Abstract
We consider approximation of linear multivariate problems defined over weighted tensor product Hilbert spaces with finite-order weights. This means we consider functions of d variables that can be represented as sums of functions of at most q* variables. Here, q* is fixed (and presumably small) and d may be arbitrarily large. For the univariate problem, d = 1, we assume we know algorithms A1,ε that use O(ε-p) function or linear functional evaluations to achieve an error ε in the worst case setting. Based on these algorithms A1,ε, we provide a construction of polynomial-time algorithms Ad,ε for the general d-variate problem with the number of evaluations bounded roughly by ε-pdq* to achieve an error ε in the worst case setting.
Original language | English |
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Pages (from-to) | 451-494 |
Number of pages | 44 |
Journal | Foundations of Computational Mathematics |
Volume | 5 |
Issue number | 4 |
DOIs | |
State | Published - Nov 2005 |
Keywords
- Finite-order weights
- Multivariate linear problems
- Polynomial-time algorithms
- Small effective dimension
- Tractability
ASJC Scopus subject areas
- Analysis
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics