dCATCH—A Numerical Package for d-Variate near G-Optimal Tchakaloff Regression via Fast NNLS

We provide a numerical package for the computation of a <i>d</i>-variate near G-optimal polynomial regression design of degree <i>m</i> on a finite design space <inline-formula> <math display="inline"> <semantics> <mrow> <mi>X</mi>...

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Bibliographic Details
Main Authors: Monica Dessole, Fabio Marcuzzi, Marco Vianello
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/7/1122
Description
Summary:We provide a numerical package for the computation of a <i>d</i>-variate near G-optimal polynomial regression design of degree <i>m</i> on a finite design space <inline-formula> <math display="inline"> <semantics> <mrow> <mi>X</mi> <mo>⊂</mo> <msup> <mi mathvariant="double-struck">R</mi> <mi>d</mi> </msup> </mrow> </semantics> </math> </inline-formula>, by few iterations of a basic multiplicative algorithm followed by Tchakaloff-like compression of the discrete measure keeping the reached G-efficiency, via an accelerated version of the Lawson-Hanson algorithm for Non-Negative Least Squares (NNLS) problems. This package can solve on a personal computer large-scale problems where <inline-formula> <math display="inline"> <semantics> <mrow> <mi>c</mi> <mi>a</mi> <mi>r</mi> <mi>d</mi> <mrow> <mo>(</mo> <mi>X</mi> <mo>)</mo> </mrow> <mo>×</mo> <mo form="prefix">dim</mo> <mrow> <mo>(</mo> <msubsup> <mi>P</mi> <mrow> <mn>2</mn> <mi>m</mi> </mrow> <mi>d</mi> </msubsup> <mo>)</mo> </mrow> </mrow> </semantics> </math> </inline-formula> is up to <inline-formula> <math display="inline"> <semantics> <msup> <mn>10</mn> <mn>8</mn> </msup> </semantics> </math> </inline-formula>–<inline-formula> <math display="inline"> <semantics> <msup> <mn>10</mn> <mn>9</mn> </msup> </semantics> </math> </inline-formula>, being <inline-formula> <math display="inline"> <semantics> <mrow> <mo form="prefix">dim</mo> <mrow> <mo>(</mo> <msubsup> <mi>P</mi> <mrow> <mn>2</mn> <mi>m</mi> </mrow> <mi>d</mi> </msubsup> <mo>)</mo> </mrow> <mo>=</mo> <mfenced separators="" open="(" close=")"> <mfrac linethickness="0pt"> <mrow> <mn>2</mn> <mi>m</mi> <mo>+</mo> <mi>d</mi> </mrow> <mi>d</mi> </mfrac> </mfenced> <mo>=</mo> <mfenced separators="" open="(" close=")"> <mfrac linethickness="0pt"> <mrow> <mn>2</mn> <mi>m</mi> <mo>+</mo> <mi>d</mi> </mrow> <mrow> <mn>2</mn> <mi>m</mi> </mrow> </mfrac> </mfenced> </mrow> </semantics> </math> </inline-formula>. Several numerical tests are presented on complex shapes in <inline-formula> <math display="inline"> <semantics> <mrow> <mi>d</mi> <mo>=</mo> <mn>3</mn> </mrow> </semantics> </math> </inline-formula> and on hypercubes in <inline-formula> <math display="inline"> <semantics> <mrow> <mi>d</mi> <mo>></mo> <mn>3</mn> </mrow> </semantics> </math> </inline-formula>.
ISSN:2227-7390