  Based on the original idea of the density matrix renormalization group
(DMRG), i.e. to include the missing boundary conditions between adjacent blocks
of the blocked quantum system, we present a rigorous and nonperturbative
mathematical formulation for the real-space renormalization group (RG) idea
invented by L.P. Kadanoff and further developed by K.G. Wilson. This is
achieved by using additional Hilbert spaces called auxiliary spaces in the
construction of each single isolated block, which is then named a superblock
according to the original nomenclature. On this superblock we define two maps
called embedding and truncation for successively integrating out the small
scale structure. Our method overcomes the known difficulties of the numerical
DMRG, i.e. limitation to zero temperature and one space dimension.
