  This article studies the problem of approximating functions belonging to a
Hilbert space $H_d$ with an isotropic or anisotropic Gaussian reproducing
kernel, $$ K_d(\bx,\bt) =
\exp\left(-\sum_{\ell=1}^d\gamma_\ell^2(x_\ell-t_\ell)^2\right) \ \ \ \mbox{for
all}\ \ \bx,\bt\in\reals^d. $$ The isotropic case corresponds to using the same
shape parameters for all coordinates, namely $\gamma_\ell=\gamma>0$ for all
$\ell$, whereas the anisotropic case corresponds to varying shape parameters
$\gamma_\ell$. We are especially interested in moderate to large $d$.
