English

Exponential tractability of $L_2$-approximation with function values

Numerical Analysis 2023-03-23 v2 Computational Complexity Numerical Analysis

Abstract

We study the complexity of high-dimensional approximation in the L2L_2-norm when different classes of information are available; we compare the power of function evaluations with the power of arbitrary continuous linear measurements. Here, we discuss the situation when the number of linear measurements required to achieve an error ε(0,1)\varepsilon \in (0,1) in dimension dNd\in\mathbb{N} depends only poly-logarithmically on ε1\varepsilon^{-1}. This corresponds to an exponential order of convergence of the approximation error, which often happens in applications. However, it does not mean that the high-dimensional approximation problem is easy, the main difficulty usually lies within the dependence on the dimension dd. We determine to which extent the required amount of information changes, if we allow only function evaluation instead of arbitrary linear information. It turns out that in this case we only lose very little, and we can even restrict to linear algorithms. In particular, several notions of tractability hold simultaneously for both types of available information.

Keywords

Cite

@article{arxiv.2205.04141,
  title  = {Exponential tractability of $L_2$-approximation with function values},
  author = {David Krieg and Pawel Siedlecki and Mario Ullrich and Henryk Woźniakowski},
  journal= {arXiv preprint arXiv:2205.04141},
  year   = {2023}
}
R2 v1 2026-06-24T11:11:13.239Z