Fix the ordering of the orthonormal basis and write , taking indices from . The linear N-term approximation retains the first coefficients:
Its index set is independent of , so the map is an orthogonal projection and is linear.
For the nonlinear N-term approximation, let be any set of indices with greatest , resolving ties arbitrarily and padding with zero coefficients if necessary. Since , such a selection exists. Then
The Parseval identity shows that for any fixed index set the displayed coefficients minimize the Hilbert space error. Choosing the largest squared magnitudes minimizes the omitted sum over every set of at most indices. This is the best N-term approximation; dependence of the selected indices on makes the operation nonlinear.
Write . A linear N-term approximation fixes the indices independently of , normally the first in a prescribed ordering:
A best N-term approximation chooses the indices using : retain coefficients of largest absolute value, resolving ties arbitrarily, and set . The Parseval identity shows why this choice is optimal:
For any fixed index set, the orthogonal projection coefficients minimize the error; optimizing the set then means discarding the smallest squared coefficients. Thus “linear” requires a specified ordering, while “nonlinear” refers to the data-dependent selection.
Use the usual localized, compact support construction of an interval-adapted wavelet basis, including boundary wavelets with the stated vanishing moments, and order the linear N-term approximation by increasing resolution. Also interpret a piecewise polynomial function as having finitely many pieces. These conventions matter: regularity and vanishing moments alone, or an arbitrary enumeration, do not establish the asserted rates.
At scale , a wavelet whose support lies in one polynomial piece has zero coefficient because . Only a bounded number of wavelets per scale can meet a partition point. Their norms are bounded by , and is bounded. Thus and
Retain the fixed number of coarse scaling function coefficients and every nonzero coefficient through level . This uses at most terms, leaving squared error at most . The optimal best N-term approximation is no worse; choose proportional to to obtain for some . In contrast, retaining all wavelets through level costs terms. Choosing the last complete level before gives
These are squared errors; the corresponding errors are and .