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In [[functional analysis]] (a branch of [[mathematics]]), a '''reproducing kernel Hilbert space''' ('''RKHS''') is a [[Hilbert space]] of functions in which point evaluation is a continuous linear [[Functional (mathematics)|functional]]. Roughly speaking, this means that if two functions <math>f</math> and <math>g</math> in the RKHS are close in norm, i.e., <math>\|f-g\|</math> is small, then <math>f</math> and <math>g</math> are also pointwise close, i.e., <math>|f(x)-g(x)|</math> is small for all <math>x</math>. The converse does not need to be true. Informally, this can be shown by looking at the [[Uniform norm|supremum norm]]: the sequence of functions <math>\sin^n (x)</math> converges pointwise, but does not converge [[Uniform Convergence|uniformly]] i.e. does not converge with respect to the supremum norm. (This is not a counterexample because the supremum norm does not arise from any [[inner product]] due to not satisfying the [[Polarization identity|parallelogram law]].)
It is not entirely straightforward to construct a Hilbert space of functions which is not an RKHS.<ref>Alpay, D., and T. M. Mills. "A family of Hilbert spaces which are not reproducing kernel Hilbert spaces." J. Anal. Appl. 1.2 (2003): 107–111.</ref> Some examples, however, have been found.<ref> Z. Pasternak-Winiarski, "On weights which admit reproducing kernel of Bergman type", ''International Journal of Mathematics and Mathematical Sciences'', vol. 15, Issue 1, 1992. </ref><ref> T. Ł. Żynda, "On weights which admit reproducing kernel of
[[Square-integrable function|''L''<sup>2</sup> spaces]] are not Hilbert spaces of functions (and hence not RKHSs), but rather Hilbert spaces of equivalence classes of functions (for example, the functions <math>f</math> and <math>g</math> defined by <math>f(x)=0</math> and <math>g(x)=1_{\mathbb{Q}}</math> are equivalent in ''L''<sup>2</sup>). However, there are RKHSs in which the norm is an ''L''<sup>2</sup>-norm, such as the space of band-limited functions (see the example below).
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where <math>K_y\in H</math> is the element in <math>H</math> associated to <math>L_y</math>.
This allows us to define the reproducing kernel of <math>H</math> as a function <math> K: X \times X \to \mathbb{R} </math> (or <math>\mathbb{C}</math> in the complex case) by
:<math> K(x,y) = \langle K_x,\ K_y \rangle_H. </math>
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==Properties==
* Let <math>(X_i)_{i=1}^p</math> be a sequence of sets and <math>(K_i)_{i=1}^p</math> be a collection of corresponding positive definite functions on <math> (X_i)_{i=1}^p.</math> It then follows that
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