/rdeim

Randomized Discrete Empirical Interpolation Method

Primary LanguageMATLABMIT LicenseMIT

RandDEIM

This repository contains MATLAB codes for randomized DEIM, accompanying the paper

Saibaba, Arvind K. "Randomized discrete empirical interpolation method for nonlinear model reduction." SIAM Journal on Scientific Computing 42.3 (2020): A1582-A1608.

If you use this code, please consider citing this paper:


@article{saibaba2020randomized,
  title={Randomized discrete empirical interpolation method for nonlinear model reduction},
  author={Saibaba, Arvind K},
  journal={SIAM Journal on Scientific Computing},
  volume={42},
  number={3},
  pages={A1582--A1608},
  year={2020},
  publisher={SIAM}
}

Thanks to NSF for their support through the grants DMS-1720398 and DMS-1821149.

Startup

Before using codes, run startup.m that will load the necessary folders. The files example0.m, example1.m, example1_errtime.m, and example.m generate plots from the paper.