Preconditioning of Radial Basis Function Interpolation Systems via Accelerated Iterated Approximate Moving Least Squares Approximation

Abstract

The standard approach to the solution of the radial basis function interpo- lation problem has been recognized as an ill-conditioned problem for many years. This is especially true when infinitely smooth basic functions such as multiquadrics or Gaussians are used with extreme values of their associated shape parameters. Various approaches have been described to deal with this phenomenon. These tech- niques include applying specialized preconditioners to the system matrix, changing the basis of the approximation space or using techniques from complex analysis. In this paper we present a preconditioning technique based on residual iteration of an approximate moving least squares quasi-interpolant that can be interpreted as a change of basis. In the limit our algorithm will produce the perfectly conditioned cardinal basis of the underlying radial basis function approximation space. Although our method is motivated by radial basis function interpolation problems, it can also be adapted for similar problems when the solution of a linear system is involved such as collocation methods for solving differential equations.