ApproximationToolbox

An object-oriented MATLAB toolbox for the approximation of functions and tensors.

ApproximationToolbox features low-rank tensors (including canonical, tensor-train and tree-based tensor formats), sparse tensors, polynomials, wavelets, and allows the plug-in of other approximation tools. It provides different approximation methods based on interpolation, least-squares projection, Galerkin projection or statistical learning.

See the Tutorials folder and its subfolders for examples of use.