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Compact-operator Tikhonov residuals are continuous and increase from range distance to data norm

Statement

Assume Countable Choice. Let A:X→Y be compact between real or complex Hilbert spaces. For data g∈Y and λ>0, let xλ(g)=(A∗A+λI)−1A∗g and rg(λ)=∥Axλ(g)−g∥. Then rg is continuous and nondecreasing on (0,∞), and g−Axλ(g)=λ(AA∗+λIY)−1g,∥λ(AA∗+λIY)−1∥≤1, and lim⁡λ↓0rg(λ)=dist⁡(g,Ran⁡A‾),lim⁡λ→∞rg(λ)=∥g∥.

Facts & Assumptions

Given: Countable Choice, compact A:X→Y between Hilbert spaces, data g∈Y, and λ>0.

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is the hypothesis of the compact spectral theorem; no full Choice is used.

[F1]

Compact spectral filters, source conditions, and qualification: The Tikhonov solution is xλ(g)=(A∗A+λI)−1A∗g.

[F2]

A compact Hilbert-space Gram operator is positive and has the forward kernel: AA∗ is compact, positive and self-adjoint, with ker⁡(AA∗)=ker⁡A∗.

[F3]

Spectral theorem for compact self adjoint operators: The nonzero eigenspaces of AA∗ are mutually orthogonal, and together with its kernel they give an orthogonal decomposition of Y.

[F4]

Bounded multipliers on compact self-adjoint eigenspaces define bounded operators: A bounded scalar multiplier q on the spectrum of a compact self-adjoint operator defines a bounded operator with norm at most sup⁡∣q∣.

[F5]

The shifted Hilbert-space normal operator is invertible with inverse norm at most 1/λ: For bounded T and λ>0, T∗T+λI is invertible.

[F6]

Orthogonality and the orthogonal complement: z⊥Ran⁡A exactly when z is orthogonal to every Ax.

[F7]

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.

[F8]

Hilbert-adjoint identities: The adjoint identity relates ⟨Ax,z⟩ to ⟨x,A∗z⟩.

Proof

1.1F1F2F4F5algebraA1

Put T=AA∗. The normal equation (A∗A+λI)xλ(g)=A∗g follows from [F1] and [F5]. Applying A gives (T+λI)Axλ(g)=Tg, whence g−Axλ(g)=λ(T+λI)−1g. The inverse exists by [F5] applied to A∗:Y→X. The multiplier q(s)=λ/(s+λ), including q(0)=1, has supremum at most one; [F4] gives the operator norm bound.

2.1F3step 1.1algebraA1

Let Ps be the eigenspace projections of T for its nonzero eigenvalues s, and P0 the projection onto ker⁡T. By [F3] and step 1.1, rg(λ)2=∥P0g∥2+∑s>0(λs+λ)2∥Psg∥2. Each coefficient λ/(s+λ) is nondecreasing in λ; therefore the sum and its nonnegative square root are nondecreasing.

2.2F2F3step 1.1algebraA1

On any compact interval [a,b]⊂(0,∞), ∣λs+λ−μs+μ∣=s∣λ−μ∣(s+λ)(s+μ)≤∥T∥a2∣λ−μ∣ for 0≤s≤∥T∥ and λ,μ∈[a,b]. Hence the residual multipliers vary continuously in operator norm, which makes λ↦λ(T+λI)−1g and its norm continuous.

2.3F3step 1.1algebraA1

As λ↓0, the coefficient on P0g stays 1 and each coefficient on Psg for s>0 tends to zero. For a given ε>0, choose a finite spectral set whose orthogonal tail of g has norm below ε/2; the multipliers have norm at most one, and the finite positive-eigenvalue sum tends to zero. Thus the residual tends to P0g. As λ→∞, the bound sup⁡0≤s≤∥T∥∣1−λ/(s+λ)∣≤∥T∥/λ shows that the residual tends to g.

3.1F2F6F7F8step 2.3A1∎

The adjoint identity [F8] gives (Ran⁡A)⊥=ker⁡A∗: orthogonality to every Ax is equivalent to ⟨x,A∗z⟩=0 for every x, which is equivalent to A∗z=0. Taking closures leaves the orthogonal complement unchanged. By [F2], ker⁡T=ker⁡A∗, and [F7] identifies dist⁡(g,Ran⁡A‾)=∥P0g∥. Step 2.3 gives the claimed lower endpoint, while its upper endpoint is ∥g∥.

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