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RBF: possible to evaluate a list of RBFs at the same query
http://forum.alglib.net/viewtopic.php?f=2&t=4438
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Author:  asengupta [ Tue Apr 05, 2022 7:49 am ]
Post subject:  RBF: possible to evaluate a list of RBFs at the same query

I have several RBFinterpolants - all of them are created for the same set of observation points. Would it be possible to evaluate all of these RBFinterpolants efficiently at a given query point without having to call rbfcalc again and again?

As the input nodes for all the RBFinterpolants (models) are the same, and query point the same, it should be theoretically possible to calculate the K_xy matrix only once and dot it with the coefficients of different interpolants in the list to evaluate them for a single point.

Any help will be very gratefully acknowledged.

Thanks, Anand.

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