In this paper we construct an approximation to the solution
x of a linear system of equations
Ax=
b of tensor product structure as it typically arises for finite element and finite difference discretisations of partial differential operators on tensor grids. For a right-hand side
b of tensor product structure we can prove that the solution
x can be approximated by a sum of

(log(

)
2) tensor product vectors where

is the relative approximation error. Numerical examples for systems of size 1024
256 indicate that this method is suitable for high-dimensional problems.
Keywords Data-sparse approximation - Sylvester equation - low rank approximation - Kronecker product - high-dimensional problems
AMS Subject Classification 65F05 - 65F30 - 65F50