On the spectral distribution of kernel matrices related to radial basis functions

This paper focuses on the spectral distribution of kernel matrices related to radial basis functions. By relating a contemporary finite-dimensional linear algebra problem to a classical problem on infinite-dimensional linear integral operator, the paper shows how the spectral distribution of a kerne...

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Main Authors: Wathen, A, Zhu, S
Format: Report
Published: Oxford preprint 2013
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author Wathen, A
Zhu, S
author_facet Wathen, A
Zhu, S
author_sort Wathen, A
collection OXFORD
description This paper focuses on the spectral distribution of kernel matrices related to radial basis functions. By relating a contemporary finite-dimensional linear algebra problem to a classical problem on infinite-dimensional linear integral operator, the paper shows how the spectral distribution of a kernel matrix relates to the smoothness of the underlying kernel function. The asymptotic behaviour of the eigenvalues of a infinite-dimensional kernel operator are studied from a perspective of low rank approximation -- approximating an integral operator in terms of Fourier series or Chebyshev series truncations. Further, we study how the spectral distribution of interpolation matrices of an infinite smooth kernel with 'flat limit' depends on the geometric property of the underlying interpolation points. In particularly, the paper discusses the analytic eigenvalue distribution of Gaussian kernels, which have important application on stable computing of Gaussian radial basis functions.
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spelling oxford-uuid:2aac74e7-ea73-4fca-b3cc-a8eea861dcce2022-03-26T12:26:26ZOn the spectral distribution of kernel matrices related to radial basis functionsReporthttp://purl.org/coar/resource_type/c_93fcuuid:2aac74e7-ea73-4fca-b3cc-a8eea861dcceMathematical Institute - ePrintsOxford preprint2013Wathen, AZhu, SThis paper focuses on the spectral distribution of kernel matrices related to radial basis functions. By relating a contemporary finite-dimensional linear algebra problem to a classical problem on infinite-dimensional linear integral operator, the paper shows how the spectral distribution of a kernel matrix relates to the smoothness of the underlying kernel function. The asymptotic behaviour of the eigenvalues of a infinite-dimensional kernel operator are studied from a perspective of low rank approximation -- approximating an integral operator in terms of Fourier series or Chebyshev series truncations. Further, we study how the spectral distribution of interpolation matrices of an infinite smooth kernel with 'flat limit' depends on the geometric property of the underlying interpolation points. In particularly, the paper discusses the analytic eigenvalue distribution of Gaussian kernels, which have important application on stable computing of Gaussian radial basis functions.
spellingShingle Wathen, A
Zhu, S
On the spectral distribution of kernel matrices related to radial basis functions
title On the spectral distribution of kernel matrices related to radial basis functions
title_full On the spectral distribution of kernel matrices related to radial basis functions
title_fullStr On the spectral distribution of kernel matrices related to radial basis functions
title_full_unstemmed On the spectral distribution of kernel matrices related to radial basis functions
title_short On the spectral distribution of kernel matrices related to radial basis functions
title_sort on the spectral distribution of kernel matrices related to radial basis functions
work_keys_str_mv AT wathena onthespectraldistributionofkernelmatricesrelatedtoradialbasisfunctions
AT zhus onthespectraldistributionofkernelmatricesrelatedtoradialbasisfunctions