Best N-term approximation (source code)

= Best N-term approximation
{title2=$f_N^n$}

= Nonlinear N-term approximation
{synonym}

The best N-term approximation in an <orthonormal basis> retains $N$ coefficients of greatest absolute value. It minimizes the squared <Hilbert space> error over all index sets of size at most $N$. The selection makes the approximation nonlinear in the data, even though coefficient extraction is linear.