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Caratheodory-Tchakaloff Subsampling

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arxiv 1611.02065 v2 pith:443IRMLW submitted 2016-11-07 math.NA cs.NA

classification math.NAcs.NA
keywords caratheodory-tchakaloffpolynomialsubsamplingalgorithmapplicationbriefcatchcompact
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We present a brief survey on the compression of discrete measures by Caratheodory-Tchakaloff Subsampling, its implementation by Linear or Quadratic Programming and the application to multivariate polynomial Least Squares. We also give an algorithm that computes the corresponding Caratheodory-Tchakaloff (CATCH) points and weights for polynomial spaces on compact sets and manifolds in 2D and 3D.

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  1. Efficient and Robust Carath\'{e}odory-Steinitz Pruning of Positive Discrete Measures

    math.NA 2025-10 accept novelty 6.0 of 10

    GSCSP prunes positive discrete measures to N-point moment-preserving rules in O(N^2) memory and O(MN^2+N^3) time, with a local total-variation Lipschitz stability theorem.

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