Topic 4: Euclidean n-space

FIN2009 Management Mathematics

Department of Finance
National Taiwan University

Dr. Sandy Lai

1
 Vectors
A vector can be represented geometrically by a directed line
segment that starts at a point A, called the initial point, and
ends at a point B, called the terminal point.
• Example of a vector in 2-space:
·𝐵

·𝐴
Vectors are typically denoted with a boldface lower case letter,
e.g., v, w. When we’ve explicitly given the initial and terminal
points, we often represent the vector as 𝐯 𝐴𝐵.
• The initial point A is listed first, and the terminal point B is
listed second.
A vector imparts two pieces of information:
• a direction and
• a magnitude (the length of the directed line segment). 2
 Vectors in 2-space
Vectors with the same direction and same magnitude are called
equivalent even if they have different initial and terminal points.
• Example:

If v and u are two equivalent vectors, we will write: v = u.

It is difficult to visualize a vector without a frame of reference, so
we often introduce a coordinate system to the picture.
Two-dimensional space (or 2-space):
• In 2-space, suppose that v is any vector whose initial point is at
the origin of the rectangular coordinate system and its
terminal point is at the coordinates (v1, v2). We call the
coordinates ‘the components of v’ and write v = (v1, v2).

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 Vectors in 3-space
Three-dimensional space (or 3-space):
• We describe a point in 3-space by a triple (x, y, z).
• We can take each pair of coordinate axes and look at the plane
they form. We call them ‘the coordinate planes’ and denote
them as xy-plane, yz-plane, and xz-plane.
• If we take the general point (x, y, z) and move it straight unto
one of the coordinate planes, we get a new point for which one
of the coordinates is zero. For instance, in the xy-plane we have
the general point (x, y, 0).
• Suppose that we’ve got a vector v whose initial point is the
origin of the coordinate system and whose terminal point is
given by (𝑣 , 𝑣 , 𝑣 ). We call (𝑣 , 𝑣 , 𝑣 ) ‘the components of v’
and write, v = (𝑣 , 𝑣 , 𝑣 ).

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• In our notation, (𝑣 , 𝑣 , 𝑣 ) can represent either a point or a
vector. We need to be careful and pay attention to the context
of the problem although in many problems it doesn’t really
matter. y z
𝑣 ,𝑣
v v 𝑣 ,𝑣 ,𝑣
x

x y

The component form of the vector tells how to get from the initial
point to the terminal point of the vector.
• For example, suppose v = (𝑣 , 𝑣 ) is a vector with initial point A
= (x1, y1). Then, the terminal point of v is B = (x1 + v1, y1 + v2 ).
• Suppose A = (x1, y1) and B = (x2, y2) are two points. The vector
with A as the initial and B the terminal point is given by, 𝐴𝐵
𝑥 𝑥 ,𝑦 𝑦 .
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 Zero vector and the negative
Zero vector:
• It is denoted by 0.
• It is a vector with no length.
• Because the zero vector has no length, it is hard to talk about
its direction. By convention, we say that the zero vector can
have any direction that we need for it to have in a given
problem.
The negative of a vector v:
• It is denoted by –v.
• It is defined to be the vector with the same length as v but has
the opposite direction of v.
• The negative of v is called ‘the additive inverse of the
vector v.’

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 Sum of two vectors
Definition 1: Suppose that v and w are two vectors. If we position
w so that its initial point coincides with the terminal point of v,
then the sum of the two vectors, denoted by v + w, is the new
vector whose initial point is the initial point of v and whose
terminal point is the terminal point of w.
Below are three sketches of v + w in 2-space. v = (v1, v2) and w =
(w1, w2). v + w = w + v= (v1 + w1, v2 + w2 ).

𝑣 𝑤 ,𝑣 𝑤
w w
𝑤

v v
v 𝑣 v
w
w
𝑤 𝑣

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 Vector difference and scalar multiple
Definition 2: Given two vectors v and w, the difference of w from
v, denoted by v–w, is defined to be,
v−w = v +(−w).
Here is a sketch of v –w = (v1 – w1, v2 – w2 ) in 2-space.

v v

w
-w w

Definition 3: Given a vector v and a non-zero scalar c (i.e. c is a

number), the scalar multiple, cv, is the vector whose length is c
times the length of v, and it is in the direction of v if c is positive
and in the opposite direction of v is c is negative.

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 Properties of vectors
Theorem 1: Suppose u, v, and w are vectors in 2-space or 3-space.
c and k are scalars. Then, the following hold.
• (a) u + v = v + u
• (b) u + (v + w) = (u + v) + w
• (c) u + 0 = 0 + u = u
• (d) u – u = u + (–u) = 0
• (e) c (u + v ) = cu + cv
• (f) (c + k )u = cu + ku
• (g) (ck )u = c (ku) = k (cu)
• (h) 1u = u

<Proof>
• The proof of all these comes directly from the component
definition of the operations.
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 Norm of a vector
Definition 4: If v is a vector, then the magnitude of the vector is
called the norm of the vector, denoted by 𝐯 .
• If v is in 2-space, then 𝐯 𝑣 𝑣 .

• If v is in 3-space, then 𝐯 𝑣 𝑣 𝑣 .

A geometric interpretation of the norm 𝐯 .

𝐯 𝑣 ,𝑣

• Using the Pythagorean Theorem, we can find the length of the

hypotenuse of a right triangle, which is also the length of the
vector, 𝐯 .
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 Unit vector
We call v a unit vector if 𝐯 1.
Suppose cv is a scalar multiple of v. Then, 𝑐𝐯 𝑐 𝐯 .

• Proof: 𝑐𝐯 𝑐 𝑣 𝑐 𝑣 𝑐 𝑣 𝑐 𝐯 .

Theorem 2: 𝐯 0 for any vector v in 2-space or 3-space. 𝐯 0 if

and only if v = 0.

Theorem 3: Given a non-zero vector v in 2-space or 3-space,

𝐯
define a new vector 𝐮 . Then, u is a unit vector.
𝐯

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 Example: A unit vector
Example 4 Given a vector v = (3,−1,−2), find a unit vector that
• (a) points in the same direction as v.
• (b) points in the opposite direction as v.
<Solution>
• (a) 𝐯 3 1 2 14

𝐮 3, 1, 2 , ,

• (b) 𝐮 , ,

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 Angle between two vectors
Suppose that u and v are two vectors in 2-space or 3-space that
are placed so that their initial points are the same. Then, the
angle between u and v is angle 𝜃 that is formed by u and v
such that 0 𝜃 𝜋.
• Notice that there are always two angles that are formed by the
two vectors and the one that we will always chose is the one
that satisfies 0 𝜃 𝜋.
Examples:

𝐯
𝜽 𝜽 𝐮

𝐮 𝐯 𝐮 𝐯
𝜽

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 Dot product
Definition 5: Suppose that 𝐮 𝑢 ,𝑢 ,𝑢 and 𝐯 𝑣 ,𝑣 ,𝑣 are
two vectors in 3-space. Then,
𝐮·𝐯 𝑢 𝑣 𝑢 𝑣 𝑢 𝑣
• The dot product is sometimes called the scalar product or the
Euclidean inner product.

Theorem 4: If u and v are two vectors in 2-space or 3-space and 

is the angle between them, then
𝐮·𝐯 𝐮 𝐯 cos
<Proof> Use law of cosines.

Remarks: Likewise, if 𝐮 𝑢 , 𝑢 and 𝐯 𝑣 ,𝑣 are two vectors

in 2-space then, 𝐮 · 𝐯 𝑢 𝑣 𝑢 𝑣 .

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 Example: Angle between two vectors
Example 2 Determine the angle between the following pair of
vectors: a = (9,−2) and b = (4,18).

<Solution>
𝐚 85 𝐛 340 𝐚·𝐛 9 4 2 18 0

𝑐𝑜𝑠𝜃 0 → 𝜃 90

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 Orthogonal vectors
Theorem 5: Two non-zero vectors, u and v, are orthogonal if and
only if 𝐮 · 𝐯 0.

Remarks: By convention, we consider the zero vector as orthogonal

to any vector.

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 Properties of dot product
Theorem 6: Suppose that u, v, and w are three vectors that are
all in 2-space or all in 3-space. c is a scalar. Then,

• 𝑎 𝐯·𝐯 𝐯 (this implies that 𝐯 𝐯·𝐯 )

• 𝑏 𝐮·𝐯 𝐯·𝐮
• 𝑐 𝐮· 𝐯 𝐰 𝐮·𝐯 𝐮·𝒘
• 𝑑 𝑐 𝐮·𝐯 𝑐 𝐮 ·𝐯 𝐮·𝑐 𝐯
• 𝑒 𝐯·𝐯 0 𝑖𝑓 𝐯 𝟎
• 𝑓 𝐯·𝐯 0 𝑖𝑓 𝑎𝑛𝑑 𝑜𝑛𝑙𝑦 𝑖𝑓 𝐯 0

<Proof> It follows from either the definition of the dot product or

the formula from Theorem 4.

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 Orthogonal projection
Theorem 7: Suppose that u and a ≠ 0 are vectors in 2- or 3-space.
• The orthogonal projection of u on a, denoted by projau, is
𝐮·𝐚
proj𝐚 𝐮 𝐚
𝐚 𝟐
• The vector component of u orthogonal to a is given by,
𝐮·𝐚
𝐮 proj𝐚 𝐮 𝐮 𝐚
𝐚 𝟐
Graphical presentation of the decomposition of the vector u

𝐮 𝐮 𝐯
𝐯
𝐚 𝐚
𝐯 𝐯

The length of the orthogonal projection of u on a:

𝐮·𝐚 𝐮·𝐚 𝐮·𝐚
proj𝐚 𝐮 𝐚 𝐚 .
𝐚 𝟐 𝐚 𝟐 𝐚

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 Example: Orthogonal projection
Compute the orthogonal projection of u=(−3,1) on a=(7,2) and the
vector component of u orthogonal to a.

<Solution>
𝟐
𝐮·𝐚 19 𝐚 53

proj𝐚 𝐮 7, 2 ,

𝐮 proj𝐚 𝐮 3, 1) , ,

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 Standard basis vectors
The standard unit vectors or standard basis vectors for 3-
space are defined as follows, i = (1,0,0) j = (0,1,0) k = (0,0,1).
• They are all unit vectors. Each lies along one of the coordinate
axes and points in the positive direction.
𝑧
• Graph:
𝐤
𝐢

𝑥 𝐣
𝑦

Any vector in 3-space, say 𝐮 𝑢 , 𝑢 , 𝑢 , can be written as,

𝐮 𝑢 ,𝑢 ,𝑢 𝑢 i+𝑢 j+𝑢 k
The standard unit vectors or standard basis vectors for 2-
space are defined as: i = (1,0) j = (0,1) .
• Any vector in 2-space, say 𝐮 𝑢 , 𝑢 , can be written as,
𝐮 𝑢 ,𝑢 𝑢 i+𝑢 j 20
 n-Space
Definition 7: Given a positive integer n, an ordered n-tuple is a
sequence of n real numbers, denoted by (a1, a2 ,…, an ). The set of
all ordered n-tuples is called n-space, denoted by Rn.

Some remarks:
• As we pointed out earlier, an ordered pair, (a1, a2), or an
ordered triplet, (a1, a2, a3), can be thought of as either a point
or a vector in R2 or R3, respectively. An ordered n-tuple, (a1, a2
,…, an ), can also be thought of as a point or a vector in Rn.
• The more standard terms for 2-tuples and 3-tuples are
ordered pair and ordered triplet.

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 Vectors in n-Space
Definition 8: Suppose u =(u1, u2 ,…, un ) and v =(v1, v2 ,…, vn ) are
two vectors in Rn.
• (a) We say that 𝐮 and 𝐯 are equal if
𝑢 𝑣 𝑢 𝑣 ⋯ 𝑢 𝑣
• (b) The sum of 𝐮 and 𝐯 is defined to be,
𝐮 𝐯 𝑢 𝑣 ,𝑢 𝑣 ,…,𝑢 𝑣
• (c) The negative (or additive inverse) of 𝐮 is defined to be
𝐮 𝑢 , 𝑢 ,…, 𝑢
• (d) The difference of two vectors is defined to be
𝐮 𝐯 𝐮 𝐯 𝑢 𝑣 ,𝑢 𝑣 ,…,𝑢 𝑣
• (e) If 𝑐 is any scalar, then the scalar multiple of 𝐮 is defined to be
𝑐𝐮 𝑐𝑢 , 𝑐𝑢 , … , 𝑐𝑢
• (f) The zero vector in ℝ is denoted by 𝟎 and is defined to be
𝟎 0,0, … , 0

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 Properties of vectors in n-Space
Theorem 11: Suppose u =(u1, u2 ,…, un ), v =(v1, v2 ,…, vn ), and w
=(w1, w2 ,…, wn ) are vectors in Rn. c and k are scalars. Then,
• (a) 𝐮 𝐯 𝐯 𝐮
• (b) 𝐮 𝐯 𝐰 𝐮 𝐯 𝐰
• (c) 𝐮 𝟎 𝟎 𝐮 𝐮
• (d) 𝐮 𝐮 𝐮 𝐮 𝟎
• (e) 𝑐 𝐮 𝐯 𝑐𝐮 𝑐𝐯
• (f) 𝑐 𝑘 𝐮 𝑐𝐮 𝑘𝐮
• (g) 𝑐𝑘 𝐮 𝑐 𝑘𝐮 𝑘 𝑐𝐮
• (h) 1𝐮 𝐮

<Proof> The proof of all of these come directly from the definition 8.

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 Euclidean inner product and
Euclidean n-space
Definition 9: Suppose 𝐮 𝑢 , 𝑢 , … , 𝑢 , and 𝐯 𝑣 , 𝑣 , … , 𝑣 are
two vectors in Rn , then the Euclidean inner product, denoted
by 𝐮 · 𝐯, is defined to be
𝐮·𝐯 𝑢 𝑣 𝑢 𝑣 ⋯ 𝑢 𝑣
• This is a natural extension to the dot product that we looked
at in R2 and R3 .
• In fact, the Euclidean inner product is the more correct
name for this operation, and we rename it to the dot product
when we were working exclusively in R2 and R3 .
• When we add in addition, scalar multiplication, and the
Euclidean inner product to Rn , we will often call this
Euclidean n-space.

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 Properties of Euclidean inner product
Theorem 12: Suppose 𝐮 𝑢 ,𝑢 ,…,𝑢 , 𝐯 𝑣 , 𝑣 , … , 𝑣 , and
𝐰 𝑤 , 𝑤 , … , 𝑤 are vectors in Rn. Let c be a scalar. Then,
(a) 𝐮 ⋅ 𝐯 𝐯⋅𝐮
(b) 𝐮 𝐯 ⋅𝐰 𝐮⋅𝐰 𝐯⋅𝐰
(c) 𝑐 𝐮 ⋅ 𝐯 𝑐𝐮 ⋅ 𝐯 𝐮 ⋅ 𝑐𝐯
(d) 𝐮 ⋅ 𝐮 0
(e) 𝐮 ⋅ 𝐮 0 if and only if 𝐮 𝟎.
<Proof>
• The proof of this theorem falls directly from the definition of
the Euclidean inner product.

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 Euclidean norm and Euclidean distance
Definition 10: Suppose u=(u1, u2 ,…, un ) is a vector in Rn. Then,
the Euclidean norm is,
/
𝐮 𝐮·𝐮 𝑢 𝑢 ⋯ 𝑢 .

Definition 11: Suppose u=(u1, u2 ,…, un ) and v=(v1, v2 ,…, vn) are
two points in Rn. Then, the Euclidean distance between them is
defined as,
𝑑 𝐮, 𝐯 ∥ 𝐮 𝐯 ∥ 𝑢 𝑣 𝑢 𝑣 ⋯ 𝑢 𝑣

• Notice that in this definition, we called u and v points, and

then used them as vectors in the norm.

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 Euclidean inner product and Cauchy-
Schwarz Inequality
Theorem 13: Suppose u and v are two vectors in Rn , and 𝜃 is the
angle between them. Then,
𝐮·𝐯 𝐮 𝐯 cos𝜃
<Proof> The proof of this theorem is identical to the proof for the
3-space.

Theorem 14: Suppose u and v are two vectors in Rn. Then,

|𝐮 · 𝐯| 𝐮 𝐯
<Proof>
• |𝐮 · 𝐯| 𝐮 𝐯 |cos𝜃| 𝐮 𝐯

• This theorem is called the Cauchy-Schwarz Inequality.

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 Properties of Euclidean norm
Theorem 15: Suppose u and v are two vectors in Rn and that c is
a scalar. Then,
• (a) 𝐮 0
• (b) 𝐮 0 if and only if 𝐮 𝟎.
• (c) 𝑐𝐮 𝑐 𝐮
• (d) 𝐮 𝐯 𝐮 𝐯
• This is usually called the Trianglar Inequality.
<Proof for prat (d)>
• ∥𝐮 𝐯∥ 𝐮 𝐯 ⋅ 𝐮 𝐯 𝐮⋅ 𝐮 𝐯 𝐯⋅ 𝐮 𝐯
𝐮⋅𝐮 2 𝐮⋅𝐯 𝐯⋅𝐮 ∥𝐮∥ 2 𝐮⋅𝐯 ∥𝐯∥
∥𝐮∥ 2 𝐮⋅𝐯 ∥𝐯∥ ∥𝐮∥ ∥𝐯∥ 2 𝐮 𝐯
𝐮 𝐯
• So, 𝐮 𝐯 𝐮 𝐯

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 Properties of distance
Theorem 16: Suppose u, v, and w are vectors in Rn . Then,
• (a) 𝑑 𝐮, 𝐯 0
• (b) 𝑑 𝐮, 𝐯 0 if and only if 𝐮 𝐯.
• (c) 𝑑 𝐮, 𝐯 𝑑 𝐯, 𝐮
• (d) 𝑑 𝐮, 𝐯 𝑑 𝐮, 𝐰 𝑑 𝐰, 𝐯 (i.e., Trianglar Inequality).
<Proof>
The proof of (a) and (b) is a direct consequence of theorem 15.
The proof of (c) is a direct consequence of the definition of distance.
The proof of (d):
• d(𝐮, 𝐯 𝐮 𝐯 , d(𝐮, 𝐰 𝐮 𝐰 , d(𝐰, 𝐯 𝐰 𝐯 .
• Because 𝐮 𝐯 𝐮 𝐰 𝐰 𝐯 , based on part (d) of Theorem
15, we obtain 𝐮 𝐯 𝐮 𝐰 𝐰 𝐯 . That is, 𝑑 𝐮, 𝐯
𝑑 𝐮, 𝐰 𝑑 𝐰, 𝐯 .

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Orthogonal matrices and the Pythagorean Theorem
Definition 12: Suppose u and v are two vectors in Rn . We say
that u and v are orthogonal if 𝐮 · 𝐯 0.

Theorem 17: u and v are two orthogonal vectors in Rn . Then,

∥𝐮 𝐯∥ ∥𝐮∥ ∥𝐯∥
• This is the Pythagorean Theorem in Rn .

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 Example: the Pythagorean Theorem
Show that u = (3,0,1,0, 4,−1) and v = (−2,5,0, 2,−3,−18) are
orthogonal. Verify that the Pythagorean Theorem holds.
<Solution>
𝐮⋅𝐯 3 2 0 5 1 0 0 2 4 3 1 18 0

∥𝐮 𝐯∥ 1 5 1 2 1 19 393
∥𝐮∥ 3 0 1 0 4 1 27
∥𝐯∥ 2 5 0 2 3 18 366

A quick computation then confirms that ∥ 𝐮 𝐯∥ ∥𝐮∥ +∥𝐯∥

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 Calculating Euclidean inner product
Theorem 18: If u and v are two vectors in in Rn . Then,
1 1
𝐮⋅𝐯 ∥𝐮 𝐯∥ ∥𝐮 𝐯∥
4 4

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 Standard basis vectors in Rn
In Rn , we define the standard unit vectors or standard basis
vectors to be: e1=(1,0,0,…,0), e2=(0,1,0,…,0), …, en=(0,0,0,…,1).
• We can write any vector u =(u1, u2 ,…, un) as,
𝐮 𝑢 𝐞𝟏 𝑢 𝐞𝟐 ⋯ 𝑢 𝐞𝒏

It is often convenient to write a vector (e.g., u, v) as a column

matrix. Then, we can think of the Euclidean inner product as a
matrix multiplication as follows,
𝐮⋅𝐯 𝐯 𝐮

𝑢
𝑢
𝐯 𝐮 𝑣 𝑣 ⋯ 𝑣 𝑢 𝑣 𝑢 𝑣 ⋯ 𝑢 𝑣 𝐮⋅𝐯 𝐮⋅𝐯
⋮
𝑢

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Euclidean inner product as a matrix multiplication
Suppose that u and v are two vectors in Rn. A is an n×n matrix.
Then, we can show that,
𝐴𝐮 ⋅ 𝐯 𝐯 𝐴𝐮
𝐴𝐮 ⋅ 𝐯 𝐯 𝐴 𝐮 𝐴 𝐯 𝐮
𝐴𝐮 ⋅ 𝐯 𝐮⋅ 𝐴 𝐯

Likewise, a similar argument can also show that,

𝐮 ⋅ 𝐴𝐯 = 𝐴 𝐮 ⋅ 𝐯

Remarks: If we have an inner product (𝐮 · 𝐯) and the first vector

(or column matrix, u) is multiplied by a matrix (A), then we can
move that matrix to the second vector (or column matrix, v) if we
simply take its transpose.

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