TY - JOUR
T1 - Lattice algorithms for multivariate L∞ approximation in the worst-case setting
AU - Kuo, Frances Y.
AU - Wasilkowski, Grzegorz W.
AU - Woźniakowski, Henryk
PY - 2009/11
Y1 - 2009/11
N2 - We approximate d-variate functions from weighted Korobov spaces with the error of approximation defined in the L∞ sense. We study lattice algorithms and consider the worst-case setting in which the error is defined by its worst-case behavior over the unit ball of the space of functions. A lattice algorithm is specified by a generating (integer) vector. We propose three choices of such vectors, each corresponding to a different search criterion in the component-by-component construction. We present worst-case error bounds that go to zero polynomially with n-1, where n is the number of function values used by the lattice algorithm. Under some assumptions on the weights of the function space, the worst-case error bounds are also polynomial in d, in which case we have (polynomial) tractability, or even independent of d, in which case we have strong (polynomial) tractability. We discuss the exponents of n-1 and stress that we do not know if these exponents can be improved.
AB - We approximate d-variate functions from weighted Korobov spaces with the error of approximation defined in the L∞ sense. We study lattice algorithms and consider the worst-case setting in which the error is defined by its worst-case behavior over the unit ball of the space of functions. A lattice algorithm is specified by a generating (integer) vector. We propose three choices of such vectors, each corresponding to a different search criterion in the component-by-component construction. We present worst-case error bounds that go to zero polynomially with n-1, where n is the number of function values used by the lattice algorithm. Under some assumptions on the weights of the function space, the worst-case error bounds are also polynomial in d, in which case we have (polynomial) tractability, or even independent of d, in which case we have strong (polynomial) tractability. We discuss the exponents of n-1 and stress that we do not know if these exponents can be improved.
KW - Average-case error
KW - L2 approximation
KW - Lattice algorithm
KW - L∞ approximation
KW - Multivariate approximation
KW - Tractability
KW - Worst-case error
UR - https://www.scopus.com/pages/publications/70449520480
UR - https://www.scopus.com/pages/publications/70449520480#tab=citedBy
U2 - 10.1007/s00365-009-9075-x
DO - 10.1007/s00365-009-9075-x
M3 - Article
AN - SCOPUS:70449520480
SN - 0176-4276
VL - 30
SP - 475
EP - 493
JO - Constructive Approximation
JF - Constructive Approximation
IS - 3
ER -