Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 335 3 b Solution Created 2026-10-03 Updated 2026-10-06
A singular system of a compact operator consists of positive singular values and orthonormal vectors , , withThe form an orthonormal basis of , and the form one of . There are finitely many positive singular values for finite-rank ; otherwise . Obtain the system by applying the spectral theorem for compact self-adjoint operators to , choosing , and setting . The inner product identities verify orthonormality and the displayed relations.
With inner products linear in the first argument,The normal equation for a linear inverse problem with the Tikhonov regularization penalty acts separately on each . Hence the singular-system Tikhonov filter gives the regularized solutionThis norm-convergent series follows from Bessel's inequality and the bound . Data orthogonal to are annihilated by , and the minimizing solution has no component in . The same formula with reconstructs noisy data. In contrast, the unregularized inverse would divide by , with convergence governed by the Picard criterion.