On sparse interpolation and the design of deterministic interpolation points
نویسندگان
چکیده
In this paper, we build up a framework for sparse interpolation. We first investigate the theoretical limit of the number of unisolvent points for sparse interpolation under a general setting and try to answer some basic questions of this topic. We also explore the relation between classical interpolation and sparse interpolation. We second consider the design of the interpolation points for the s-sparse functions in high dimensional Chebyshev bases, for which the possible applications include uncertainty quantification, numerically solving stochastic or parametric PDEs and compressed sensing. Unlike the traditional random sampling method, we present in this paper a deterministic method to produce the interpolation points, and show its performance with l1 minimization by analyzing the mutual incoherence of the interpolation matrix. Numerical experiments show that the deterministic points have a similar performance with that of the random points.
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ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 36 شماره
صفحات -
تاریخ انتشار 2014