This preprint was accepted March 20, 2005
ABSTRACT: Let $X$ be a space of ``smooth'' functions on $\Bbb R^n$ (like $\Lip_{\al}$, or $W^{(1)}_p$, or BMO). It is fairly well known that a specific Calder\'on--Zygmund type algorithm can be used to exhibit an element $u$ of almost optimal $L^1$-approximation of a given function $f\in L^1$ by the ball of a fixed radius in $X$. We show that for most of the singular integral operators $T$ the function $Tu$ also approximates $Tf$ in the same $L^1$-optimal sense provided $Tf$ is integrable.[Full text: (.ps.gz)]