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Add math
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TLCFEM committed Dec 5, 2023
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Expand Up @@ -19,6 +19,15 @@ A Python package is also provided.
Check the reference paper [10.1007/s10915-022-01999-1](https://doi.org/10.1007/s10915-022-01999-1) and
the [original](https://github.com/ZXGao97/VPMR) MATLAB implementation for more details.

In short, the algorithm tries to find a summation of exponentials to approximate a given kernel function.
In mathematical terms, it looks for a set of $m_j$ and $s_j$ such that

```math
\max_{t\in{}I}\left\|g(t)-\sum_jm_j\exp(-s_jt)\right\|<\epsilon.
```

In the above, $g(t)$ is the given kernel function and $\epsilon$ is the prescribed tolerance.

## Dependency

1. [gmp](https://gmplib.org/) for multiple precision arithmetic
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