CHAPTER 5: INNER PRODUCT SPACES.

5.1. INNER PRODUCT SPACES.

Definition:

Let V be a real vector space. An inner product on is a function that associates a real

number 〈 〉 with each ordered pair of vectors and in in such a way that the

following conditions are satisfied for all vectors , and in and all scalars

(real numbers)

(1) 〈 〉 〈 〉 (Symmetry)

(2) 〈 〉 〈 〉 〈 〉 (Additivity)

(3) 〈 〉 〈 〉

(4) 〈 〉 and 〈 〉 if and only if

Any vector space equipped with an inner product is called an inner product space.

Remark:

A complex inner product V space is a function that associates a complex number 〈 〉

with each ordered pair of vectors and in V in such a way that the same conditions are

satisfied, except that the first condition in the above definition is replaced by

(1*) 〈 〉 ̅̅̅̅̅̅̅̅
〈 〉,

where the bar denotes complex conjugation. This means that the inner product on a

complex inner product space is not symmetric.

Taking in condition (1*), we get 〈 〉 ̅̅̅̅̅̅̅̅

〈 〉 , from we deduce that 〈 〉

Theorem:

Let , and be vectors I a real inner product space V and let be a scalar (a real number).

Then:

(a) 〈 〉 〈 〉

(b) 〈 〉 〈 〉+〈 〉

(c) 〈 〉 〈 〉

(d) 〈 〉 〈 〉 〈 〉
(e) 〈 〉 〈 〉 〈 〈 〉〉

(f) If 〈 〉 foe all then

Proof:

(a), (d) and (e): trivial.

We prove only (b), (c) and (f)

(b) 〈 〉 〈 〉 〈 〉+〈 〉 〈 〉+〈 〉

(c) 〈 〉 〈 〉 〈 〉 〈 〉

(f) If 〈 〉 foe all then, in particular, 〈 〉 .

Remark:

If and are vectors in a complex inner product space and is a complex scalar, then

〈 〉 ̅̅̅̅̅̅̅̅̅
〈 〉 , since

〈 〉 〈̅̅̅̅̅̅̅̅̅〉 ̅̅̅̅̅̅̅̅̅
〈 〉 ̅ ̅̅̅̅̅̅̅̅
〈 〉 ̅〈 〉

Definition:

Let be an inner product space and let The norm of written ‖ ‖ is given by

‖ ‖ √〈 〉.

Equivalently, ‖ ‖ 〈 〉

In and , the norm is just the length of the vector.

Examples of inner product spaces:

(1) In let

〈 〉

This satisfies the conditions of an inner product, and the same is true for the

dot product in .

(2) Similarly, in let and . Then

〈 〉

defines an inner product.

 For the complex vector space the inner product is

〈 〉 ̅̅̅ ̅̅̅ ̅̅̅

(3) Take any two fixed real numbers, say 4 and 5.

For vectors and in set

〈 〉 .

Show this defines an inner product.

Solution:

Axiom (1) (Symmetry) is satisfied because

〈 〉 〈 〉

If , then

〈 〉

〈 〉 〈 〉

This verifies the additivity axiom (2).

Let Then

〈 〉 〈 〉

and axiom (3) is verified.

For axiom (4), we observe that

〈 〉 and that is, if

Exercises:

1. Suppose that , and are vectors such that

〈 〉 〈 〉 〈 〉 ‖ ‖ ‖ ‖ ‖ ‖

Evaluate each of the following using this information:

(a) 〈 〉 (b) 〈 〉 (c) ‖ ‖

2. Verify the statements:

(a) ‖ ‖ ‖ ‖ ‖ ‖ ‖ ‖ .

(b) If { } is an orthonormal set in V, then ‖ ‖ √ .

3. Let 〈 〉 and 〈 〉 Show that the rule

〈 〉

defines an inner product on

Use this inner product to compute ‖ ‖ for

4. Let

( ) and ( )

Verify that the rule

defines an inner product on

5.2. ORTHOGONALITY.

Definition:

Let and be vectors in an inner product space V. We say that and are orthogonal if

and only if 〈 〉 i.e. if and only if their inner product is zero. We write this as

i.e. if and only if 〈 〉

Theorem:

Let and be vectors in an inner product space V such that . Then

‖ ‖ ‖ ‖ ‖ ‖ .

Proof:

‖ ‖ 〈 〉 〈 〉 〈 〉 〈 〉

〈 〉 〈 〉 ‖ ‖ ‖ ‖ .

Definition:

Let S be a set of distinct vectors in an inner product space V.

(a) S is said to be orthogonal if every pair of distinct vectors in the set S is orthogonal.

(b) A vector is said to be normal if ‖ ‖

(c) S is orthonormal if S is orthogonal and each member of S is normal.

Theorem:

If are non-zero orthogonal vectors, then they are linearly independent.

Proof:

Let be scalars such that We have to show that

each is zero. Pick any Then:

〈 〉 〈 〉

〈 〉 〈 〉 〈 〉

〈 〉 (since 〈 〉 whenever ).

But 〈 〉 so . Since was arbitrary, all the ae zero.

Therefore, the set { } is linearly independent.

Theorem:

Let { } be an orthogonal basis of V. Then, for any

〈 〉 〈 〉 〈 〉
〈 〉 〈 〉 〈 〉

Proof:

Suppose ----------------------- (1)

Taking the inner product with for

we get

〈 〉 〈 〉

〈 〉 〈 〉 〈 〉 〈 〉

〈 〉 〈 〉
〈 〉
Therefore, 〈 〉
.

Substituting for in (1), we obtain the desired result.

Theorem: (Gram-Schmidt orthogonalization process)

Given a basis { } for an inner product space V, define

,
〈 〉
〈 〉
,

〈 〉 〈 〉
〈 〉 〈 〉
,

-------------------------------------------------------------------
〈 〉 〈 〉 〈 〉
〈 〉 〈 〉 〈 〉

Then { } is an orthogonal basis for V.

Examples:

(1) The set { } is a basis for over . However, it is not an orthogonal basis since

〈 〉 ∫ [ ]

The vectors 1 and x are orthogonal since

〈 〉 ∫ [ ]

We extend { } to an orthogonal basis of . Using the Gram-Schmidt process ,

set and
〈 〉 〈 〉
〈 〉 〈 〉

∫ ∫
∫ ∫

⁄
( ) ⁄

The set { } is an orthogonal basis of The vectors in this set are called

Legendre polynomials.
(2) Find an orthogonal basis for that contains the vector ( )

Solution:

Find any basis of containing . Taking ( ) and ( ), we see that

{ } is a basis for Applying the Gram-Schmidt process to this basis, we

obtain

( ) ( ) ( )( )

( )

( ).

( ) ( ) ( ) ( )( ) ( )( )

( ) ( )

Thus, { ( ) ( ) ( ) } is an orthogonal basis for that contains

Exercises:

(1) Find an orthogonal basis of that contains the vector ( )

(2) Find an orthogonal basis of that contains the vectors ( ) and ( )

(3) Use the Gram-Schmidt process to transform the following bases to orthonormal bases for

the respective vector spaces

(a) { }
 (b) { }

4. Apply the Gram-Schmidt process to

( ), ( ), ( )

to find an orthonormal basis for { }.

5. Find an orthogonal basis for the subspace

{( ) } of

6. Assume that the rule 〈 〉 ∫ defines an inner product on the vector

space of all continuous real-valued functions on [ ]

(a) Find the norm of .

(b) Find the distance between and