Nonlinear approximation in bounded orthonormal product bases (Q6049829)

The authors present a dimension-incremental algorithm for the nonlinear approximation of high-dimensional functions in an arbitrary bounded orthonormal product basis. The goal was to detect a suitable truncation of the basis expansion of the function, where the corresponding basis support is assumed to be unknown. The used method is based on point evaluations of the considered function and adaptively builds an index set of a suitable basis support such that the approximately largest basis coefficients are still included. For this purpose, the algorithm only needs a suitable search space that contains the desired index set. Besides, the authors state and discuss several modifications and improvements of the algorithm, which should be considered in future works to increase the power of the dimension-incremental method even further. The numerical examples in different settings underline the effectiveness and accuracy of the proposed method.