The combination technique and some generalisations

Markus Hegland, Jochen Garcke*, Vivien Challis

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    62 Citations (Scopus)

    Abstract

    The combination technique has repeatedly been shown to be an effective tool for the approximation with sparse grid spaces. Little is known about the reasons of this effectiveness and in some cases the combination technique can even break down. It is known, however, that the combination technique produces an exact result in the case of a projection into a sparse grid space if the involved partial projections commute. The performance of the combination technique is analysed using a projection framework and the C/S decomposition. Error bounds are given in terms of angles between the spanning subspaces or the projections onto these subspaces. Based on this analysis modified combination coefficients are derived which are optimal in a certain sense and which can substantially extend the applicability and performance of the combination technique.

    Original languageEnglish
    Pages (from-to)249-275
    Number of pages27
    JournalLinear Algebra and Its Applications
    Volume420
    Issue number2-3
    DOIs
    Publication statusPublished - 15 Jan 2007

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