Tensor-based empirical interpolation method and its application in model reduction
For researchers in model reduction and scientific computing, this work offers a more efficient interpolation approach for matrix-valued functions, though it is an incremental extension of existing EIM/DEIM methods.
This paper proposes a tensor-based empirical interpolation method (EIM) for approximating matrix-valued functions without vectorization, reducing offline and online computation costs. The method achieves faster computation than DEIM with minor accuracy loss, as demonstrated in model reduction of semi-linear matrix differential equations.
In general, matrix or tensor-valued functions are approximated using the method developed for vector-valued functions by transforming the matrix-valued function into vector form. This paper proposes a tensor-based interpolation method to approximate a matrix-valued function without transforming it into the vector form. The tensor-based technique has the advantage of reducing offline and online computation without sacrificing much accuracy. The proposed method is an extension of the empirical interpolation method (EIM) for tensor bases. This paper presents a necessary theoretical framework to understand the method's functioning and limitations. Our mathematical analysis establishes a key characteristic of the proposed method: it consistently generates interpolation points in the form of a rectangular grid. This observation underscores a fundamental limitation that applies to any matrix-based approach relying on widely used techniques like EIM or DEIM method. It has also been theoretically shown that the proposed method is equivalent to the DEIM method applied in each direction due to the rectangular grid structure of the interpolation points. The application of the proposed method is shown in the model reduction of the semi-linear matrix differential equation. We have compared the approximation result of our proposed method with the DEIM method used to approximate a vector-valued function. The comparison result shows that the proposed method takes less time, albeit with a minor compromise with accuracy.