Chebyshev HOPGD with sparse grid sampling for parameterized linear systems

Siobhán Correnty, Melina A. Freitag, Kirk M. Soodhalter

We consider approximating solutions to parameterized linear systems of the form $A({\mu }_1,{\mu }_2)x({\mu }_1,{\mu }_2)=b$. Here the matrix $A({\mu }_1,{\mu }_2)\in {\mathbb{R}}^{n\times n}$ is nonsingular…