On the approximation of vector-valued functions by volume sampling
Abstract
Given a Hilbert space and a finite measure space , the approximation of a vector-valued function by a -dimensional subspace 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 , the best possible subspace approximation error is characterized by the singular values of . However, for practical reasons, is often restricted to be spanned by point samples of . We show that this restriction only has a mild impact on the attainable error; there always exist samples such that the resulting error is not larger than . 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.
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}
}