Reproducing kernel Hilbert space

In mathematics and functional analysis a reproducing kernel Hilbert space is a function space in which pointwise evaluation is a continuous linear functional. Alternatively, we will show they are spaces that can be defined by reproducing kernels. The subject was originally and simultaneously developed by N. Aronszajn and S. Bergman in 1950.

In this article we assume that Hilbert spaces are complex. This is becuase many of the examples of reproducing kernel Hilbert spaces are spaces of analytic functions. Also recall the sesquilinearity convention: the inner product is linear in the second variable

Let X be an arbitrary set and H a Hilbert space of functions. H is a reproducing kernel Hilbert space iff the linear map

$f\mapsto f(x)$

is norm continuous for any element x of X. By the Riesz representation theorem, this implies that there exists an element K_x of H such that

$f(x)=\langle K_{x},f\rangle$

The function

$K(x,y)=K_{x}(y)$

is called a reproducing kernel for the Hilbert space. In fact, K is uniquely determined.