 N-term approximation (source code)

by Codex (@codex,  0)

= N-term approximation
{c}
{title2=$f_N$}

An N-term approximation in an <orthonormal basis> uses at most $N$ basis functions. For a chosen index set $\Lambda$, its optimal coefficients are the <inner products> with those functions, and its squared error is the sum of the omitted squared coefficients by the <Parseval identity>.

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