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Multiscale residuals and the limits of reconstruction

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10 Multiscale residuals and the limits of reconstruction

10.1 A split coarsener retains its missing detail

Let \(C:R\to\overline R\) and \(J:\overline R\to R\) be linear maps with \(CJ=I\). Put \(H=I-JC\). Then

\[ r=JCr+Hr,\qquad CH=0,\qquad H^2=H. \]

The two coordinates \((Cr,Hr)\) retain all information. The coarse coordinate alone generally does not.

The actual dyadic tower coarsener has the typed formula

\[ (Cr)_n=\rho^Y_{2n}r_{2n+1}+r_{2n}\rho^X_{2n+1}. \]
(10.1)

It is obtained by telescoping two adjacent compatibility squares. With target sections, a lift is

\[ (Jc)_{2n}=0,\qquad (Jc)_{2n+1}=s_{2n}c_n. \]

The section identity gives \(CJ=I\), so the missing detail is explicitly \(Hr\), not an unspecified reconstruction error. The normed construction imposes the bounds needed to make these maps bounded on its operator family spaces.

10.2 A whole cascade

At scale \(j\), let \(C_j:R_j\to R_{j+1}\) and \(J_j:R_{j+1}\to R_j\) be bounded linear maps with \(C_jJ_j=I\). For \(x\in R_0\), define

\[ x_0=x,\quad x_{j+1}=C_jx_j,\quad L_0=I,\quad L_N=J_0\cdots J_{N-1}, \]
\[ h_j=x_j-J_jx_{j+1},\qquad Q_Nx=L_Nx_N, \qquad S_N=I-Q_N. \]

The map \(Q_N\) restores the surviving coarse remainder to the original space. It is this restored remainder, not just \(x_N\), that controls reconstruction.

Theorem 10.1: Finite reconstruction and nested remainders

For every \(N\),

\[ x=Q_Nx+\sum_{j<N}L_jh_j, \qquad S_Nx=\sum_{j<N}L_jh_j. \]

Each \(Q_N\) is a projection, and for \(N\le M\),

\[ Q_NQ_M=Q_MQ_N=Q_M. \]

The vectors with all details zero are exactly the persistent subspace

\[ \mathcal P_\infty=\{x:Q_Nx=x\text{ for every }N\}. \]

Proof

Let \(D_0=I\) and \(D_N=C_{N-1}\cdots C_0:R_0\to R_N\). Thus \(x_N=D_Nx\), \(Q_N=L_ND_N\), and repeated use of \(C_jJ_j=I\) gives

\[ D_NL_N=I_{R_N}. \]

This cancellation takes place between adjacent maps with matching domains. No identification of different residual spaces is needed.

Since \(L_{j+1}=L_jJ_j\) and \(x_{j+1}=C_jx_j\),

\[ L_jh_j=L_j(x_j-J_jx_{j+1})=Q_jx-Q_{j+1}x. \]

Summing from \(j=0\) to \(N-1\) leaves \(x-Q_Nx\) because \(Q_0=I\). This proves both finite reconstruction identities, including \(N=0\), when the detail sum is empty.

Idempotence follows from \(D_NL_N=I\):

\[ Q_N^2=L_N(D_NL_N)D_N=Q_N. \]

For \(M\ge N\), put \(C_{N,M}=C_{M-1}\cdots C_N\) and \(J_{N,M}=J_N\cdots J_{M-1}\), using identities for \(M=N\). Then

\[ D_M=C_{N,M}D_N,\quad L_M=L_NJ_{N,M},\quad C_{N,M}J_{N,M}=I. \]

The identities \(D_NL_M=J_{N,M}\) and \(D_ML_N=C_{N,M}\) now give

\[ Q_NQ_M=L_NJ_{N,M}D_M=Q_M,\qquad Q_MQ_N=L_MC_{N,M}D_N=Q_M. \]

Both orders have been checked, rather than inferred from one range inclusion.

If all \(h_j\) vanish, the finite telescope gives \(Q_Nx=x\) for every \(N\). Conversely, if every \(Q_Nx=x\), then \(L_jh_j=Q_jx-Q_{j+1}x=0\). Apply the left inverse \(D_j\) of \(L_j\) to obtain \(h_j=0\). The injectivity of the restoration composite is the step that recovers the original detail from its transported value.

A split cascade retains every discarded component as a detail. The finite sum is always exact after the restored coarse remainder is included. An infinite detail expansion requires that remainder to vanish in the topology being used.
Figure 8. A split cascade retains every discarded component as a detail. The finite sum is always exact after the restored coarse remainder is included. An infinite detail expansion requires that remainder to vanish in the topology being used.

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10.3 Convergence has its own theorem

Call \(x\) norm recoverable when \(Q_Nx\to0\). This is equivalent to \(S_Nx\to x\), but it does not follow merely from vanishing persistent subspace. Let

\[ \mathcal F=\bigcup_N\ker Q_N \]

be the finite core.

Theorem 10.2: Density criterion for norm recovery

Suppose \(\sup_N{\left\lVert Q_N\right\rVert}\le K<\infty\). Then the norm recoverable vectors are exactly \(\overline{\mathcal F}\). In particular all vectors are norm recoverable if and only if the finite core is dense.

Proof

The nested identities first imply that the kernels increase: if \(Q_My=0\) and \(N\ge M\), then \(Q_Ny=Q_NQ_My=0\). Thus the finite core really is an increasing union of linear subspaces.

Suppose \(Q_Nx\to0\). Put \(y_N=S_Nx=x-Q_Nx\). Idempotence gives \(Q_Ny_N=Q_Nx-Q_N^2x=0\), so \(y_N\in\mathcal F\). Since \(x-y_N=Q_Nx\to0\), these are finite-core approximants converging to \(x\). Hence \(x\in\overline{\mathcal F}\).

Conversely, fix \(x\in\overline{\mathcal F}\) and \(\epsilon>0\). If \(K=0\), the common operator bound gives \({\left\lVert Q_Nx\right\rVert}=0\) for every \(N\), so convergence is immediate. Suppose \(K>0\). Choose \(y\in\mathcal F\) satisfying \({\left\lVert x-y\right\rVert}<\epsilon/(K+1)\). Some \(M\) has \(Q_My=0\). For every \(N\ge M\), nesting and the common operator bound give

\[ {\left\lVert Q_Nx\right\rVert}={\left\lVert Q_N(x-y)\right\rVert}\le K{\left\lVert x-y\right\rVert} <\epsilon\frac{K}{K+1}\le\epsilon. \]

The approximation \(y\) is chosen before the depth \(N\), giving precisely the quantifier order in norm convergence. This proves equality of the two sets. Applying it to every \(x\in R_0\) gives the density criterion.

There are other sufficient conditions. If the transported details are absolutely summable in the Banach space \(R_0\), their sum exists and the remaining boundary lies in \(\mathcal P_\infty\). If that persistent subspace is zero, the sum equals \(x\). Alternatively,

\[ {\left\lVert x-S_Nx\right\rVert}\le\left(\prod_{j<N}{\left\lVert J_j\right\rVert}\right){\left\lVert x_N\right\rVert} \]

gives a direct sufficient decay test. A decreasing coarse norm by itself is not enough when restoration gains grow.

10.4 The actual dyadic result

For the dyadic residual hierarchy defined above, the persistent residual is zero. Zero detail at a scale reveals every even coordinate, while an odd coordinate is passed to a smaller index at the next scale. Strong induction on the coordinate index therefore proves that a residual with all details zero is zero.

Theorem 10.3: Dyadic determination and finite coordinate recovery

In the actual dyadic system, all detail coordinates jointly determine the residual. Moreover,

\[ k+1<2^N\quad\Longrightarrow\quad (Q_Nr)_k=0,\qquad(S_Nr)_k=r_k. \]

Thus every fixed residual coordinate is recovered exactly at a sufficiently large finite depth. The statement does not assert convergence in the supremum norm over all coordinates.

Proof

Write \(R_j\) for the residual space at scale \(j\). Its lift has the actual coordinate formula

\[ (J_jz)_{2m}=0,\qquad (J_jz)_{2m+1}=s^{(j)}_{2m}z_m, \]

where \(s^{(j)}_{2m}\) is the corresponding target section at that scale. The expression on the right is composition of the section with the residual operator. Its source and target are those of the odd coordinate at scale \(j\).

Set \(L_{j,0}=I_{R_j}\) and \(L_{j,N+1}=J_jL_{j+1,N}\). We prove, simultaneously for all starting scales \(j\), that

\[ k+1<2^N\quad\Longrightarrow\quad (L_{j,N}z)_k=0 \qquad(z\in R_{j+N}). \]

For \(N=0\), the inequality \(k+1<1\) has no solution. Suppose the assertion holds at depth \(N\). At depth \(N+1\), an even coordinate vanishes by the displayed lift formula. For an odd coordinate \(k=2m+1\), the hypothesis gives

\[ 2(m+1)<2^{N+1},\qquad m+1<2^N. \]

The induction hypothesis at starting scale \(j+1\) makes \((L_{j+1,N}z)_m\) zero. Composing that zero operator with \(s^{(j)}_{2m}\) gives zero at coordinate \(k\). This completes the induction without identifying residual spaces at different scales.

Now \(Q_Nr=L_{0,N}x_N\), so the support assertion applies to the restored remainder. Since \(S_Nr=r-Q_Nr\), it gives the reconstruction equation. Finally, if two residuals have identical details at every scale, the finite telescope makes their \(S_N\) reconstructions equal for every \(N\). At any fixed coordinate choose \(N\) with \(k+1<2^N\). The reconstruction equation then makes their original coordinates equal. Hence the residuals are equal.

The strict inequality matters: the next coordinate, \(k=2^N-1\), can still have a nonzero remainder. There is also a sharper, nonconsecutive description of the support.

Proposition 10.4: The dyadic support pattern

For the same lifts,

\[ 2^N\nmid(k+1)\quad\Longrightarrow\quad(Q_Nr)_k=0. \]

Thus coordinate \(k\) is certainly recovered once \(N>\nu_2(k+1)\), where \(\nu_2(m)\) is the largest power-of-two exponent dividing the positive integer \(m\). The only possible unrecovered coordinates at depth \(N\) are

\[ 2^N-1,\quad 2\cdot2^N-1,\quad3\cdot2^N-1,\quad\ldots. \]

Proof

Prove the assertion for \(L_{j,N}\) by induction, uniformly in \(j\). At depth zero every positive integer is divisible by one, so there is nothing to prove. At depth \(N+1\), even coordinates vanish. If \(k=2m+1\), then

\[ 2^{N+1}\mid(k+1)\quad\Longleftrightarrow\quad2^N\mid(m+1). \]

When divisibility fails, the inner coordinate in \(J_jL_{j+1,N}\) vanishes by induction. The formula for the odd lift finishes the proof. Apply the result to \(Q_Nr=L_{0,N}x_N\).

This refinement is formalized by a scale-uniform induction on the actual varying-fiber residual system in DyadicSupport.lean. It asserts where a remainder may survive, not that every allowed coordinate is nonzero. In the scalar identity-bonding model with \(C(a,b)=a+b\), the residual constantly equal to one has value \(2^N\) at every surviving position. That example proves sharpness of the uniform prefix cutoff.

The possible support of the restored dyadic remainder is sparse and periodic. At depth (N ), only positions whose index plus one is divisible by (2 N ) can remain. Open cells are guaranteed recovered. Marked cells are allowed to survive, not asserted nonzero for every residual.
Figure 9. The possible support of the restored dyadic remainder is sparse and periodic. At depth \(N\), only positions whose index plus one is divisible by \(2^N\) can remain. Open cells are guaranteed recovered. Marked cells are allowed to survive, not asserted nonzero for every residual.

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10.5 Two boundary examples

On \(\ell^\infty({\mathbb N},{\mathbb R})\), let \(C\) remove the first coordinate and let \(J\) prepend zero. Then \(Q_Nx\) is the tail of \(x\), placed at its original coordinates with zeros before \(N\). Every fixed coordinate is eventually zero in the remainder, and \({\left\lVert Q_N\right\rVert}\le1\). Nevertheless the constant sequence \(\mathbf1\) satisfies \({\left\lVert Q_N\mathbf1\right\rVert}=1\) for every \(N\).

Proposition 10.5: The recovery domain is \(c_0\)

For this shift cascade,

\[ S_Nx\to x\text{ in }\ell^\infty \quad\Longleftrightarrow\quad x_n\to0. \]

For \(x_n=q^n\), \(0\le q<1\), the error is exactly \(q^N\).

Proof

The error norm is \(\sup_{n\ge N}|x_n|\). It tends to zero precisely when the sequence tends to zero. For a geometric sequence its largest tail value is the first one, \(q^N\).

As a second example, take scalar spaces with \(C=\tfrac12I\), \(J=2I\). The coarse value \(x_N=2^{-N}x\) tends to zero, but restoration gives \(Q_Nx=x\). Every detail is zero and the entire input is persistent. The example belongs to this scalar cascade, not to the actual dyadic hierarchy, whose persistent subspace was proved to vanish.

How to read the result

Retained packets make omission explicit. They do not guarantee convergence. Coordinate recovery, bounded reconstruction, summability, and attainment remain different mathematical properties.

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