The method for primary processing according to the invention takes into account a minimum dimension and a partition of a set of data into so-called “initial elementary” subsets (Ki). It includes: a) for each elementary subset which size is larger than the minimum dimension, one iteration of: a division suitability estimation step, and when appropriate, a step of “supplementary partitioning” of the said subset, b) a “construction” step of a global multidimensional mapping and non-linear mapping, the restrictions of the global mapping to the elementary subsets (Ki) being composed of elementary mappings, the fixed point of the global mapping constituting an approximation of all or part of this set, the set of parameters (ai, b) determined by the restrictions constituting an approximation of the said set of data.