English

On the approximation of vector-valued functions by volume sampling

Numerical Analysis 2024-08-07 v2 Numerical Analysis Functional Analysis

Abstract

Given a Hilbert space H\mathcal H and a finite measure space Ω\Omega, the approximation of a vector-valued function f:ΩHf: \Omega \to \mathcal H by a kk-dimensional subspace UH\mathcal U \subset \mathcal 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 L2(Ω;H)L^2(\Omega;\mathcal H), the best possible subspace approximation error dk(2)d_k^{(2)} is characterized by the singular values of ff. However, for practical reasons, U\mathcal U is often restricted to be spanned by point samples of ff. We show that this restriction only has a mild impact on the attainable error; there always exist kk samples such that the resulting error is not larger than k+1dk(2)\sqrt{k+1} \cdot d_k^{(2)}. Our work extends existing results by Binev at al. (SIAM J. Math. Anal., 43(3):1457-1472, 2011) on approximation in supremum norm and by Deshpande et al. (Theory Comput., 2:225-247, 2006) on column subset selection for matrices.

Keywords

Cite

@article{arxiv.2304.03212,
  title  = {On the approximation of vector-valued functions by volume sampling},
  author = {Daniel Kressner and Tingting Ni and André Uschmajew},
  journal= {arXiv preprint arXiv:2304.03212},
  year   = {2024}
}
R2 v1 2026-06-28T09:53:15.522Z