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Inner Products
Wei-Ta Chu
2008/12/17
Definition
Theorem 4.1.2
If u, v and w are vectors in Rn and k is any scalar, then
u·v=v·u
(u + v) · w = u · w + v · w
(k u) · v = k (u · v)
v · v ≥0; Further, v · v = 0 if and only if v = 0
Example
(3u + 2v) · (4u + v)
= (3u) · (4u + v) + (2v) · (4u + v )
= (3u) · (4u) + (3u) · v + (2v) · (4u) + (2v) · v
=12(u · u) + 11(u · v) + 2(v · v)
If we let f=(f1,f2,
…,fn), x=(x1,x2,
…,xn), w1=w2=…=wn=1/m
Then this equation can be expressed as the weighted inner
product
Let u = (u1, u2) and v = (v1, v2) be vectors in R2. Verify that the
weighted Euclidean inner product u, v= 3u1v1 + 2u2v2
satisfies the four product axioms.
Solution:
Note first that if u and v are interchanged in this equation, the right side
remains the same. Therefore, u, v= v, u.
If w = (w1, w2), then
If u = (u1, u2,
…, un) and v = (v1, v2,
…, vn) are vectors in
Rn with the Euclidean inner product, then
circle is x2 + y2 = 1.
If u = (x,y), then ||u|| =
u, u ½ = (1/9x2 + 1/4y2)½, so the equation of the
If U 1 u u2 v1 v2
and V
u3
u4
v3 v4
are any two 22 matrices, then
U, V= tr(UTV) = tr(VTU) = u1v1 + u2v2 + u3v3 + u4v4
defines an inner product on M22
For example, if
1 2 1 0
U and V
3 4
3 2
then
U, V= 1(-1)+2(0) + 3(3) + 4(2) = 16
The norm of a matrix U relative to this inner product is
U U , U 1/ 2 u12 u22 u32 u42
and the unit sphere in this space consists of all 22 matrices U
whose entries satisfy the equation ||U|| = 1, which on squaring yields
u12 + u22 + u32 + u42 = 1
u –2v, 3u + 4v
= u, 3u + 4v–2v, 3u+4v
= u, 3u+ u, 4v– 2v, 3u– 2v, 4v
=3 u, u+ 4 u, v–6 v, u–8 v, v
= 3 || u ||2 + 4
u, v–6 u, v–8 || v ||2
= 3 || u ||2 –2 u, v–8 || v ||2
Wei-Ta Chu
2008/12/17
Theorem 6.2.1
Definition
Two vectors u and v in an inner product space are called
orthogonal if
u, v= 0.
Example (
U, V= tr(UTV) = tr(VTU) = u1v1 + u2v2 + u3v3 + u4v4)
If M22 has the inner project defined previously, then the matrices
1 0
0 2
U and V
1 1
0 0
are orthogonal, since
U, V= 1(0) + 0(2) + 1(0) + 1(0) = 0.
Then 1/ 2 1/ 2
1 1 2 2
p p, p
1/ 2
xxdx x dx
1 1 3
1/ 2 1/ 2
1 2 2 1 4 2
q q, q
1/ 2
x x dx x dx
1 1 5
1 1
p, q
xx dx
2
x 3 dx 0
1 1
Definition
Let W be a subspace of an inner product space V. A vector u
in V is said to be orthogonal to W if it is orthogonal to every
vector in W, and the set of all vectors in V that are
orthogonal to W is called the orthogonal complement (正交
補餘)) of W.
If V is a plane through the origin of R3 with Euclidean inner
product, then the set of all vectors that are orthogonal to
every vector in V forms the line L through the origin that is
perpendicular to V. L
Theorem 6.2.6
If A is an mn matrix, then:
The nullspace of A and the row space of A are orthogonal
complements in Rn with respect to the Euclidean inner
product.
The nullspace of AT and the column space of A are
orthogonal complements in Rm with respect to the
Euclidean inner product.
In any inner product space V, the zero space {0} and the
entire space V are orthogonal complements.
If A is an matrix, to say that Ax=0 has only the
trivial solution is equivalent to saying that the orthogonal
complement of the nullspace of A is all of Rn, or
equivalently, that the row space of A is all of Rn.