Backend
Efficient and Robust Carath\'{e}odory-Steinitz Pruning of Positive Discrete Measures
arXiv cs.NA0 views
arXiv:2510.14916v3 Announce Type: replace Abstract: In many applications, one seeks to approximate integration against a positive measure of interest by a positive discrete measure: a numerical quadrature rule with positive weights. One common desired discretization property is moment preservation over a finite dimensional function space, e.g., bounded-degree polynomials. Carath\'{e}odory's theorem asserts that if there is any finitely supported quadrature rule with more nodes than the dimension of the given function space, one can form a smaller (and hence more efficient) positive, nested, quadrature rule that preserves the moments of the original rule. We describe an efficient streaming procedure for Carath\'{e}odory-Steinitz pruning, a numerical procedure that implements Carath\'{e}odory's theorem for this measure compression. The new algorithm makes use of Givens rotations and on-demand storage of arrays to successfully prune very large rules whose storage complexity only depends on the dimension of the function space. This approach improves on a naive implementation of Carath\'{e}odory-Steinitz pruning whose runtime and storage complexity are quadratic and linear, respectively, in the size of the original measure. We additionally prove mathematical stability properties of our method with respect to a set of admissible, total-variation perturbations of the original measure. Our method is compared to two alternative approaches with larger storage requirements: non-negative least squares and linear programming, and we demonstrate comparable runtimes, with improved stability and storage robustness. Finally, we demonstrate practical usage of this algorithm to generate quadrature for discontinuous Galerkin finite element simulations on cut-cell meshes.
Source:https://arxiv.org/abs/2510.14916PreviousEntropy stable finite difference methods via entropy correction artificial viscosity and knapsack limitingNextOvercoming Spectral Bias via Cross-Attention
Related posts
Mocking a 410 Gone for a Retired Resource vs a Plain 404
0dev.to
Three MCP Python SDK Advisories, and the One an Upgrade Will Not Fix
0dev.to
We Benchmarked GPT-Image-2.6 Native <svg> Output: Path Counts, Cost & Real Edge Cases
0dev.to
When an MCP Tool Needs a Missing Value: Elicitation vs Failing the Call
0dev.to
Your Live Stream Is Playing. Is It Still Live?
0dev.to
Coconut oil is heat or cold for the body
0dev.to Watercooler