We discuss a bottom up algorithm for Tchakaloff-like compression of QMC (Quasi-MonteCarlo) integration on surfaces that admit an analytic parametrization. The key toolsare Davis-Wilhelmsen theorem on the so-called Tchakaloff sets for positive linear functionals on polynomial spaces, and Lawson-Hanson algorithm for NNLS.
Qsurf: compressed QMC integration on parametric surfaces
Alvise Sommariva;Marco Vianello
2024
Abstract
We discuss a bottom up algorithm for Tchakaloff-like compression of QMC (Quasi-MonteCarlo) integration on surfaces that admit an analytic parametrization. The key toolsare Davis-Wilhelmsen theorem on the so-called Tchakaloff sets for positive linear functionals on polynomial spaces, and Lawson-Hanson algorithm for NNLS.
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