Polynomial (chaos) approximation of maximum eigenvalue functions - Efficiency and limitations.
Luca FenziWim MichielsPublished in: Numer. Algorithms (2019)
Keyphrases
- smooth functions
- randomized approximation
- lagrange interpolation
- continuous functions
- high efficiency
- maximum number
- linear functions
- approximation methods
- real time
- approximation algorithms
- computational complexity
- neural network
- closed form
- covariance matrix
- worst case
- statistical queries
- tensor product
- case study
- perturbation theory
- data sets