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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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
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author Monica Dessole
Fabio Marcuzzi
Marco Vianello
author_facet Monica Dessole
Fabio Marcuzzi
Marco Vianello
author_sort Monica Dessole
collection DOAJ
description 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>.
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spelling doaj.art-c4602b7ac3b943e0b0cad8555599d1a22023-11-20T06:17:53ZengMDPI AGMathematics2227-73902020-07-0187112210.3390/math8071122dCATCH—A Numerical Package for d-Variate near G-Optimal Tchakaloff Regression via Fast NNLSMonica Dessole0Fabio Marcuzzi1Marco Vianello2Department of Mathematics “Tullio Levi Civita”, University of Padova, Via Trieste 63, 35131 Padova, ItalyDepartment of Mathematics “Tullio Levi Civita”, University of Padova, Via Trieste 63, 35131 Padova, ItalyDepartment of Mathematics “Tullio Levi Civita”, University of Padova, Via Trieste 63, 35131 Padova, ItalyWe 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>.https://www.mdpi.com/2227-7390/8/7/1122multivariate polynomial regression designsG-optimalityD-optimalitymultiplicative algorithmsG-efficiencyCaratheodory-Tchakaloff discrete measure compression
spellingShingle Monica Dessole
Fabio Marcuzzi
Marco Vianello
dCATCH—A Numerical Package for d-Variate near G-Optimal Tchakaloff Regression via Fast NNLS
Mathematics
multivariate polynomial regression designs
G-optimality
D-optimality
multiplicative algorithms
G-efficiency
Caratheodory-Tchakaloff discrete measure compression
title dCATCH—A Numerical Package for d-Variate near G-Optimal Tchakaloff Regression via Fast NNLS
title_full dCATCH—A Numerical Package for d-Variate near G-Optimal Tchakaloff Regression via Fast NNLS
title_fullStr dCATCH—A Numerical Package for d-Variate near G-Optimal Tchakaloff Regression via Fast NNLS
title_full_unstemmed dCATCH—A Numerical Package for d-Variate near G-Optimal Tchakaloff Regression via Fast NNLS
title_short dCATCH—A Numerical Package for d-Variate near G-Optimal Tchakaloff Regression via Fast NNLS
title_sort dcatch a numerical package for d variate near g optimal tchakaloff regression via fast nnls
topic multivariate polynomial regression designs
G-optimality
D-optimality
multiplicative algorithms
G-efficiency
Caratheodory-Tchakaloff discrete measure compression
url https://www.mdpi.com/2227-7390/8/7/1122
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