TY - JOUR
T1 - Fast radial basis function interpolation via preconditioned Krylov iteration
JF - SIAM Journal on Scientific Computing
Y1 - 2010
A1 - Gumerov, Nail A.
A1 - Duraiswami, Ramani
AB - We consider a preconditioned Krylov subspace iterative algorithm presented by Faul,Goodsell, and Powell (IMA J. Numer. Anal. 25 (2005), pp. 1–24) for computing the coefficients of a radial basis function interpolant over N data points. This preconditioned Krylov iteration has been demonstrated to be extremely robust to the distribution of the points and the iteration rapidly convergent. However, the iterative method has several steps whose computational and memory costs scale as O(N2), both in preliminary computations that compute the preconditioner and in the matrix-vector product involved in each step of the iteration. We effectively accelerate the iterative method to achieve an overall cost of O(N log N). The matrix vector product is accelerated via the use of the fast multipole method. The preconditioner requires the computation of a set of closest points to each point. We develop an O(N log N) algorithm for this step as well. Results are presented for multiquadric interpolation in R2 and biharmonic interpolation in R3. A novel FMM algorithm for the evaluation of sums involving multiquadric functions in R2 is presented as well.
VL - 29
CP - 5
ER -