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.
Cite as: Nouy Anthony, Grelier Erwan and Giraldi Loic. (2020, February 7). ApproximationToolbox. Zenodo. http://doi.org/10.5281/zenodo.3653970
A Python package with similar features is available at https://anthony-nouy.github.io/tensap/