Knausgard's "decidedly personal point of view opens up a fresh perspective of a man who was, arguably, the most important representative of the Scandinavian avant-garde of the early 20th century," the museum said in a statement.
Crown Prince Haakon, the heir to the throne, said at the opening on Friday evening that Norway and Germany have always had strong links when it comes to culture and the arts, noting that Munch had lived in Hamburg for a period of time.
The show runs until March 1 and was organized in cooperation with Oslo's Munch Museum.
Norway is this year's guest of honour at the Frankfurt Book Fair, which starts October 16 and will also feature appearances by Knausgard, Crown Princess Mette-Marit and author Jo Nesbo.
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