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 .