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research article

Functional Tucker Approximation Using Chebyshev Interpolation

Dolgov, Sergey
•
Kressner, Daniel  
•
Strossner, Christoph  
January 1, 2021
Siam Journal On Scientific Computing

This work is concerned with approximating a trivariate function defined on a tensor-product domain via function evaluations. Combining tensorized Chebyshev interpolation with a Tucker decomposition of low multilinear rank yields function approximations that can be computed and stored very efficiently. The existing Chebfun3 algorithm [B. Hashemi and L. N. Trefethen, SIAM J. Sci. Comput., 39 (2017), pp. C341-C363] uses a similar format, but the construction of the approximation proceeds indirectly, via a so-called slice-Tucker decomposition. As a consequence, Chebfun3 sometimes unnecessarily uses many function evaluations and does not fully benefit from the potential of the Tucker decomposition to reduce, sometimes dramatically, the computational cost. We propose a novel algorithm Chebfun3F that utilizes univariate fibers instead of bivariate slices to construct the Tucker decomposition. Chebfun3F reduces the cost for the approximation in terms of the number of function evaluations for nearly all functions considered, typically by 75% and sometimes by over 98%.

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Type
research article
DOI
10.1137/20M1356944
Web of Science ID

WOS:000674142500032

Author(s)
Dolgov, Sergey
Kressner, Daniel  
Strossner, Christoph  
Date Issued

2021-01-01

Publisher

SIAM PUBLICATIONS

Published in
Siam Journal On Scientific Computing
Volume

43

Issue

3

Start page

A2190

End page

A2210

Subjects

Mathematics, Applied

•

Mathematics

•

chebfun

•

low-rank approximation

•

tucker decomposition

•

chebyshev approximation

•

cross approximation

•

discrete empirical interpolation

•

tensor

•

decompositions

•

extension

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ANCHP  
Available on Infoscience
August 28, 2021
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/180915
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