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The operator-norm Nyström perturbation bound

Statement

Use X, K, and the finite quadrature Nyström operator KQ from Nyström quadrature operators and their reconstructed equations. Suppose A:=I−K has a bounded inverse, put R:=∥A−1∥, and let ε:=∥KQ−K∥ as an operator on X. If q:=Rε<1, then I−KQ has a bounded inverse and ∥(I−KQ)−1∥≤R1−q. For f,fQ∈X, let u and uQ solve (I−K)u=f and (I−KQ)uQ=fQ. Then ∥uQ−u∥∞≤R1−q(∥(KQ−K)u∥∞+∥fQ−f∥∞). When Q is point sampling on all of C([0,1],R), this theorem is conditional: its hypothesis is an actual operator-norm bound, not merely convergence of the quadrature on each fixed continuous integrand.

Facts & Assumptions

Given: The Nyström operators in the Statement, a bounded inverse A−1, and q=∥A−1∥∥KQ−K∥<1.

[F1]

Nyström quadrature operators and their reconstructed equations: KQ is the finite-sum map u↦∑jwjk(⋅,yj)u(yj), with continuous coefficient functions x↦wjk(x,yj).

[F2]

Finite-node Nyström equations are equivalent to their reconstructed equations: the finite system is nonsingular exactly when the reconstructed operator I−KQ is bijective.

[F3]

Neumann series and small perturbations of bounded inverses: if ∥R∥<1, then I−R is invertible with inverse norm at most (1−∥R∥)−1; if A and E are bounded and A−1 is bounded with ∥A−1E∥<1, then A+E=A(I+A−1E) is invertible.

[F4]

The operator norm as the least bound and as the unit-sphere or unit-ball supremum: ∥T∥ is defined for a bounded linear operator by its supremum on the unit ball.

[F5]

Composition satisfies |ST|\le|S|,|T|: for bounded linear operators S,T, ∥ST∥≤∥S∥∥T∥.

[F6]

A bounded linear operator between normed spaces: a linear map is bounded when one constant bounds its output norm by that constant times the input norm.

[F7]

The square [0,1]2 is compact (Heine-Borel in Rn: with the Euclidean metric a subset of Rn is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), so k is bounded by C(K,R) is complete in the supremum metric for every nonempty compact metric space K. If M:=sup⁡(x,y)∈[0,1]2∣k(x,y)∣, the integral formula and Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error give ∥Ku∥∞≤M∥u∥∞, and Integrable functions on [a,b] form a set closed under sums and scalar multiples, and ∫ab(λf+μg)=λ∫abf+μ∫abg makes K linear. The finite-sum formula and Triangle inequality for finite sums, Finite sums and finite products, by recursion, Laws of finite sums and finite products give ∥KQu∥∞≤M∥u∥∞∑j∣wj∣ and make KQ linear. Hence ∥(KQ−K)u∥∞≤M(1+∑j∣wj∣)∥u∥∞ and ∥(I−K)u∥∞≤(1+M)∥u∥∞; thus K, KQ, KQ−K, and A=I−K are bounded linear maps in the sense of [F6].

Proof

Given: The operators and right-hand sides in the Statement, E:=K−KQ, and A:=I−K.

1.1givenF1F2F3F4F5F6F7algebra

By [F7] and [F6], KQ−K is bounded, so its norm ε is defined by [F4]. Put E:=K−KQ; then I−KQ=A+E=A(I+A−1E) and ∥A−1E∥≤∥A−1∥∥E∥=Rε=q<1 by [F5]. Applying both parts of [F3], with R0:=−A−1E, gives invertibility and ∥(I−KQ)−1∥=∥(I+A−1E)−1A−1∥≤R1−∥A−1E∥≤R1−q. The coefficient functions x↦wjk(x,yj) are continuous because k is continuous, so [F2] applies and the associated finite system has the same unique solvability.

2.1givenF1F4step 1.1algebra

Subtracting (I−K)u=f from (I−KQ)uQ=fQ in the form (I−KQ)(uQ−u)=fQ−f+(KQ−K)u and applying the inverse from step 1.1 yields the stated error estimate by the triangle inequality.

3.1step 1.1step 2.1∎

The two displayed conclusions are exactly the inverse and solution bounds obtained in steps 1.1 and 2.1. This proof uses the norm hypothesis ε itself and asserts no norm convergence of the point-sampling operators.

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