2022
DOI: 10.4208/cicp.oa-2021-0031
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Approximating the Gaussian as a Sum of Exponentials and Its Applications to the Fast Gauss Transform

Abstract: We develop efficient and accurate sum-of-exponential (SOE) approximations for the Gaussian using rational approximation of the exponential function on the negative real axis. Six digit accuracy can be obtained with eight terms and ten digit accuracy can be obtained with twelve terms. This representation is of potential interest in approximation theory but we focus here on its use in accelerating the fast Gauss transform (FGT) in one and two dimensions. The one-dimensional scheme is particularly straightforward… Show more

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Cited by 5 publications
(3 citation statements)
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References 28 publications
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“…Jiang and Greengard [24] proposed to approximate the Gaussian on [0, ∞) using the inverse Laplace transform…”
Section: Related Resultsmentioning
confidence: 99%
See 2 more Smart Citations
“…Jiang and Greengard [24] proposed to approximate the Gaussian on [0, ∞) using the inverse Laplace transform…”
Section: Related Resultsmentioning
confidence: 99%
“…The known other methods for completely monotone functions employed the representation by the Laplace transform, see [8], which can then be discretized by a quadrature rule. In [24], a quadrature rule for the inverse Laplace transform formula (1.5) has been applied. We conclude that the convergence analysis for the approximation with exponential sums is always closely related to quadrature formulas that converge exponentially for special analytic functions.…”
Section: Discussionmentioning
confidence: 99%
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