File:Radial Basis Function Interpolation Error.svg

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Summary

Description
English: Difference between the approximate and exact functions in File:Radial Basis Function Interpolation.svg
Date
Source Own work
Author Glosser.ca
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This diagram was created with Mathematica.
Source code
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Mathematica code

rbf[\[Epsilon]_, x_] := Exp[-(\[Epsilon] x)^2];
g[x_] := Exp[x Cos[3 \[Pi] x]];

xs = Range[0, 14]/14;
ys = g[xs];

weights[\[Epsilon]_?InexactNumberQ] := LeastSquares[Outer[rbf[\[Epsilon], Abs[#1 - #2]] &, xs, xs], ys];
approx[\[Epsilon]_?InexactNumberQ] := weights[\[Epsilon]].rbf[\[Epsilon], x - xs];
error[\[Epsilon]_?InexactNumberQ] := NIntegrate[(g[x] - approx[\[Epsilon]])^2, {x, 0, 1}];

Plot[g[x] - approx[3], {x, 0, 1}]

See also

Radial Basis Function Interpolation.svg

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Error associated with [[:File:Radial Basis Function Interpolation.svg]]

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13 October 2020

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