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arXiv 2304.03212math.NAcs.NAmath.FA
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关于通过体积采样对向量值函数进行逼近

On the approximation of vector-valued functions by volume sampling

Daniel Kressner, Tingting Ni, André Uschmajew

AI总结:

本文研究用点采样张成的子空间逼近希尔伯特空间值函数的问题,证明了总存在k个采样使逼近误差不超过最优误差的√(k+1)倍,扩展了上确界范数逼近和矩阵列子集选择的相关理论结果。

摘要:

给定一个希尔伯特空间 $\mathcal H$ 和一个有限测度空间 $Ω$,用 $k$ 维子空间 $\mathcal U \subset \mathcal H$ 逼近向量值函数 $f: Ω\to \mathcal H$ 在降维技术中起着重要作用,例如用于求解参数依赖偏微分方程的缩减基方法。对于勒贝格-博赫纳空间 $L^2(Ω;\mathcal H)$ 中的函数,最佳子空间逼近误差 $d_k^{(2)}$ 由 $f$ 的奇异值刻画。然而,出于实际原因,$\mathcal U$ 通常被限制为由 $f$ 的点采样张成。我们证明这一限制对可达到的误差只有轻微影响;总存在 $k$ 个采样,使得所得误差不大于 $\sqrt{k+1} \cdot d_k^{(2)}$。我们的工作扩展了 Binev 等人(SIAM J. Math. Anal., 43(3):1457-1472, 2011)关于上确界范数逼近以及 Deshpande 等人(Theory Comput., 2:225-247, 2006)关于矩阵列子集选择的已有结果。

英文摘要:

Given a Hilbert space $\mathcal H$ and a finite measure space $Ω$, the approximation of a vector-valued function $f: Ω\to \mathcal H$ by a $k$-dimensional subspace $\mathcal U \subset \mathcal H$ plays an important role in dimension reduction techniques, such as reduced basis methods for solving parameter-dependent partial differential equations. For functions in the Lebesgue-Bochner space $L^2(Ω;\mathcal H)$, the best possible subspace approximation error $d_k^{(2)}$ is characterized by the singular values of $f$. However, for practical reasons, $\mathcal U$ is often restricted to be spanned by point samples of $f$. We show that this restriction only has a mild impact on the attainable error; there always exist $k$ samples such that the resulting error is not larger than $\sqrt{k+1} \cdot d_k^{(2)}$. Our work extends existing results by Binev at al. (SIAM J. Math. Anal., 43(3):1457-1472, 2011) on approximation in supremum norm and by Deshpande et al. (Theory Comput., 2:225-247, 2006) on column subset selection for matrices.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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