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Adaptive greedy techniques for approximate solution of large RBF systems. (English) Zbl 0957.65021
An iterative method is proposed for solving large sparse linear systems arizing from interpolation problems using compactly supported radial basis functions (RBFs). Small subsets of the interpolation points are selected and the current approximative solution is refined. Convergence rate is linear. The method can be generalized to positive definite linear systems.

MSC:
65F10 Iterative numerical methods for linear systems
65F50 Computational methods for sparse matrices
65D05 Numerical interpolation
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