On the Loewner framework, the Kolmogorov superposition theorem, and the curse of dimensionality

TL;DR

This paper extends the Loewner framework to multivariate parametric systems, reducing computational complexity and addressing the curse of dimensionality through variable decoupling and superposition principles.

Contribution

It introduces a generalized multivariate rational realization and a scalable methodology that reduces complexity from O(N^3) to below O(N^{1.5}) for high-dimensional systems.

Findings

Reduces computational complexity significantly for high-dimensional data

Avoids explicit construction of large n-dimensional Loewner matrices

Demonstrates effectiveness through numerical examples

Abstract

The Loewner framework is an interpolatory approach for the approximation of linear and nonlinear systems. The purpose here is to extend this framework to linear parametric systems with an arbitrary number n of parameters. To achieve this, a new generalized multivariate rational function realization is proposed. Then, we introduce the n-dimensional multivariate Loewner matrices and show that they can be computed by solving a set of coupled Sylvester equations. The null space of these Loewner matrices allows the construction of the multivariate barycentric rational function. The principal result of this work is to show how the null space of the n-dimensional Loewner matrix can be computed using a sequence of 1-dimensional Loewner matrices, leading to a drastic reduction of the computational burden. Equally importantly, this burden is alleviated by avoiding the explicit construction of large-scale n-dimensional Loewner matrices of size $N \times N$. Instead, the proposed methodology achieves decoupling of variables, leading to (i) a complexity reduction from $O(N^3)$ to below $O(N^{1.5})$ when $n > 5$ and (ii) to memory storage bounded by the largest variable dimension rather than their product, thus taming the curse of dimensionality and making the solution scalable to very large data sets. This decoupling of the variables leads to a result similar to the Kolmogorov superposition theorem for rational functions. Thus, making use of barycentric representations, every multivariate rational function can be computed using the composition and superposition of single-variable functions. Finally, we suggest two algorithms (one direct and one iterative) to construct, directly from data, multivariate (or parametric) realizations ensuring (approximate) interpolation. Numerical examples highlight the effectiveness and scalability of the method.