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Compact-operator Tikhonov residuals are continuous and increase from range distance to data norm
Statement
Assume Countable Choice. Let be compact between real or complex Hilbert spaces. For data and , let and . Then is continuous and nondecreasing on , and and
Facts & Assumptions
Given: Countable Choice, compact between Hilbert spaces, data , and .
The Axiom of Countable Choice (): Countable Choice is the hypothesis of the compact spectral theorem; no full Choice is used.
Compact spectral filters, source conditions, and qualification: The Tikhonov solution is .
A compact Hilbert-space Gram operator is positive and has the forward kernel: is compact, positive and self-adjoint, with .
Spectral theorem for compact self adjoint operators: The nonzero eigenspaces of are mutually orthogonal, and together with its kernel they give an orthogonal decomposition of .
Bounded multipliers on compact self-adjoint eigenspaces define bounded operators: A bounded scalar multiplier on the spectrum of a compact self-adjoint operator defines a bounded operator with norm at most .
The shifted Hilbert-space normal operator is invertible with inverse norm at most : For bounded and , is invertible.
Orthogonality and the orthogonal complement: exactly when is orthogonal to every .
Orthogonal decomposition by a closed subspace: A closed subspace of a Hilbert space has an orthogonal projection, and the distance to it is the norm of the orthogonal-complement component.
Hilbert-adjoint identities: The adjoint identity relates to .
Proof
Put . The normal equation follows from [F1] and [F5]. Applying gives , whence The inverse exists by [F5] applied to . The multiplier , including , has supremum at most one; [F4] gives the operator norm bound.
Let be the eigenspace projections of for its nonzero eigenvalues , and the projection onto . By [F3] and step 1.1, Each coefficient is nondecreasing in ; therefore the sum and its nonnegative square root are nondecreasing.
On any compact interval , for and . Hence the residual multipliers vary continuously in operator norm, which makes and its norm continuous.
As , the coefficient on stays and each coefficient on for tends to zero. For a given , choose a finite spectral set whose orthogonal tail of has norm below ; the multipliers have norm at most one, and the finite positive-eigenvalue sum tends to zero. Thus the residual tends to . As , the bound shows that the residual tends to .
The adjoint identity [F8] gives : orthogonality to every is equivalent to for every , which is equivalent to . Taking closures leaves the orthogonal complement unchanged. By [F2], , and [F7] identifies . Step 2.3 gives the claimed lower endpoint, while its upper endpoint is .
Depends on
- Compact spectral filters, source conditions, and qualification
- A compact Hilbert-space Gram operator is positive and has the forward kernel
- Bounded multipliers on compact self-adjoint eigenspaces define bounded operators
- Spectral theorem for compact self adjoint operators
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Orthogonality and the orthogonal complement
- Orthogonal decomposition by a closed subspace
- The shifted Hilbert-space normal operator is invertible with inverse norm at most $1/\lambda$
- Hilbert-adjoint identities
Used by
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Sources
- Guido Clason, Regularization of Inverse Problems, full lecture notes (standard reference, not scraped)
- Per Christian Hansen, Introduction to Inverse Problems, Chapter 5: Regularization Parameter Choice (standard reference, not scraped)