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Finite-node Nyström equations are equivalent to their reconstructed equations

Statement

Let X:=C([0,1],R) (The space C(K,R) of continuous real-valued functions on a nonempty compact metric space), let m≥1, let y1,…,ym∈[0,1], and let ψ1,…,ψm∈X. Define the finite-rank linear map (Fu)(x):=∑j=1mψj(x)u(yj) and, for f∈X, define the square matrix and vector Mij:=δij−ψj(yi),bi:=f(yi),1≤i,j≤m. Then the solutions of (I−F)u=f are in bijection with the solutions c∈Rm of Mc=b, via u(x)=f(x)+∑j=1mψj(x)cj,ci=u(yi). The nullspaces of I−F and M are linearly isomorphic by c↦∑jψjcj. In particular, I−F is bijective if and only if M is nonsingular.

Facts & Assumptions

Given: The space X, nodes yi, continuous coefficient functions ψi, and f∈X as in the Statement.

[F1]

The space C(K,R) of continuous real-valued functions on a nonempty compact metric space: members of X are continuous real-valued functions on [0,1], so finite linear combinations of the ψj and f lie in X.

[F2]

Rank-nullity: dim⁡FV=nullity⁡T+rank⁡T: a linear map on the finite-dimensional space Rm is injective if and only if it is surjective, hence a square matrix is nonsingular exactly when its kernel is zero.

Proof

Given: The data in the Statement, the operator F, the matrix M, and the vector b.

1.1givenF1algebra

If u solves (I−F)u=f, put ci:=u(yi). Evaluating u(x)−∑jψj(x)u(yj)=f(x) at x=yi gives ci−∑jψj(yi)cj=f(yi) for every i, which is exactly Mc=b.

2.1givenF1step 1.1algebraconstruct

Conversely, if Mc=b, define u(x):=f(x)+∑jψj(x)cj. By [F1] this lies in X. The matrix equation gives u(yi)=f(yi)+∑jψj(yi)cj=ci for each i, so u=f+Fu and it solves (I−F)u=f. These constructions are inverse because each reconstructed function has the prescribed grid values.

3.1givenF2step 2.1algebra∎

If Mc=0 and c≠0, set v(x):=∑jψj(x)cj. The homogeneous matrix equations imply v(yi)=ci; hence v≠0 and Fv=v. Thus a nonzero matrix kernel gives a nonzero kernel of I−F. Conversely, if (I−F)v=0 and v≠0, then ci:=v(yi) satisfies Mc=0; if c=0, the formula v=Fv=∑jψjv(yj) would give v=0, a contradiction. Therefore the two kernels are simultaneously trivial. By [F2] this is equivalent to M being nonsingular; [step 2.1] then gives bijective solvability of the reconstructed equation exactly when the matrix is nonsingular.

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Dependency tree · two levels

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