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Hadamard PDF
Hadamard PDF
A = a1 a2 . . . aN )
where k k is the Euclidean norm on vectors in RN . Perhaps the simplest proof of this
inequality is as follows.
By the Gram-Schmidt process we can establish the existence of an orthonormal basis
b1 , b2 , . . . , bN for RN such that
(2) spanR a1 , a2 , . . . , an = spanR b1 , b2 , . . . , bn
B = b1 b2 . . . bN )
and then
N
X
2
kk = |h, bn i|2 .
n=1
However, (2) implies that each vector am has a shorter expansion of the form
m
X
(3) am = ham , bn ibn .
n=1
ckl = hal , bk i if 1 k l,
and
ckl = 0 if l < k N.
1
2
A = BC.
Again using the fact that B has orthonormal columns and the fact that C is upper
triangular, we get
2
det A = det AT A = det C T B T BC
2
= det C T C = det C
N
Y
= |han , bn i|2
n=1
Y n
N n X o
|ham , bn i|2
n=1 m=1
N
Y
= kan k2 ,
n=1
which gives (1). This argument also shows that there is equality in Hadamards inequality
if and only if
n
X
2
|han , bn i| = |ham , bn i|2
m=1
an = han , bn ibn
for each n, and this is equivalent to the vectors an being pairwise orthogonal.