Liberating the dimension for function approximation (Q617660)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Liberating the dimension for function approximation
scientific article

    Statements

    Liberating the dimension for function approximation (English)
    0 references
    21 January 2011
    0 references
    Many papers study multivariate problems for \(d\)-variate functions with finite \(d\), in particular polynomial and weak tractability. In the case of infinitely many variables, the problems are generally approximated by problems with \(d\)-variate functions with error \(\varepsilon\), \(\varepsilon\to 0\) as \(d\to\infty\). Usually the cost of the evaluation increases with \(d\). The authors consider the case of functions of infinitely (countably) many variables belonging to a suitable separable weighted Hilbert space and algorithms that use finitely many arbitrary linear functionals. They provide an algorithm whose cost is minimal among all algorithms with error at most \(\varepsilon\) and show that this algorithm does not depend on the cost function. They also give necessary and sufficient conditions for the polynomial and weak tractability.
    0 references
    0 references
    0 references
    multivariate function approximation
    0 references
    infinitely many variables
    0 references
    optimal algorithms
    0 references
    complexity
    0 references
    tractability
    0 references
    0 references