Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 326 2 vi Solution Created 2026-10-03 Updated 2026-10-06
The relevant nonlinear generalized singular vector relation, without imposing unit-data normalization, isThis is a generalized eigenfunction in the forward-operator metric, rather than a distributional generalized eigenfunction of a linear operator. It supplies the normal-operator source condition with . For a convex positively one-homogeneous functional, the subgradient inequality applied at zero and at gives . If , thenAssume the usual positive eigenvalue and . By positive homogeneity,The shifted-comparator Bregman bound therefore yieldsThe vector is itself a minimizer: remains a subgradient along the nonnegative ray, and substitution satisfies the subgradient optimality condition. If is injective, this also proves . Otherwise distinct minimizers can differ in the kernel while sharing the same predicted data.
For a nonnegative convex positively one-homogeneous functional, the branch continues as above the threshold, since there. Nonnegativity is needed for that clipping argument; bare positive homogeneity allows signed linear functionals.
Zero Bregman distance does not imply exact recovery. For , , and , the minimizer is , but . Both points touch the same supporting line, as described by zero Bregman distance and supporting faces.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 326 2 v Solution Created 2026-10-03 Updated 2026-10-06
Let from the normal-operator source condition, and set . Since is a least-squares solution, the normal equation for a linear inverse problem gives . Expand the objective difference and use the Bregman distance definition:The cross term with the residual of the least-squares solution vanishes by the normal equation; exact data are not required. Compare the minimizing with . At , the completed square is zero. Dividing the resulting inequality by proves the stronger shifted-comparator Bregman boundDropping the nonnegative squared term gives the requested estimate. If the comparator lies outside the effective domain of , its distance is infinite and the inequality is valid but gives no finite error bound.