Error bounds for function approximation using generated sets

Abstract

This paper explores the use of "generated sets" $\{ \{ k \boldsymbol{\zeta} \} : k = 1, \ldots, n \}$ for function approximation in reproducing kernel Hilbert spaces which consist of multi-dimensional functions with an absolutely convergent Fourier series. The algorithm is a least squares algorithm that samples the function at the points of a generated set. We show that there exist $\boldsymbol{\zeta} \in [0,1]^d$ for which the worst-case $L_2$ error has the optimal order of convergence if the space has polynomially converging approximation numbers. In fact, this holds for a significant portion of the generators. Additionally we show that a restriction to rational generators is possible with a slight increase of the bound. Furthermore, we specialise the results to the weighted Korobov space, where we derive a bound applicable to low values of sample points, and state tractability results.