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Tikhonov has qualification one for source powers of the Gram operator

Statement

Assume Countable Choice. Let A:X→Y be compact between real or complex Hilbert spaces, put S=A∗A, and suppose x†=Sνw with 0<ν≤1 and ∥w∥≤R. Then for every λ>0 the exact-data Tikhonov bias satisfies ∥x†−(A∗A+λI)−1A∗Ax†∥≤Rλν. Equivalently, the Tikhonov residual filter has qualification at least one in the convention of Compact spectral filters, source conditions, and qualification.

Facts & Assumptions

Given: Countable Choice, compact A:X→Y, S=A∗A, a source representation x†=Sνw with 0<ν≤1 and ∥w∥≤R, and λ>0.

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is required by the compact self-adjoint spectral theorem used for S.

[F2]

Spectral theorem for compact self adjoint operators: The nonzero eigenspaces of S are orthogonal and the finite-subset spectral sums converge in norm.

[F3]

Compact spectral filters, source conditions, and qualification: The Tikhonov residual multiplier is rλ(t)=λ/(t+λ), and Sν is the multiplier tν on positive eigenvalues and zero on the kernel.

Proof

1.1A1F1F2F3algebra

On the eigenspace Et with t>0, the exact-data regularization error x†−xλ multiplies the source coefficient by λtν/(t+λ); on ker⁡S the source multiplier tν is zero. Orthogonality in [F2] and the definition in [F3] therefore give x†−xλ=∑t∈Σλtνt+λPtw.

1.2givenalgebra

Put s=t/λ. If 0<s≤1, then sν/(1+s)≤sν≤1. If s≥1, then sν/(1+s)≤sν−1≤1 because ν≤1. Thus λtν/(t+λ)=λνsν/(1+s)≤λν for every t>0.

2.1F2F3step 1.1step 1.2algebra∎

Applying the orthogonal norm formula to step 1.1 and using step 1.2 gives ∥x†−xλ∥2=∑t∈Σ∣λtνt+λ∣2∥Ptw∥2≤λ2ν∑t∈Σ∥Ptw∥2≤λ2ν∥w∥2. Taking nonnegative square roots proves the bound. The scalar inequality in step 1.2 is the qualification condition from [F3] with Cν=1.

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