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arxiv: 1611.02065 · v2 · pith:443IRMLWnew · submitted 2016-11-07 · 🧮 math.NA

Caratheodory-Tchakaloff Subsampling

classification 🧮 math.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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