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Rhotrix Topological Space

# Rhotrix Topological Space

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Published by: rjkmrkanwar on Jan 09, 2012

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01/09/2012

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Inner product spaces
Examples.
Verify that the properties of the inner product hold in each case.
1.
=
R
n
and
x,y
:=
x
y
=
n
i
=1
x
i
y
i
.
2.
We can deﬁne an inner product on
R
n
using a given invertible matrix,
A
, by,
x,y
:=
x
A
Ay.
3.
=
R
m
×
n
, the space of
m
×
n
matrices. Given
A
,
B
∈ R
m
×
n
,
A,B
:= trace
A
B
(or trace(
A
B
) for
m
×
n
)
4.
Complex valued functions:
x
(
w
)
,y
(
w
)
∈ C
(
−∞
,
).
x,y
:=

−∞
x
(
w
)
y
(
w
)
dw.
Roy Smith: ECE 210a:
6
.2
Inner product spaces
Inner product spaces
Deﬁned for a pair of elements of a vector space,
x,y
∈ X
,
x,y
:
X ×X → R
(or possibly
)
.
Deﬁning properties:
1.
x,x
R
,
x,x
0 and
x,x
= 0
x
= 0.2.
x,αy
=
α
x,y
,
for all scalars,
α
.3.
x,y
+
z
=
x,y
+
x,z
.
4.
x,y
=
y,x
. (
y,x
denotes the complex conjugate).If the vector space is clear we will drop the explicit subscript.The pair,
, and
•
,
•
are known as an
inner product space
.A complete inner product space is called a
Hilbert space
.
Roy Smith: ECE 210a:
6
.1

Inner product spaces
Compatible norm
If we have an inner product space, we can deﬁne a
compatible
norm by,
x
:=

x,x
.
This is not the only possible norm, but compatibility with the inner product is required togeneralize
R
3
intuition about distances and angles.Notice that this norm looks a lot like a Euclidean norm (or “2-norm”).In
R
n
it is the Euclidean norm.
Norm properties:
1.
x
 ≥
0 and
x
= 0
x
= 0 comes from the inner product properties.2.
αx
=
αx,αx
1
/
2
= (
αα
x,x
)
1
/
2
=
|
α
|
2
x,x
1
/
2
=
|
α
|
x
.
3. Triangle inequality. This one is trickier ...
Roy Smith: ECE 210a:
6
.4
Inner product spaces
Key idea:
Inner products convey the idea of an “angle” between vectors.We will see that we can deﬁne such an angle by,cos
θ
=
x,y
x

y
.
This gives the idea of orthogonality; vectors can be perpendicular to one-another.
x
y
x,y
= 0 (i.e.
θ
=
π/
2)
.
This will allow us to generalize our geometric intuition in
R
3
to higher dimensional spaces.
Roy Smith: ECE 210a:
6
.3

Cauchy-Bunyakovskii-Schwarz inequality
Proof continued ...
From before,
y,y
y,αx
0
.
This is equal to,
y,y
y,αx
=
y,y
α
y,x
=
y,y
x,y
x
2
y,x
=
y
2
x
2
x,y

y,x
x
2
0
.
As the denominator is positive the numerator must also be positive and we get,
y
2
x
2
x,y

y,x
.
As
x,y
=
y,x
, the term,
x,y

y,x
=
|
x,y
|
2
. So now,
y
2
x
2
|
x,y
|
2
which, by taking square-roots, is
|
x,y
| ≤ 
y

x
.
older inequality:
generalization for
p
-norms.If we have real-numbers,
p >
1 and
q >
1 such that,1
p
+1
q
= 1 then
|
x
y
|
x
p
y
q
.
Roy Smith: ECE 210a:
6
.6
Cauchy-Bunyakovskii-Schwarz inequality
Cauchy-Bunyakovskii-Schwarz inequality
(the inequality previously known as Cauchy-Schwarz)
|
x,y
|
x

y
Note that the norm in question is the one that’s compatible with the inner product.This clearly makes the angle between
x
and
y
well deﬁned.
Proof:
Assume that
x
= 0 and choose
α
as,
α
=
x,y
x
2
which means that
α
x
2
=
x,y
or
x,αx
y
= 0
.
Now look at
αx
y
2
(which is
0).
αx
y
2
=
αx
y,αx
y
=
α
x,αx
y


 
= 0
y,αx
y
.
This means that,
−
y,αx
y
0
,
or equivalently,
y,y
y,αx
0
.
Roy Smith: ECE 210a:
6
.5

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