Prerequisites & Notation

Prerequisites for This Chapter

This chapter develops the mathematical theory of ill-posed problems and regularization. It builds directly on the functional analysis foundations of Chapter 1 and draws on linear algebra from the Telecom book.

RFI Chapter 1 — Functional Analysis Foundations. Banach and Hilbert spaces, bounded linear operators, compact operators and their spectral theory (DCompact Operator, TSpectral Theorem for Compact Self-Adjoint Operators), and the singular value decomposition for operators (DSingular System of a Compact Operator). The Picard condition for solvability is introduced there and used throughout this chapter.

Telecom Chapter 1 — Linear Algebra Foundations. Matrix SVD (TSVD Existence Theorem), condition number, the normal equation for least squares. Needed for the finite-dimensional analogues of the operator results here.

Telecom Chapter 2 — Probability and Random Variables. Gaussian distributions, expectation, and variance. Needed for the Bayesian interpretation of Tikhonov regularization and the noise models in inverse problems.

Notation for Chapter 2

SymbolMeaningIntroduced
A\mathcal{A}Forward operator mapping model parameters to data; A ⁣:XY\mathcal{A} \colon \mathcal{X} \to \mathcal{Y}s01
A\mathcal{A}^*Adjoint of A\mathcal{A}s02
A\mathcal{A}^\daggerMoore--Penrose pseudoinverse of A\mathcal{A}s02
σk\sigma_kkk-th singular value of A\mathcal{A} (ordered: σ1σ2\sigma_1 \geq \sigma_2 \geq \cdots)s02
vk,ukv_k,\, u_kRight and left singular vectors (or functions) of A\mathcal{A}s02
α\alphaRegularization parameter (controls trade-off between data fidelity and stability)s03
RαR_\alphaRegularized reconstruction operator; Rα ⁣:YXR_\alpha \colon \mathcal{Y} \to \mathcal{X}s03
δ\deltaNoise level: yδyδ\|y^\delta - y\| \leq \deltas01
yδy^\deltaNoisy data; yδ=Ax+ηy^\delta = \mathcal{A}x^\dagger + \eta with ηδ\|\eta\| \leq \deltas01
xx^\daggerTrue (minimum-norm least-squares) solutions02
xαδx_\alpha^\deltaRegularized solution: xαδ=Rαyδx_\alpha^\delta = R_\alpha y^\deltas03
N(A)\mathcal{N}(\mathcal{A})Null space (kernel) of A\mathcal{A}s01
R(A)\mathcal{R}(\mathcal{A})Range of A\mathcal{A}s01
FαF_\alphaSpectral filter function of a regularization methods04
μ\muSource condition order; also qualification of a regularization methods03
R(x)R(x)Regularization penalty functional (e.g., x2\|x\|^2, x1\|x\|_1, TV(x)\mathrm{TV}(x))s06
λ\lambdaRegularization parameter in variational form minD+λR\min \mathcal{D} + \lambda Rs06
F\mathcal{F}Nonlinear forward operator in F(x)=y\mathcal{F}(x) = ys07
F(x)\mathcal{F}'(x)Fréchet derivative (Jacobian) of F\mathcal{F} at xxs07