Gaussian kernel matrix can be factorized into (ΦX)HΦX=XHΦHΦX=XHX, where Φ is Gaussian kernel basis matrix and X is coefficients matrix of reproducing kernel Hilbert space K(⋅,x)∈HK https://www.jkangpathology.com/post/reproducing-kernel-hilbert-space/.
A matrix is a system. A system takes input and gives output. A matrix is a linear system. Differentiation and Integration are linear systems. Fourier transformation matches input basis and operator (differentiation) basis.
Finally arrive at reproducing kernel Hilbert space. https://nzer0.github.io/reproducing-kernel-hilbert-space.html
The above post introduces RKHS in Korean. It was helpful. I had struggled to understand some concepts in RKHS. What does mean Hilbert space in terms of feature expansion? (f:X→R, f∈HK) It was confusing the difference between f and f(x). f means the function in Hilbert space and f(x) is evaluation.
I thought that the function can be represented by the inner product of the basis of feature space K(⋅,x) and coefficients f, and the coefficients are vectors in feature space.
The reproducing kernel hilbert space (RKHS) was my motivation to study analysis. The hilbert space is a orthogonal normed vector space. I still do not know about the meaning of “reproducing kernal”. The RKHS appeared in the book titled An Introduction to Statisitical Learning written by Hastie.
I began to google the meaning of the spaces such as the Hilbert, Banarch. I decided to read the Understaing Analysis written by Abbott.