Operator equation has been one of the principal tools in a large area of applied mathematics, and the literature discussing around this topic is vast. In this paper, we will limit our discussion on the compact operator equations of the second kind, which has the form
where $K:X\rightarrow X$ is a compact operator and $b\in X$ is given. Thanks to the First and the Second Riesz Theorem, we know $\dim \mathcal{N}\left( T\right) < \infty $ [6, Theorem 3.1, p.28], and $\mathcal{R}\left( T\right) $ is closed [6, Theorem 3.2, p.29]. We aim to obtain the best-approximate solution of (1.1), which is denoted as $x^{\dagger }:=T^{\dagger }b, $ where $T^\dagger$ is the Moore-Penrose inverse of $T$. Note that as $\mathcal R(T)$ is closed, $T^\dagger$ is naturally guaranteed to be bounded.
Due to the complexity of the specific problems that has form (1.1), it is difficult for us to find a universal solution to all the problems. A more promising strategy is finding the numerical solution, which involve approximating the abstract space and operator with finite freedoms. Let $\left\{ X_{n}\right\} $ be a sequence of finite-dimensional subspaces of $X$ such that
and for each $n\in\mathbb{N}$ set $T_{n}:=TP_{n}\text{, } $ where $P_{n}:=P_{X_{n}}$ is the orthogonal projection from $X$ onto $X_{n}$. Note that (1.2) implies
here, we say $\{(X_{n}, T_{n})\}_{n\in\mathbb{N}}$ is a LSA (least-squares approximation setting) for $T$, and all of our following discussions will be based on this setting. Our target is to find suitable LSA such that
namely, $x^{\dagger }:=T^{\dagger }b$ can be approximated by $x_{n}^{\dagger }:=T_{n}^{\dagger}b$. There are many works touching upon this problem such as Du [1, 2], Groetsch [4], Groetsch-Neubauer [3], and Seidman [5]. Note that (1.4) does not naturally holds for equation (1.1), as Du's example [2, Example 2.10] shows. To guarantee the convergency of the approximation scheme $\{T_n^\dagger\}$ for $T^\dagger$. Groetsch [4, Proposition 0] and Du [2, Theorem 2.8 (d)] provide the following convergence conditions
where (1.5) is the stability condition of LSA $\{(X_{n}, T_{n})\}_{n\in\mathbb{N}}$, that is,
However, as will show in a simple and important example, a direct examination of (1.5) could be difficult, but the examination of some other equivalent condition of (1.5) that we will soon give in our theorem can be very easy.
In this paper, we will give some equivalent characterizations for (1.4) (or (1.5)). These equivalent characterizations can not only increase our understanding on the convergence of this approximation scheme by offering different perspectives, but also provide us with some simple and `easy to check' criteria to examine the convergence. To proceed, we need the following notation
where $\{S_{n}\}$ is a sequence of nonempty subsets of a Banach space. With the above notation the main result obtained in the paper is as below.
Theorem 1.1 For the compact operator equation (1.1) with LSA $\{(X_{n}, T_{n})\}_{n\in\mathbb{N}}$, the following propositions are equivalent:
(a) (1.4) (or (1.5)) holds.
(b) There holds
(c) There holds
(d) For any $b, b_{n}\in X$ with $\left\Vert b_{n}-b\right\Vert\rightarrow 0$ ($n\rightarrow \infty $) there holds
(e) There is a $n_{\ast }\in\mathbb{N}$ such that $X_{n_{\ast }}\supseteq \mathcal{N}(T)$.
In Section 2, we will give some lemmas and the proof of Theorem 1.1. In Section 3, we will study some examples to further explain the theorem.
To prove Theorem 1.1 we need to prepare several lemmas.
Lemma 2.1 Let $T\in\mathcal{B}\left(X\right)$ with $\dim\mathcal{N}\left(T\right)< \infty$, and have LSA $\left\{\left( X_{n}, T_{n}\right)\right\}$.
(a) There hold
(b) There is a $n_{\ast }\in\mathbb{N}$ such that
(c) If $\mathcal R(T)$ is closed and
then (1.5) holds.
Proof (a) It is clear that
and therefore
(b) Since (1.2) and $\dim \mathcal{N}\left( T\right) < \infty $ hold, we have
and therefore there is a $n_{\ast }\in \mathbb{N}$ such that
This implies that
(c) Assume that $\mathop {\sup }\limits_n \left\Vert T_{n}^{\dagger }\right\Vert =+\infty $. Then by the uniform boundedness principle, there is an $u\in X$ such that
Hence there exists a subsequence $\left\{ T_{n_{k}}^{\dagger }\right\} $ of $\left\{ T_{n}^{\dagger }\right\} $ such that $\mathop {\lim }\limits_{k\rightarrow \infty }\left\Vert T_{n_{k}}^{\dagger }u\right\Vert =+\infty. $ Due to (b), there is a $n_{\ast }\in \mathbb{N}$ such that
Hence, it follows from (2.1) that $ {{\mathcal{N}(T)}\cap X_{n}={\mathcal{N}(T)\subseteq X}}_{n} \quad \text{for}\ n\geq n_{\ast }, $ and therefore
Set $v_{k}:=\frac{T_{n_{k}}^{\dagger }u}{\Vert T_{n_{k}}^{\dagger }u\Vert }$. Then $v_{k}\in \mathcal{N}\left( T_{n_{k}}\right) ^{\bot }=X_{n_{k}}\cap {{\mathcal{N}(T)}}^{\perp }$ for $k$ large enough, and therefore
This with $T^{\dagger }\in \mathcal{B}\left( X\right) $ (by $\mathcal{R}\left( T\right) $ being closed) implies that
that contradicts with $\left\Vert v_{k}\right\Vert =1$.
Lemma 2.2 Let $T\in \mathcal{B}\left( X\right) $ have LSA $\left\{ \left( X_{n}, T_{n}\right) \right\} $. Then
Proof It is clear that $$\mathop {s - \lim }\limits_{n \to \infty } \mathcal{G}\left( {{T_n}} \right) \subseteq \mathop {w - \widetilde {\lim }}\limits_{n \to \infty } \mathcal{G}\left( {{T_n}} \right)$$. Hence, we need only to show that
Let $\left( x, y\right) \in \mathcal{G}\left( T\right) $. Then $\left( x, T_{n}x\right) \in \mathcal{G}\left( T_{n}\right) $, and $\left( x, T_{n}x\right) \rightarrow \left( x, y\right) \ \left( n\rightarrow \infty \right) $. Therefore, $\left( x, y\right) \in {s}$-$\mathop {\lim }\limits_{n \to \infty } \mathcal{G}\left( {{T_n}} \right)$. This gives that $ \mathcal{G}\left( T\right) \subseteq \underset{n\rightarrow \infty } {{s}\text{-}\lim }\mathcal{G}\left( T_{n}\right) .$ Let $\left( x, y\right) \in {w}$-$\mathop {\widetilde {\lim }}\limits_{n \to \infty } \mathcal{G}\left( {{T_n}} \right) $. Then there is a sequence $\left\{ \left( x_{n}, y_{n}\right) \right\} $ such that $\cup _{k=n}^{\infty } \mathcal{G}\left( T_{k}\right) \ni \left( x_{n}, y_{n}\right) \rightharpoonup \left( x, y\right) \ \left( n\rightarrow \infty \right) $. Thus, there is a sequence $\left\{ k_{n}\right\} $ such that
Note that for all $v\in X$ there holds
Thus, we have $\left\langle Tx-y, v\right\rangle =0\ \forall v\in X, \text{ that is, }\left( x, y\right) \in \mathcal{G}\left( T\right) . $$ This gives that $\underset{n\rightarrow \infty }{{w}\text{-}\widetilde{\lim }} \mathcal{G}\left( T_{n}\right) \subseteq \mathcal{G}\left( T\right) . $$
Lemma 2.3 Let $H$ be a Hilbert space and $\left\{ H_{n}\right\} $ a sequence of closed subspaces of $H$. Then
in the case that $\left\{ P_{H_{n}}\right\} $ is strongly convergent,
Proof See [1, Lemma 2.13].
Next, we prove Theorem 1.1 as follows.
Proof of Theorem 1.1 Note that, by Lemma 2.1 (a), $P_{\mathcal{N}\left( T_{n}\right) }=P_{\mathcal{N}\left( T\right) \cap X_{n}}+I-P_{n}, $ and there is a $n_{\ast }\in \mathbb{N}$ such that
Therefore it follows that
that is,
Due to this with the uniform boundedness principle, it is clear that
(a)$\Rightarrow $(b) We need only to show that (a) implies that
Let (a) be valid, namely, (1.4) and (1.5) hold (by (2.4)). Then for all $x\in X$ there hold
Thus we obtain that
Let $\left( y, x\right) \in \mathcal{G}\left( T^{\dagger }\right) $. Then
By Lemma 2.2, ${s}$-$\mathop {\lim }\limits_{n \to \infty } \mathcal{G}\left( {{T_n}} \right) = \mathcal{G}\left( T \right)$, hence there is a squence $\left\{ x_{n}\right\} $ such that
This with (2.6) implies that
Thus, $\left( y, x\right) \in {s}$-$\mathop {\lim }\limits_{n \to \infty } \mathcal{G}\left( {T_n^\dagger } \right) $, we get
Let $\left( y, x\right) \in {w}$-$\mathop {\widetilde {\lim }}\limits_{n \to \infty } \mathcal{G}\left( {T_n^{{\kern 1pt} \dagger }} \right)$. Then there is a sequence $\left\{ \left( y_{n}, x_{n}\right) \right\} $ such that
Hence, there is a sequence $\left\{ k_{n}\right\} $ such that
This with $T_{k_{n}}^{\, \dagger }y_{n}\in \mathcal{N}\left( T_{k_{n}}\right) ^{\bot }\subseteq X_{k_{n}}$ and (2.6) implies that
and for any $v\in X,$
Thus we have
So, we obtain that $$\underset{n\rightarrow \infty }{{w}\text{-}\widetilde{\lim }} \mathcal{G}\left( T_{n}^{\, \dagger }\right) \subseteq \mathcal{G}\left( T^{\dagger }\right) . $$ Now (2.5) is proved.
(b) $\Rightarrow $(c) Let (b) be valid. By Lemma 2.3 it follows from (2.2) that
Hence to prove (c) we need only to show that
Assume that (2.7) is not valid. Then there is a $x_{0}\in \mathcal{N}\left( T\right) \cap \left( \underset{n\rightarrow \infty }{{s} \text{-}\lim }\mathcal{N}\left( T_{n}\right) \right) ^{\bot }$ with $\left\Vert x_{0}\right\Vert =1$. Note that, by (2.2) with Lemma 2.3,
It follows that $x_{0}\in \mathcal{N}\left( T\right) \cap \left( \mathcal{N} \left( T\right) \cap X_{n_{\ast }}\right) ^{\bot }$, and that $x_{0}$ satisfies
and (noting $\mathcal{N}\left( T_{n}\right) ^{\bot }=\left( \mathcal{N} \left( T\right) \cap X_{n}\right) ^{\bot }\cap X_{n}^{\, }\subseteq X_{n}$)
So we have
This contradicts with $\left\Vert x_{0}\right\Vert =1$.
(c)$\Rightarrow $(d) Let (c) be valid. For any $b, b_{n}\in X$ with $\left\Vert b_{n}-b\right\Vert \rightarrow 0$ ($n\rightarrow \infty $) we need only to show that
Due to Lemma 2.3, (c) is equivalent to $ \mathop {{\text{s - }}\lim }\limits_{n \to \infty } {P_{\mathcal{N}\left( {{T_n}} \right)}} = {P_{\mathcal{N}\left( T \right)}}.$ By Lemma 2.1 (a) and Lemma 2.3, the above equation is equivalent to (2.1). Then, by Lemma 2.1 (c) we obtain (1.5), that is
Let $x\in {w}$-$\mathop {\widetilde {\lim }}\limits_{n \to \infty } T_n^{ - 1}\left( {{P_{\mathcal{R}\left( {{T_n}} \right)}}{b_n}} \right) $. Then there is a squence $\left\{ x_{n}\right\} $ with an integer sequence $\left\{ k_{n}\right\} $ such that
Hence we have $\left\langle Tx-P_{\mathcal{R}\left( T\right) }b, v\right\rangle =0\text{ } \forall v\in X, \quad \text{that is, }x\in T^{-1}\left( P_{\mathcal{R}\left( T\right) }b\right) . $ This gives that
Let $x\in T^{-1}\left( P_{\mathcal{R}\left( T\right) }b\right) $. Take $x_{n}:=x+T_{n}^{\dagger }\left( P_{\mathcal{R}\left( T_{n}\right) }b_{n}-T_{n}x\right), \quad n\in \mathbb{N}. $ Then
and, by use of (2.9),
That gives $x\in {s}$-$\mathop {\lim }\limits_{n \to \infty } T_n^{ - 1}\left( {{P_{\mathcal{R}\left( {{T_n}} \right)}}{b_n}} \right) $. So we get
Thus we get (d).
(d) $\Rightarrow $ (e) Let (d) be valid. It is clear that
By (2.2) and Lemma 2.3, there is a $n_{\ast }\in \mathbb{N}$ such that
That gives (e).
(e) $\Rightarrow $ (a) Let (e) hold. Then (2.1) is valid. Hence we have (1.5) by Lemma 2.1 (c), that is (a) holds.
In Theorem 1.1, one thing worth to notice is the condition (e), which claims that the strong convergence of the LSA $\{(X_{n}, T_{n})\}_{n\in\mathbb{N}}$ is equivalent to
Note that the examination of this condition does not involve any computation of operator norm or generalized-inverse, which are unavoidable in the examination of the stability condition (the condition (a) in Theorem 1.1). Here we will look at a simple example to see how the condition (e) can be used in specific integral equation.
Example 1 Let $X:=L^2[-\pi, \pi]$, and we choose the approximation space as
We consider the below integral equation of the second kind:
where $f\in L^2[-\pi, \pi]$ is known, and we want to get $\varphi$. Let $\{X_n, T_n\}$ be the LSA of the equation. It is easy to check that $\mathcal N(T) = \text{span}\{x\}, $ and for $x$, it has the Fourier series
As the non-zero coefficients in the series has infinite term, so it is obvious that there is no $n^*\in\mathbf N$ such that $\mathcal N(T)\subseteq X_{n^*}$, namely the convergence condition (e) in Theorem 1.1 does not be satisfied. According to the Theorem 1.1, the stability condition fail in this case, and $\underset{n\rightarrow \infty }{{s}\text{-}\lim }T_{n}^{\, \dagger}\neq T^{\dagger }$.
Here we look again on the stability condition (a), namely
We notice that to examine this condition, we need to compute generalized-inverse and operator norm, the cost of which is almost equal to computing the minimal spectral of $T_n$. Thus, it is hard to find a unified method to achieve this task.
The condition (e) in Theorem 1.1 also give the clue to choose convergent approximation scheme. For Example 1, to guarantee the convergence, we choose the approximation space as
The above is the subspace spanned by the first $(n+1)$ terms of the sequence of Legendre polynomial on $[-\pi, \pi]$. Now the LSA $\{X_n, T_n\}$ possesses convergency as a result of $X_2\supseteq \mathcal N(T)$.