On the approximation of vector-valued functions by volume sampling

被引:0
|
作者
Kressner, Daniel [1 ]
Ni, Tingting [2 ]
Uschmajew, Andre [3 ,4 ]
机构
[1] Ecole Polytech Fed Lausanne, Inst Math, ANCHP, CH-1015 Lausanne, Switzerland
[2] Ecole Polytech Fed Lausanne, SYCAMORE Lab, CH-1015 Lausanne, Switzerland
[3] Univ Augsburg, Inst Math, D-86159 Augsburg, Germany
[4] Univ Augsburg, Ctr Adv Analyt & Predict Sci, D-86159 Augsburg, Germany
关键词
Lebesgue-Bochner spaces; Low-rank approximation; Volume sampling; Average widths; EMPIRICAL INTERPOLATION METHOD; CONVERGENCE;
D O I
10.1016/j.jco.2024.101887
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Given a Hilbert space Hand a finite measure space Omega, the approximation of a vector-valued function f : Omega -> H by a k-dimensional subspace U subset of H plays an important role in dimension reduction techniques, such as reduced basis methods for solving parameter-dependent partial differential equations. For functions in the Lebesgue-Bochner space L-2(Omega; H), the best possible subspace approximation error d(k)((2)) is characterized by the singular values of f. However, for practical reasons, U is often restricted to be spanned by point samples of f. We show that this restriction only has a mild impact on the attainable error; there always exist k samples such that the resulting error is not larger than root k + 1 center dot d(k)((2)). Our work extends existing results by Binev et al. (2011) [3] on approximation in supremum norm and by Deshpande et al. (2006) [8] on column subset selection for matrices. (c) 2024 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
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页数:10
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