Chen-Yang Cao

Kernel Matrix Approximations by Sums of Exponentials and Stability of Fast Structured Transforms

Abstract. Sum-of-exponentials (SoE) expansions provide an efficient strategy for performing some matrix transforms. In this paper, we show that they can also serve as a valuable way to compute structured approximations to some kernel matrices. We first illustrate that some existing fast transforms (Hilbert, Gauss, etc...