Preconditioned Conjugate Gradients, Radial Basis Functions and Toeplitz Matrices
It addresses the computational bottleneck of solving dense linear systems in radial basis function interpolation for gridded data, offering a scalable solution.
The paper presents a highly efficient preconditioner for conjugate gradient solution of interpolation equations from gridded data using radial basis functions, achieving iteration count independent of the number of variables.
Radial basis functions provide highly useful and flexible interpolants to multivariate functions. Further, they are beginning to be used in the numerical solution of partial differential equations. Unfortunately, their construction requires the solution of a dense linear system. Therefore much attention has been given to iterative methods. In this paper, we present a highly efficient preconditioner for the conjugate gradient solution of the interpolation equations generated by gridded data. Thus our method applies to the corresponding Toeplitz matrices. The number of iterations required to achieve a given tolerance is independent of the number of variables.