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The operator-norm Nyström perturbation bound
Statement
Use , , and the finite quadrature Nyström operator from Nyström quadrature operators and their reconstructed equations. Suppose has a bounded inverse, put , and let as an operator on . If , then has a bounded inverse and For , let and solve and . Then When is point sampling on all of , 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 , and .
Nyström quadrature operators and their reconstructed equations: is the finite-sum map , with continuous coefficient functions .
Finite-node Nyström equations are equivalent to their reconstructed equations: the finite system is nonsingular exactly when the reconstructed operator is bijective.
Neumann series and small perturbations of bounded inverses: if , then is invertible with inverse norm at most ; if and are bounded and is bounded with , then is invertible.
The operator norm as the least bound and as the unit-sphere or unit-ball supremum: is defined for a bounded linear operator by its supremum on the unit ball.
Composition satisfies |ST|\le|S|,|T|: for bounded linear operators , .
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.
The square is compact (Heine-Borel in : with the Euclidean metric a subset of 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 is bounded by is complete in the supremum metric for every nonempty compact metric space . If , the integral formula and Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error give , and Integrable functions on form a set closed under sums and scalar multiples, and makes 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 and make linear. Hence and ; thus , , , and are bounded linear maps in the sense of [F6].
Proof
Given: The operators and right-hand sides in the Statement, , and .
By [F7] and [F6], is bounded, so its norm is defined by [F4]. Put ; then and by [F5]. Applying both parts of [F3], with , gives invertibility and The coefficient functions are continuous because is continuous, so [F2] applies and the associated finite system has the same unique solvability.
Subtracting from in the form and applying the inverse from step 1.1 yields the stated error estimate by the triangle inequality.
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 itself and asserts no norm convergence of the point-sampling operators.
Depends on
- Nyström quadrature operators and their reconstructed equations
- Finite-node Nyström equations are equivalent to their reconstructed equations
- Neumann series and small perturbations of bounded inverses
- The operator norm as the least bound and as the unit-sphere or unit-ball supremum
- A bounded linear operator between normed spaces
- Composition satisfies \|ST\|\le\|S\|\,\|T\|
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ 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
- $C(K,\mathbb{R})$ is complete in the supremum metric for every nonempty compact metric space $K$
- Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error
- Integrable functions on $[a,b]$ form a set closed under sums and scalar multiples, and $\int_a^b(\lambda f+\mu g) = \lambda\int_a^b f + \mu\int_a^b g$
- Triangle inequality for finite sums
- Finite sums and finite products, by recursion
- Laws of finite sums and finite products
Used by
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Sources
- Habib Ammari, Brian Fitzpatrick, and Sanghyeon Yu, Mathematical and Computational Methods in Photonics: Tutorial Notes, §1.3 (standard reference, not scraped)
- Andreas Neubauer and Ronny Ramlau, Lecture Notes: Integral Equations and Boundary Value Problems, §3.3 (standard reference, not scraped)