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mercer theorem
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szcf-weiya committed Dec 12, 2018
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Expand Up @@ -42,7 +42,14 @@ $$
K(x, y)=\sum\limits_{i=1}^\infty \gamma_i \phi_i(x)\phi_i(y)\tag{5.45}
$$

其中 $\gamma_i\ge 0,\sum_{i=1}^\infty \gamma_i^2 < \infty$。${\cal H}_K$ 的元素是关于这些 **特征函数 (eigen-functions)** 的展开,即
其中 $\gamma_i\ge 0,\sum_{i=1}^\infty \gamma_i^2 < \infty$。

!!! note "weiya注:Mercer's theorem"
$(5.45)$ 的分解由 Mercer's theorem 保证,Mercer's theorem 将半正定矩阵的特征分解推广到半正定核函数的特征分解,具体地,
![](../../img/12/wiki_mercer.PNG)
图片来源: [Wiki: Mercer's theorem](https://en.wikipedia.org/wiki/Mercer%27s_theorem)

${\cal H}_K$ 的元素是关于这些 **特征函数 (eigen-functions)** 的展开,即

$$
f(x)=\sum\limits_{i=1}^\infty c_i\phi_i(x)\tag{5.46}
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