Approximating the Gaussian as a Sum of Exponentials and Its Applications to the Fast Gauss Transform
Year: 2022
Author: Shidong Jiang, Leslie Greengard
Communications in Computational Physics, Vol. 31 (2022), Iss. 1 : pp. 1–26
Abstract
We develop efficient and accurate sum-of-exponential (SOE) approximations for the Gaussian using rational approximation of the exponential function on the negative real axis. Six digit accuracy can be obtained with eight terms and ten digit accuracy can be obtained with twelve terms. This representation is of potential interest in approximation theory but we focus here on its use in accelerating the fast Gauss transform (FGT) in one and two dimensions. The one-dimensional scheme is particularly straightforward and easy to implement, requiring only twenty-four lines of MATLAB code. The two-dimensional version requires some care with data structures, but is significantly more efficient than existing FGTs. Following a detailed presentation of the theoretical foundations, we demonstrate the performance of the fast transforms with several numerical experiments.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/cicp.OA-2021-0031
Communications in Computational Physics, Vol. 31 (2022), Iss. 1 : pp. 1–26
Published online: 2022-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 26
Keywords: Fast Gauss transform sum-of-exponential approximation best rational approximation model reduction.