The Natural Greedy Algorithm for reduced bases in Banach spaces (1905.06448v2)

Abstract: In this effort we introduce and analyze a novel reduced basis approach, used to construct an approximating subspace for a given set of data. Our technique, which we call the Natural Greedy Algorithm (NGA), is based on a recursive approach for iteratively constructing such subspaces, and coincides with the standard, and the extensively studied, Orthogonal Greedy Algorithm (OGA) in a Hilbert space. However, for a given set of data in a general Banach space, the NGA is straightforward to implement and overcomes the explosion in computational effort introduced by the OGA, as we utilize an entirely new technique for projecting onto appropriate subspaces. We provide a rigorous analysis of the NGA, and demonstrate that it's theoretical performance is similar to the OGA, while the realization of the former results in significant computational savings through a substantially improved numerical procedure. Furthermore, we show that the empirical interpolation method (EIM) can be viewed as a special case of the NGA. Finally, several numerical examples are used to illustrate the advantages of our NGA compared with other greedy algorithms and additional popular reduced bases methods, including EIM and proper orthogonal decomposition.