécile Daversin , Christophe Prud'Homme

We derive a Fast Multipole Method (FMM) where a low-rank approximation of the kernel is obtained using the Empirical Interpolation Method (EIM). Contrary to classical interpolation-based FMM, where the interpolation points and basis are…

Numerical Analysis · Mathematics 2015-08-25 Fabien Casenave

This work proposes the extended functional tensor train (EFTT) format for compressing and working with multivariate functions on tensor product domains. Our compression algorithm combines tensorized Chebyshev interpolation with a low-rank…

Numerical Analysis · Mathematics 2024-05-30 Christoph Strössner , Bonan Sun , Daniel Kressner

In this study we propose a-posteriori error estimation results to approximate the precision loss in quantities of interests computed using reduced order models. To generate the surrogate models we employ Proper Orthogonal Decomposition and…

Numerical Analysis · Mathematics 2024-12-20 R. Stefanescu , A. Sandu

Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…

Numerical Analysis · Mathematics 2022-09-30 Andrei Chertkov , Gleb Ryzhakov , Georgii Novikov , Ivan Oseledets

The discrete empirical interpolation method (DEIM) may be used as an index selection strategy for formulating a CUR factorization. A notable drawback of the original DEIM algorithm is that the number of column or row indices that can be…

Numerical Analysis · Mathematics 2022-07-14 Perfect Y. Gidisu , Michiel E. Hochstenbach

Vector extrapolation methods are widely used in large-scale simulation studies, and numerous extrapolation-based acceleration techniques have been developed to enhance the convergence of linear and nonlinear fixed-point iterative methods.…

Numerical Analysis · Mathematics 2026-02-03 Abdellatif Mouhssine

In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…

Numerical Analysis · Mathematics 2021-07-29 Arvind K. Saibaba , Rachel Minster , Misha E. Kilmer

A CUR factorization is often utilized as a substitute for the singular value decomposition (SVD), especially when a concrete interpretation of the singular vectors is challenging. Moreover, if the original data matrix possesses properties…

Numerical Analysis · Mathematics 2024-06-25 Perfect Y. Gidisu , Michiel E. Hochstenbach

We consider a family of linear systems $A_\mu \alpha=C$ with system matrix $A_\mu$ depending on a parameter $\mu$ and for simplicity parameter-independent right-hand side $C$. These linear systems typically result from the…

Numerical Analysis · Mathematics 2013-07-17 Fabien Casenave , Alexandre Ern , Tony Lelièvre , Guillaume Sylvand

This paper introduces a novel approach to approximating continuous functions over high-dimensional hypercubes by integrating matrix CUR decomposition with hyperinterpolation techniques. Traditional Fourier-based hyperinterpolation methods…

Numerical Analysis · Mathematics 2025-10-16 Maolin Che , Congpei An , Yimin Wei , Hong Yan

We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…

Numerical Analysis · Mathematics 2023-12-06 Davide Pradovera

In this work, we introduce an interior-point method that employs tensor decompositions to efficiently represent and manipulate the variables and constraints of semidefinite programs, targeting problems where the solutions may not be…

Optimization and Control · Mathematics 2025-09-16 Frederik Kelbel , Sergey Dolgov , Dante Kalise , Alessandra Russo

The conventional definition of a depth function is vector-based. In this paper, a novel projection depth (PD) technique directly based on tensors, such as matrices, is instead proposed. Tensor projection depth (TPD) is still an ideal depth…

Statistics Theory · Mathematics 2012-01-06 Yonggang Hu , Yong Wang , Yi Wu

We evaluate some methods designed for tensor- (or data-) based multivariate model construction (approximation and compression). To this aim, a collection of multivariate functions and an evaluation methodology are suggested. First, these…

Numerical Analysis · Mathematics 2026-02-10 Charles Poussot-Vassal , Ion Victor Gosea , Pierre Vuillemin , Athanasios C. Antoulas

We present block variants of the discrete empirical interpolation method (DEIM); as a particular application, we will consider a CUR factorization. The block DEIM algorithms are based on the concept of the maximum volume of submatrices and…

Numerical Analysis · Mathematics 2024-06-28 Perfect Y. Gidisu , Michiel E. Hochstenbach