We study the following nonlinear method of approximation by trigonomet
ric polynomials in this paper. For a periodic function f we take as an
approximant a trigonometric polynomial of the form G(m) (f) := Sigma(
k epsilon Lambda) (f) over cap(k)e(i(k,x)), where Lambda subset of Z(d
) is a set of cardinality m containing the indices of the nl biggest (
in absolute value) Fourier coefficients (f) over cap(k) of function f.
We compare the efficiency of this method with the best m-term trigono
metric approximation both for individual functions and for some functi
on classes. It turns out that the operator G(m) provides the optimal (
in the sense of order) error of m-term trigonometric approximation in
the L-p-norm for many classes.