Tractability of Approximation for Weighted Korobov Spaces on Classical and Quantum Computers
Authors: Erich Novak, Ian H. Sloan, Henryk Wo&#x2019;zniakowski
Venue: Foundations of Computational Mathematics (2004)

We study the approximation problem (or problem of optimal recovery in the $L_2$-norm) for weighted Korobov spaces with smoothness parameter $\a$. The weights $\gamma_j$ of the Korobov spaces moderate the behavior of periodic functions with respect to successive variables. The nonnegative smoothness parameter $\a$ measures the decay of Fourier coefficients. For $\a=0$, the Korobov space is the $L_2$ space, whereas for positive $\a$, the Korobov space is a space of periodic functions with some smoothness and the approximation problem corresponds to a compact operator. The periodic functions are defined on $[0,1]^d$ and our main interest is when the dimension $d$ varies and may be large. We consider algorithms using two different classes of information. The first class $\lall$ consists of arbitrary linear functionals. The second class $\lstd$ consists of only function values and this class is more realistic in practical computations.We want to know when the approximation problem is tractable. Tractability means that there exists an algorithm whose error is at most $\e$ and whose information cost is bounded by a polynomial in the dimension $d$ and in $\e^{-1}$. Strong tractability means that the bound does not depend on $d$ and is polynomial in $\e^{-1}$. In this paper we consider the worst case, randomized, and quantum settings. In each setting, the concepts of error and cost are defined differently and, therefore, tractability and strong tractability depend on the setting and on the class of information.In the worst case setting, we apply known results to prove that strong tractability and tractability in the class $\lall$ are equivalent. This holds if and only if $\a>0$ and the sum-exponent $s_{\g}$ of weights is finite, where $s_{\g}= \inf\{s>0 : \xxsum_{j=1}^\infty\g_j^s\,<\,\infty\}$.In the worst case setting for the class $\lstd$ we must assume that $\a>1$ to guarantee that functionals from $\lstd$ are continuous. The notions of strong tractability and tractability are not equivalent. In particular, strong tractability holds if and only if $\a>1$ and $\xxsum_{j=1}^\infty\g_j<\infty$.In the randomized setting, it is known that randomization does not help over the worst case setting in the class $\lall$. For the class $\lstd$, we prove that strong tractability and tractability are equivalent and this holds under the same assumption as for the class $\lall$ in the worst case setting, that is, if and only if $\a>0$ and $s_{\g} < \infty$.In the quantum setting, we consider only upper bounds for the class $\lstd$ with $\a>1$. We prove that $s_{\g}<\infty$ implies strong tractability.Hence for $s_{\g}>1$, the randomized and quantum settings both break worst case intractability of approximation for the class $\lstd$.We indicate cost bounds on algorithms with error at most $\e$. Let $\cc(d)$ denote the cost of computing $L(f)$ for $L\in \lall$ or $L\in \lstd$, and let the cost of one arithmetic operation be taken as unity. The information cost bound in the worst case setting for the class $\lall$ is of order $\cc (d) \cdot \e^{-p}$ with $p$ being roughly equal to $2\max(s_\g,\a^{-1})$. Then for the class $\lstd$ in the randomized setting, we present an algorithm with error at most $\e$ and whose total cost is of order $\cc(d)\e^{-p-2} + d\e^{-2p-2}$, which for small $\e$ is roughly $$d\e^{-2p-2}.$$ In the quantum setting, we present a quantum algorithm with error at most $\e$ that uses about only $d + \log \e^{-1}$ qubits and whose total cost is of order $$(\cc(d) +d) \e^{-1-3p/2}.$$ The ratio of the costs of the algorithms in the quantum setting and the randomized setting is of order $$\frac{d}{\cc(d)+d}\,\left(\frac1{\e}\right)^{1+p/2}.$$ Hence, we have a polynomial speedup of order $\e^{-(1+p/2)}$. We stress that $p$ can be arbitrarily large, and in this case the speedup is huge.