# 1. Introduction

## 1. Introduction

The theory of reproducing kernels was developed in \[A\], \[S\]. A recent review of the theory is \[Sa1,Sa2\], where the reader can find many references.

The basic result in \[A\] is the existence and uniqueness of a reproducing kernel Hilbert space (RKHS) corresponding to any self-adjoint nonnegative-definite kernel $`K(p,q)`$, $`p,qE`$, where $`E`$ is an abstract set. Let $`H`$ be a Hilbert space of functions defined on $`E`$, and $`HL^2(E)`$. Assume that $`K(,q)`$ and $`K(p,)`$ belong to $`H`$. Let us assume that the linear operator $`K:HH`$, with the kernel $`K(p,q)`$, is injective. It is defined on all of $`H`$ since $`K(p,)H`$ by the assumption. Define RKHS $`H_K`$ inner product by the formula

$$(f,g)_{H_K}:=[f,g]:=(K^1f,g),$$
$`1.1`$   
where $`(f,g):=(f,g)_{L^2(E)}`$, $`K^1`$ is the operator inverse to $`K:HH`$, and

$$Kf:=_EK(p,q)f(q)𝑑q.$$
$`1.2`$   
The injectivity assumption can be dropped, but then one has to consider $`K`$ on the factor space $`H/N(K)`$, where $`N(K):=\{f:Kf=0\}`$ is the null-space of $`K`$.

In the literature (e.g. see \[Sa1,2\]) the inner product in RKHS was not defined explicitly by formula (1.1). The definition of the inner product in $`H_K`$, given in \[A\] (and presented in \[Sa1, p.36\]) is implicit and contains some limiting procedure which is not described explicitly. In particular, it is not clear over which sets of $`p`$ and $`q`$ the summation in formula (11) in \[Sa1, p.36\] is taken. In \[A\] such a summation is taken over a finite set of points $`pE`$ and $`qE`$. The finite sums $`_pX_pK(,p)`$, used in \[Sa1, p.36\] do not form a complete Hilbert space $`H_K`$, and the completion procedure is not discussed in sufficient details in \[Sa1\]. Our definition (1.1) of the inner product in $`H_K`$ coincides with the definition in \[Sa1, p.36, formula (11)\] if one takes $`f`$ and $`g`$ in (1.1) to be finite linear combinations of the functions of the type $`K(p,)`$ and $`K(,q)`$.

The reproducing property of the kernel $`K(p,q)`$ can be stated as follows:

$$[f(),K(,q)]=f(q),$$
$`1.3`$   
and this formula can be easily derived from the definition (1.1) of the inner product in $`H_K`$:

$$[f(),K(,q)]:=(K^1f,K(,q))=(f,K^1K(,q))=(f,I(,q))=f(q).$$
$`1.4`$   
Here we have used the selfadjointness of the operator $`K^1`$, and the fact that the distributional kernel of the identity operator $`I`$ is $`\delta (pq)`$, the delta function, which is well defined on RKHS because the value $`f(p)`$ for any $`pE`$ is a bounded linear functional in $`H`$:

$$|f(q)|fK(,q),$$
$`1.5`$   
where $`f:=[f,f]^{\frac{1}{2}}`$ is the norm in $`H_K`$.

The basic results of this paper are:

1) representation of the inner product in $`H_K`$ by formula (1.1),

and

2) clarification of the conditions from \[Sa1,2\] under which the range of the general linear transform, defined by formula (2.1) below, is characterized and inversion formulas for this transform are obtained.

## 2. Linear transforms and RKHS

Define

$$f(p):=LF:=_T\overline{h(t,p)}F(t)𝑑m(t),$$
$`2.1`$   
where $`T^n`$ is some subset of $`^n`$, $`dm(t)`$ is a positive measure on $`T`$, and $`h(t,p)`$ is a function on $`H_0\times H`$, where $`H_0:=L^2(T,dm(t))`$. The linear operator $`L:H_0H`$ is injective if the set $`\{h(t,p)\}_{pE}`$ is total in $`H_0`$. This means that if for some $`FL^2(T,dm(t))`$ the following equation holds:

$$0=_Th(t,p)F(t)𝑑m(t)pE,$$
$`2.2`$   
then $`F(t)=0`$.

Let us assume that $`L`$ is injective. The operator $`L^{}:HH_0`$ acts by the formula:

$$(LF,g)_H=(F,L^{}g)_{H_0},$$

thus

$$L^{}g=_Eh(t,p)g(p)𝑑p.$$
$`2.3`$   
Recall that we assume in this paper that $`K`$ and $`L`$ are injective, so that $`K^1`$ and $`L^1`$ exist. Let us state a simple lemma.

###### Lemma 2.1

One has

$$[LF,LG]=(F,G)_{H_0},$$
$`2.4`$   
provided that RKHS $`H_K`$ is defined by the kernel

$$K(p,q):=_T\overline{h(t,p)}h(t,q)𝑑m(t).$$
$`2.5`$   
###### Demonstration Proof

One has

$$[LF,LG]=(K^1LF,LG)=(L^{}K^1LF,G)_{H_0}=(F,G)_{H_0},$$
$`2.6`$   
where the operator $`L`$ in (2.6), after the first equality sign, is considered as an operator from $`H_0`$ into $`H`$. The last step in (2.6) is based on the relation:

$$L^{}K^1L=I.$$
$`2.7`$   
Let us assume that $`L^1`$ is a closed, possibly unbounded, densely defined operator from $`R(L)H`$ into $`H_0`$, where $`R(L)`$ is the range of $`L`$. Then formula (2.7) is equivalent to the relation:

$$K=LL^{}.$$
$`2.8`$   
Indeed, in this case one has:

$$K^1=(LL^{})^1=L^1L^1,$$
$`2.9`$   
so that (2.7) and (2.8) are equivalent.

Note that under our assumptions about $`L^1`$ the operator $`(L^{})^1`$ does exist and $`(L^{})^1=(L^1)^{}`$.

Let us prove that (2.5) is equivalent to (2.8) and, consequently, to (2.7). Using (2.1) and (2.3), one gets:

$$LL^{}g=_T\overline{h(t,p)}_Eh(t,q)g(q)𝑑q𝑑m(t)=_EK(p,q)g(p)𝑑p,$$
$`2.10`$   
where $`K(p,q)`$ is defined by (2.5). Since $`g(p)`$ in (2.10) is arbitrary, this formula implies (2.8), as claimed. Therefore (2.5) implies (2.8), and, consequently, (2.7), and (2.7) implies (2.4) according to (2.6). Lemma 2.1 is proved. ∎

In \[Sa1\] it is proposed to characterize the range $`R(L)`$ of linear map (2.1) as the RKHS with the reproducing kernel (2.5). It follows from Lemma 2.1 that if one puts the inner product (1.1) of $`H_K`$, with $`K(p,q)`$ defined in (2.5), on the set $`R(L)`$, then $`L:H_0H_K`$ is an isometry (see (2.6)).

In general one cannot describe the norm in $`H_K`$ in terms of some standard norms, such as the Sobolev norm.

Therefore the above observation (that $`R(L)=H_K`$ if one puts the norm of $`H_K`$ onto $`R(L)`$) does not solve the problem of characterization of the range of $`L:H_0H_0`$ as an operator from $`H_0`$ into $`H_0`$.

This point was discussed in \[R2\]. On the other hand, some cases are known when one can characterize the norm in $`H_K`$ in terms of the Sobolev norms (positive or negative) \[R1\].

It is also claimed in \[Sa1,2\] that an inversion formula exists for a general linear transform (2.1) (\[Sa2, p.56, formula (31)\]).

This inversion formula is derived under the assumption \[Sa2, p.58\] that $`H_K`$ is the space $`L^2(E,d\mu )`$, where $`d\mu `$ is some positive measure. This assumption means that the kernel $`A(p,q)`$ of the operator $`K^1`$ is a distribution of the form $`\delta (pq)w(p)`$, where $`w(p)`$ is the density of the measure $`d\mu (p)`$, that is $`d\mu (p)=w(p)dp`$, and $`\delta (pq)`$ is the delta function.

This and the definition of the inverse operator, namely $`KK^1=I`$, written in terms of kernels, imply:

$$\delta (pq)=_E\delta (ps)K(s,q)𝑑\mu (s)=K(p,q)w(p),$$
$`2.11`$   
where we have assumed that $`w(p)>0`$ is a smooth function, with $`v(p):=\frac{1}{w(p)}>0`$. Thus (2.11) implies that the reproducing kernel $`K(p,q)`$ must be of the form:

$$K(p,q)=v(p)\delta (pq),$$
$`2.12`$   
if one assumes that the inner product in $`H_K`$ is the same as in $`L^2(E,d\mu )`$, as indeed S.Saitoh assumes in \[Sa2, p.56\] and in \[Sa1\].

Assumption (2.12) is not satisfied in general, and is essentially equivalent to the formula $`L^1=L^{}`$, where $`L`$ now is an operator from $`H_0`$ into $`H_K`$.

Let us prove the above claim. If $`L`$ is considered as operator from $`H_0`$ into $`H_K`$, then formula (2.7) can be written as

$$L^{}L=I,L:H_0H_K$$
$`2.13`$   
and formula (2.6) takes the form:

$$LF_{H_K}=F_0.$$
$`2.14`$   
Thus $`L:H_0H_K`$ is an isometry (see (2.14)) and $`L^{}`$ is the left inverse of $`L`$ (see (2.13)).

We assume that $`L`$ is injective, that is, the null-space of the operator $`L`$ is trivial: $`N(L)=\{0\}`$. Since, by definition, $`H_K`$ consists of the elements of $`R(L)`$, that is, $`R(L)=H_K`$, and $`L^{}`$ is injective on $`R(L)`$ by (2.13), it follows that

$$L^{}=L^1,$$
$`2.15`$   
where $`L^1:H_KH_0`$ is a bounded linear operator. The claim is proved.

Formula (2.15) is equivalent to the inversion formula (31) in \[Sa2, p.56\], while (2.14) is equivalent to formula (33) in \[Sa2, p.57\].

It is now clear that the assumptions in \[Sa1,2\] are equivalent to the assumption that $`L:H_0H_K`$ is a unitary operator, so that its inverse is $`L^{}`$.

This assumption makes the description of the range of $`L`$ and the inversion formula trivial.

It is suggested in \[Sa1\] and in \[Sa2\] to use the norm $`f_{H_K}=L^1f_0=F_0`$ on $`R(L)`$, where $`L`$ is an injective linear operator, and it was claimed in these works that one gets in such a way a characterization of the range of the operator L defined by formula (2.1). In fact this suggestion does not give a nontrivial and practically useful characterization of the range $`R(L)`$ of this linear integral operator because the norm $`L^1f_0`$ cannot, in general, be described in terms of the usual norms, such as Sobolev or Hoelder norms, for example. Likewise, the fact that the inverse of a unitary operator $`L`$ is $`L^{}`$ does not give a nontrivial inversion formula, since the main difficulty is to characterize the space $`H_K`$ in terms of the usual norms (such as Sobolev norms, for example) and to check that $`L:H_0H_K`$ is a unitary operator.

Finally, one can easily check that if the assumption in \[Sa1, p.7\] and \[Sa2, p.56\] holds (this assumption says that $`H_K`$ has the inner product of $`L^2(E,d\mu )`$):

$$_E_EA(p,q)f(p)\overline{g(q)}𝑑p𝑑q=_Ef(p)\overline{g(p)}w(p)𝑑p,f,gH_K,$$
$`2.16`$   
where $`A(p,q)`$ is a nonnegative-definite kernel of the operator $`K^1`$ (see formula (1.1)), and $`w(p)`$ is a continuous weight function, $`0<c_0\nu (p)c_1`$, $`pE`$, then

$$A(p,q)=w(p)\delta (pq),$$

which is an equation similar to (2.12), with $`w(p)=v^1(p)`$.

This means that the assumption in \[Sa2, p.56\] that the RKHS $`H_K`$ is realizable as $`L^2(E,d\mu )`$ is equivalent to the assumption that the reproducing kernel $`K(p,q)`$ is of the form (2.12) provided that $`d\mu =w(p)dp`$.