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BA(H)Economics 2016

Linear Algebra and Calculus


Assignment 3
Topic: Inner Product Space

Inner Product Space

Definition. n-Space Rn
The n-dimensional space Rn is the set of all n-tuples (x1 , x2 , x3 , ..., xn ) of real numbers.
Definition. Inner Product
Let V be any real vector space. An inner product on V is a function that assigns to each ordered pair
of vectors u, v V a real number denoted by h, i : V V R satisfying:
1. (Positive definite) hu, ui 0; hu, ui = 0 if and only if u = 0,
2. (Symmetry) hu, vi = hv, ui

u, v V .

3. (Linearity in vector addition) hu + v, wi = hu, wi + hv, wi, u, v V .


4. (Linearity in scalar multiplication) hcu, vi = chu, vi for u, v V and c R.
Definition. Inner Product Space
An inner product space is a vector space V , equipped with an inner product.

Questions on Inner Product Space


1. Let V = R2 . If
u = (u1 , u2 ) and v = (v1 , v2 )
define
hu, vi = u1 v1 + 5u2 v2
Show that this function is an inner product on R2 .
2. Find all constants a such that k(1, a, 3, 2)k = 5
3. Find all constants a such that u and v are orthogonal u = (a, 2, 1, a) and v = (a, 1, 2, 3).
4. Find c so that the vector v = (2, c, 3) is orthogonal to w = (1, 2, 1).
5. If possible, find a, b, and c so that v = (a, b, c) is orthogonal to both w = (1, 2, 1) and x = (1, 1, 1).
6. Which of the vectors u1 = (1, 2), u2 = (0, 1), u3 = (2, 4), u4 = (2, 1),u5 = (= 2, 4), u6 = (6, 3)
are
Orthogonal?
In the same direction?
In opposite direction?
7. Using inner product, compute the angle between the diagonal of the cube and one of its sides.
8. Find the angle between the diagonal of a cube and one of the diagonal of one of its faces. Assume
that the two diagonals go through the same edge of the cube. Remark. You can leave the answer
in the form cos() = ....

Dharmendra Kumar, Department of Mathematics, SGTB Khalsa College

9. Find the angle between two face diagonals which go through the same edge and are an adjacent
faces
10. Define an orthonormal basis of R3 . Prove that the set:
 
 


2 2 1
1 2 2
2 1 2
,
,
,
,
, ,
,
,
3 3 3
3 3 3
3 3 3
form an orthonormal set in R3 with respect to standard inner product.
11. Let u, v Rn , then show that
2

ku + vk + ku vk = 2(kuk + kvk )
12. Let u = (1 , 2 ), v = (1 , 2 ) R2 , define
hu, vi = 1 1 + 2 2
Does it define an inner product on R2 ? Explain.
13. State Cauchy Schwarz inequality. Verify the same for the vectors:
U = (1, 2, 0, 2), V = (3, 6, 0, 6)
Does the equality occur? If so, why?
14. State Cauchy Schwarz inequality for the real linear product space and verify it for the vectors:
U = (2, 1, 3), V = (1, 1, 4) R3
Does the equality occur? If so, why?

Definition. A matrix is
Symmetric if AT = A
Skew Symmetric if AT = A
Orthogonal if AT A = AAT = In , or AT = A1
Hermitian if AT = A,
Unitary if (AT )A = A(AT ) = In , or AT = A1
Normal if (AT )A = A(AT )
Questions on Hermitian, Unitary, Orthogonal, Normal matrices
1. Show that the diagonal entries of a Hermitian matrix must be real.
2. Show that every Hermitian matrix A can be written as A = B + i C, where B is real and symmetric
and C is skew symmetric.
3. Show that every real symmetric matrix is Hemritian.
4. Show that every real orthogonal matrix is unitary.
5. Show that if A is unitary matrix, then AT is unitary.
6. Let A and B be symmetric matrices. Show that AB + BA is skew symmetric.
7. If A is unitary, prove that A1 is unitary.
8. Let A be an n n complex matrix
Dharmendra Kumar, Department of Mathematics, SGTB Khalsa College

(a) Show that A can be written as B + iC, where B and C are Hermitian.
(b) Show that A is normal if and only if BC = CB
9. Show that any Hermitian matrix is normal.
10. Show that any unitary matrix is normal.
11. Find a 2 2 normal matrix that is neither Hermitian nor unitary.

Dharmendra Kumar, Department of Mathematics, SGTB Khalsa College