Lets get a bit technical here for a moment..
If you are going to be doing a high intensity work out, you need to be sure to eat enough calories to keep you going, you can easily upset your body and put it into starvation mode.
If you follow this link Metabolism Calculator
you can then play with some figures.
If you enter your height, age etc, and activity level, it will tell you how many calories you can eat a day.
Now if you do it and enter your target weight, you can see how many calories you can eat to maintain that weight, which means you can eat that many calories and that is your on going plan!
It tells me that it my current height and weight I need 2400 calories to maintain my weight
My target weight I need around 1800 just to maintain, so if I am just normally active, ie not doing much, if I eat 1800 calories a day, I will gradually move towards target.