File:Radial Basis Function Interpolation.svg

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Summary

Description
English: Interpolation of on the interval [0,1] through 15 equally-spaced sample points using (where ε=3).
Date
Source Own work
Author Glosser.ca
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This diagram was created with Mathematica.
This file supersedes the file Radial basis function interpolation, f(x)=exp(x*cos(3pix))-1, gaussian.png. It is recommended to use this file rather than the other one.

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minor quality
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}, Epilog -> {PointSize[Medium], Point[{#, g[#]}] & /@ xs}]

See also

Radial Basis Function Interpolation Error.svg

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Captions

Interpolation of f(x)=exp(x*cos(3pix))-1 using Gaussian radial basis functions

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13 October 2020

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Date/TimeThumbnailDimensionsUserComment
current03:52, 14 October 2020Thumbnail for version as of 03:52, 14 October 2020720 × 496 (82 KB)RayhemNew version incorrect
03:51, 14 October 2020Thumbnail for version as of 03:51, 14 October 2020720 × 496 (82 KB)RayhemThicken frame
03:45, 14 October 2020Thumbnail for version as of 03:45, 14 October 2020720 × 496 (82 KB)RayhemUploaded own work with UploadWizard
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