Volume 72, Numbers 3-4, 325-332, DOI: 10.1007/s00607-003-0036-0

Low-Rank Approximation of Integral Operators by Interpolation

Steffen Börm and Lars Grasedyck

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Abstract

A central component of the analysis of panel clustering techniques for the approximation of integral operators is the so-called eegr -admissibility condition ldquo min {diam(tau),diam(sgr)} le 2eegrdist(tau,sgr)rdquo that ensures that the kernel function is approximated only on those parts of the domain that are far from the singularity. Typical techniques based on a Taylor expansion of the kernel function require a subdomain to be ldquofar enoughrdquo from the singularity such that the parameter eegr has to be smaller than a given constant depending on properties of the kernel function. In this paper, we demonstrate that any eegr is sufficient if interpolation instead of Taylor expansionblankisblankused for the kernel approximation, which paves the way for grey-box panel clustering algorithms.

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