  We study the computation complexity of deep ReLU (Rectified Linear Unit)
neural networks for the approximation of functions from the H\"older-Zygmund
space of mixed smoothness defined on the $d$-dimensional unit cube when the
dimension $d$ may be very large. The approximation error is measured in the
norm of isotropic Sobolev space. For every function $f$ from the
H\"older-Zygmund space of mixed smoothness, we explicitly construct a deep ReLU
neural network having an output that approximates $f$ with a prescribed
accuracy $\varepsilon$, and prove tight dimension-dependent upper and lower
bounds of the computation complexity of this approximation, characterized as
the size and the depth of this deep ReLU neural network, explicitly in $d$ and
$\varepsilon$. The proof of these results are in particular, relied on the
approximation by sparse-grid sampling recovery based on the Faber series.
