Professional Documents
Culture Documents
HCMC — 2020.
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 1 / 41
OUTLINE
3 ORTHOGONALITY
3 ORTHOGONALITY
4 MATL AB
→
−
WORK DONE BY A FORCE F
→
−
WORK DONE BY A FORCE F
→
− −
W = F .→
s = F.s. cos α
→
− →
−
a = (a 1 , a 2 ), b = (b 1 , b 2 ).
→
− q
<→
−
a , b >= a 1 .b 1 + a 2 .b 2 ; ||→
−
a || = a 12 + a 22
→
−
<→ −
a,b > →
− →
− →− →
−
cos α = →
− ; d ( a , b ) = || a − b ||
→
−
|| a ||.|| b ||
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 4 / 41
Real inner product space Definition
EXAMPLE 2.1
On R3 we define the standard inner product
(x, y) 7−→< x, y >= x 1 .y 1 + x 2 .y 2 + x 3 .y 3 = x.y T
EXAMPLE 2.1
On R3 we define the standard inner product
(x, y) 7−→< x, y >= x 1 .y 1 + x 2 .y 2 + x 3 .y 3 = x.y T
EXAMPLE 2.3
On R2 we define the weighted Euclidean inner
product of 2 vectors
(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2
where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
EXAMPLE 2.3
On R2 we define the weighted Euclidean inner
product of 2 vectors
(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2
where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
EXAMPLE 2.3
On R2 we define the weighted Euclidean inner
product of 2 vectors
(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2
where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
EXAMPLE 2.3
On R2 we define the weighted Euclidean inner
product of 2 vectors
(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2
where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
EXAMPLE 2.3
On R2 we define the weighted Euclidean inner
product of 2 vectors
(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2
where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
EXAMPLE 2.4
On R2 the following function is not a inner
product
(x, y) 7−→< x, y >= x 1 .y 1 − 3x 2 .y 2
EXAMPLE 2.4
On R2 the following function is not a inner
product
(x, y) 7−→< x, y >= x 1 .y 1 − 3x 2 .y 2
EXAMPLE 2.4
On R2 the following function is not a inner
product
(x, y) 7−→< x, y >= x 1 .y 1 − 3x 2 .y 2
DEFINITION 2.1
If V is a real inner product space, then the
norm (or length) of a vector x ∈ V is denoted
by ||x|| and is defined by
p
||x|| = < x, x > (1)
EXAMPLE 2.5
On R2 the inner product is given
< x, y >= 3x 1 y 1 + x 1 y 2 + x 2 y 1 + x 2 y 2
EXAMPLE 2.5
On R2 the inner product is given
< x, y >= 3x 1 y 1 + x 1 y 2 + x 2 y 1 + x 2 y 2
DEFINITION 2.2
If V is a real inner product space, then the
distance between two vectors u, v ∈ V is
denoted by d (u, v) and is defined by
p
d (u, v) = ||u − v|| = < u − v, u − v > (2)
EXAMPLE 2.6
On R2 the inner product is given
< x, y >= x 1 y 1 − 2x 1 y 2 − 2x 2 y 1 + 5x 2 y 2
EXAMPLE 2.6
On R2 the inner product is given
< x, y >= x 1 y 1 − 2x 1 y 2 − 2x 2 y 1 + 5x 2 y 2
DEFINITION 2.3
The angle α between two vectors x, y ∈ V is
defined by
< x, y >
cos α = , (0 É α É π)
||x||.||y||
DEFINITION 2.3
The angle α between two vectors x, y ∈ V is
defined by
< x, y >
cos α = , (0 É α É π)
||x||.||y||
EXAMPLE 2.7
On R2 the inner product is given
< x, y >= x 1 y 1 + 2x 1 y 2 + 2x 2 y 1 + 5x 2 y 2
EXAMPLE 2.7
On R2 the inner product is given
< x, y >= x 1 y 1 + 2x 1 y 2 + 2x 2 y 1 + 5x 2 y 2
< u, v >= 1 × 1 + 2 × 1 × 0 + 2 × 1 × 1 + 5 × 1 × 0 = 3
p
||u|| = < u, u > =
p p
= 1 × 1 + 2 × 1 × 1 + 2 × 1 × 1 + 5 × 1 × 1 = 10
p
||v|| = < v, v > =
p
= 1×1+2×1×0+2×0×1+5×0×0 = 1
< u, v >= 1 × 1 + 2 × 1 × 0 + 2 × 1 × 1 + 5 × 1 × 0 = 3
p
||u|| = < u, u > =
p p
= 1 × 1 + 2 × 1 × 1 + 2 × 1 × 1 + 5 × 1 × 1 = 10
p
||v|| = < v, v > =
p
= 1×1+2×1×0+2×0×1+5×0×0 = 1
3 3
Therefore cos α = p ⇒ α = arccos p
10 10
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 15 / 41
Orthogonality Definition
ORTHOGONALITY
ORTHOGONALITY
DEFINITION 3.1
1
Two vectors x, y ∈ V in an inner product
space V is called orthogonal ⇔< x, y >= 0.
We denote it by x ⊥ y.
ORTHOGONALITY
DEFINITION 3.1
1
Two vectors x, y ∈ V in an inner product
space V is called orthogonal ⇔< x, y >= 0.
We denote it by x ⊥ y.
2
Vector x is orthogonal to the set M ⊂ V if x
is orthogonal to every vector in M . We
denote it by x ⊥ M .
EXAMPLE 3.1
On R2 the inner product is given
< x, y >= 2x 1 y 1 − x 1 y 2 − x 2 y 1 + x 2 y 2
EXAMPLE 3.1
On R2 the inner product is given
< x, y >= 2x 1 y 1 − x 1 y 2 − x 2 y 1 + x 2 y 2
EXAMPLE 3.2
On R3 the standard
n inner product o is given
and let M = span (1, 1, 1), (2, 1, 3) . Show that
u = (−2, 1, 1) ⊥ M .
EXAMPLE 3.2
On R3 the standard
n inner product o is given
and let M = span (1, 1, 1), (2, 1, 3) . Show that
u = (−2, 1, 1) ⊥ M .
For every v ∈ M , we have
v = α(1, 1, 1) + β(2, 1, 3) = (α + 2β, α + β, α + 3β),
∀α, β ∈ R.
EXAMPLE 3.2
On R3 the standard
n inner product o is given
and let M = span (1, 1, 1), (2, 1, 3) . Show that
u = (−2, 1, 1) ⊥ M .
For every v ∈ M , we have
v = α(1, 1, 1) + β(2, 1, 3) = (α + 2β, α + β, α + 3β),
∀α, β ∈ R. We have
< u, v >= −2.(α + 2β) + 1.(α + β) + 1.(α + 3β) = 0
EXAMPLE 3.2
On R3 the standard
n inner product o is given
and let M = span (1, 1, 1), (2, 1, 3) . Show that
u = (−2, 1, 1) ⊥ M .
For every v ∈ M , we have
v = α(1, 1, 1) + β(2, 1, 3) = (α + 2β, α + β, α + 3β),
∀α, β ∈ R. We have
< u, v >= −2.(α + 2β) + 1.(α + β) + 1.(α + 3β) = 0
Therefore, u ⊥ M .
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 19 / 41
Orthogonality Orthogonal and Orthonormal Sets
DEFINITION 3.2
1
A set of two or more
n vectorsoin a real inner
product space x 1, x 2, . . . , x n is called
orthogonal ⇔ all pairs of distinct vectors
in the set are orthogonal.
DEFINITION 3.2
1
A set of two or more
n vectorsoin a real inner
product space x 1, x 2, . . . , x n is called
orthogonal ⇔ all pairs of distinct vectors
in the set are orthogonal.
2
An orthogonal set in which each vector
has norm 1 is said to be orthonormal
||x k || = 1, (k = 1, 2, . . . , n)
EXAMPLE 3.3
On R2 the standard
n inner product o is given.
Then the set M = (1, −2), (2, 1) is orthogonal
set.
EXAMPLE 3.3
On R2 the standard
n inner product o is given.
Then the set M = (1, −2), (2, 1) is orthogonal
½µ ¶ µ ¶¾
1 2 2 1
set. N = p , −p , p , p is the
5 5 5 5
orthonormal set.
→
−
y1 <→
−
x2, → −
y1 > →
→
− →
− →
−
z 2 = ||x 2 ||.|| y 1 ||. cos α. = . −
y1
||y 1 ||2 →
−
|| y 1 || 2
→− →
−
y =x −z →
−
2 2 2
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 24 / 41
Orthogonality The Gram-Schmidt Process
EXAMPLE 3.4
On R2, construct an orthogonal Set from 2
vectors x 1 = (1, 1), x 2 = (0, 1).
EXAMPLE 3.4
On R2, construct an orthogonal Set from 2
vectors x 1 = (1, 1), x 2 = (0, 1).
Since y 1 ⊥ y 2 then
< y 1 , y 2 >=< y 1 , λ21 y 1 + x 2 >= λ21 < y 1 , y 1 > + <
< x2, y 1 >
x , y >= 0 ⇒ λ = −
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 26 / 41
Orthogonality The Gram-Schmidt Process
Similarly, y 3 ⊥ y 1, y 2 so
< y 3 , y 1 >=< λ31 y 1 + λ32 y 2 + x 3 , y 1 >
= λ31 < y 1 , y 1 > +λ32 < y 2 , y 1 > + < x 3 , y 1 >
= λ31 < y 1 , y 1 > + < x 3 , y 1 >= 0
< x3, y 1 >
⇒ λ31 = −
< y 1, y 1 >
Similarly, y 3 ⊥ y 1, y 2 so
< y 3 , y 1 >=< λ31 y 1 + λ32 y 2 + x 3 , y 1 >
= λ31 < y 1 , y 1 > +λ32 < y 2 , y 1 > + < x 3 , y 1 >
= λ31 < y 1 , y 1 > + < x 3 , y 1 >= 0
< x3, y 1 >
⇒ λ31 = −
< y 1, y 1 >
< y 3 , y 2 >=< λ31 y 1 + λ32 y 2 + x 3 , y 2 >
= λ31 < y 1 , y 2 > +λ32 < y 2 , y 2 > + < x 3 , y 2 >
= λ32 < y 2 , y 2 > + < x 3 , y 2 >= 0
< x3, y 2 >
⇒ λ32 = −
< y 2, y 2 >
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 27 / 41
Orthogonality The Gram-Schmidt Process
EXAMPLE 3.5
In R3, construct an orthogonal Set from 3
vectors (1, 1, 1), (0, 1, 1), (0, 0, 1)
EXAMPLE 3.5
In R3, construct an orthogonal Set from 3
vectors (1, 1, 1), (0, 1, 1), (0, 0, 1)
y 1 = x 1 = (1, 1, 1),
EXAMPLE 3.5
In R3, construct an orthogonal Set from 3
vectors (1, 1, 1), (0, 1, 1), (0, 0, 1)
y 1 = x 1 = (1, 1, 1),
< x2, y 1 > 2
y2 = − y 1 + x 2 = − (1, 1, 1) + (0, 1, 1)
µ < y 1 ,¶y 1 > 3
2 1 1
= − , ,
3 3 3
EXAMPLE 3.5
In R3, construct an orthogonal Set from 3
vectors (1, 1, 1), (0, 1, 1), (0, 0, 1)
y 1 = x 1 = (1, 1, 1),
< x2, y 1 > 2
y2 = − y 1 + x 2 = − (1, 1, 1) + (0, 1, 1)
µ < y 1 ,¶y 1 > 3
2 1 1
= − , ,
3 3 3
< x3, y 1 > < x3, y 2 >
y3 = − y1 − y 2 + x3
< y 1, y 1 > µ < y 2 ,¶y 2 > µ ¶
1 1 2 1 1 1 1
= − (1, 1, 1) − − , , + (0, 0, 1) = 0, − ,
3 2 3 3 3
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES
2 2 HCMC — 2020. 28 / 41
Orthogonality The Gram-Schmidt Process
µ ¶ µ ¶
2 1 1 1 1
(1, 1, 1), − , , , 0, − , is the orthogonal
3 3 3 2 2
set.
µ ¶ µ ¶
2 1 1 1 1
(1, 1, 1), − , , , 0, − , is the orthogonal
3 3 3 2 2
set.
The orthonormal set can be obtained by
y1 y2 y3
setting e 1 = , e2 = , e3 = .
||y 1 || ||y 2 || ||y 3 ||
ORTHOGONAL COMPLEMENTS
THEOREM 3.1
If W is a subspace of a real inner product
space V, then
ORTHOGONAL COMPLEMENTS
THEOREM 3.1
If W is a subspace of a real inner product
space V, then
1
∀x ∈ V, x ⊥ W ⇔ x is orthogonal to a basis
of W
ORTHOGONAL COMPLEMENTS
THEOREM 3.1
If W is a subspace of a real inner product
space V, then
1
∀x ∈ V, x ⊥ W ⇔ x is orthogonal to a basis
of W
2
The set W ⊥ of all vectors in V that are
orthogonal to W is called the orthogonal
complement of W.
EXAMPLEn 3.6 o
Let W = (x 1, x 2, x 3) ∈ R3 : x 1 + x 2 + x 3 = 0 be the
subspace of R3. Find a basis for the
orthogonal complement W ⊥ of W.
EXAMPLEn 3.6 o
Let W = (x 1, x 2, x 3) ∈ R3 : x 1 + x 2 + x 3 = 0 be the
subspace of R3. Find a basis for the
orthogonal complement W ⊥ of W.
o n
Step 1. The basis of W is (−1, 1, 0), (−1, 0, 1) .
EXAMPLEn 3.6 o
Let W = (x 1, x 2, x 3) ∈ R3 : x 1 + x 2 + x 3 = 0 be the
subspace of R3. Find a basis for the
orthogonal complement W ⊥ of W.
o n
Step 1. The basis of W is (−1, 1, 0), (−1, 0, 1) .
Step 2. x = (x 1, x 2, x 3) ∈ W ⊥ so x ⊥ (−1, 1, 0) and
x ⊥ (−1, 0, 1).
EXAMPLEn 3.6 o
Let W = (x 1, x 2, x 3) ∈ R3 : x 1 + x 2 + x 3 = 0 be the
subspace of R3. Find a basis for the
orthogonal complement W ⊥ of W.
o n
Step 1. The basis of W is (−1, 1, 0), (−1, 0, 1) .
Step 2. x = (x 1, x 2, x 3) ∈ W(⊥ so x ⊥ (−1, 1, 0) and
−x 1 + x 2 = 0
x ⊥ (−1, 0, 1). Therefore,
−x 1 + x 3 = 0
⇒ x 1 = x 3 , x 2 = x 3 ⇒ (x 1 , x 2 , x 3 ) = x 3 (1, 1, 1).
EXAMPLEn 3.6 o
Let W = (x 1, x 2, x 3) ∈ R3 : x 1 + x 2 + x 3 = 0 be the
subspace of R3. Find a basis for the
orthogonal complement W ⊥ of W.
o n
Step 1. The basis of W is (−1, 1, 0), (−1, 0, 1) .
Step 2. x = (x 1, x 2, x 3) ∈ W(⊥ so x ⊥ (−1, 1, 0) and
−x 1 + x 2 = 0
x ⊥ (−1, 0, 1). Therefore,
−x 1 + x 3 = 0
⇒ x 1 = x 3 , x 2 = x 3 ⇒ (x 1 , x 2 , x 3 ) = x 3 (1, 1,n1). So o
d i m(W ⊥ ) = 1 and the basis of W ⊥ is (1, 1, 1) .
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 31 / 41
Orthogonality Orthogonal Projections
ORTHOGONAL PROJECTIONS
THEOREM 3.2
If F is a finite-dimensional subspace of an
inner product space V, then every vector x in
V can be expressed in exactly one way as
x = f +g,
where f ∈ F, g ∈ F ⊥.
THEOREM 3.2
If F is a finite-dimensional subspace of an
inner product space V, then every vector x in
V can be expressed in exactly one way as
x = f +g,
where f ∈ F, g ∈ F ⊥.
DEFINITION 3.3
Vector f is called the orthogonal projection
of x on F . We denote it by f = pr o j F x.
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 33 / 41
Orthogonality Orthogonal Projections
DEFINITION 3.4
The distance between a vector x and the
subspace F is defined by
EXAMPLE 3.7
On R3 the standardn inner product, o the
subspace F = span (1, 1, 1), (0, 1, 1) and the
vector x = (1, 1, 2) are given. Find the
orthogonal projection pr F x of x on F and the
distance between x and F.
EXAMPLE 3.7
On R3 the standardn inner product, o the
subspace F = span (1, 1, 1), (0, 1, 1) and the
vector x = (1, 1, 2) are given. Find the
orthogonal projection pr F x of x on F and the
distance between x and F.
Step 1. The basis of F : f 1 = (1, 1, 1), f 2 = (0, 1, 1)
EXAMPLE 3.7
On R3 the standardn inner product, o the
subspace F = span (1, 1, 1), (0, 1, 1) and the
vector x = (1, 1, 2) are given. Find the
orthogonal projection pr F x of x on F and the
distance between x and F.
Step 1. The basis of F : f 1 = (1, 1, 1), f 2 = (0, 1, 1)
Step 2. x = f + g = λ1. f 1 + λ2. f 2 + g
= λ1 (1, 1, 1) + λ2 (0, 1, 1) + g ,
where f ∈ F, g ∈ F ⊥
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 35 / 41
Orthogonality Orthogonal Projections
Step 3.
< x, f 1 > =< λ1 . f 1 + λ2 . f 2 + g , f 1 >
= λ1 . < f 1 , f 1 > +λ2 . < f 1 , f 2 > + < f 1 , g >
= λ1 .3 + λ2 .2 =< (1, 1, 2), (1, 1, 1) >= 4
Step 3.
< x, f 1 > =< λ1 . f 1 + λ2 . f 2 + g , f 1 >
= λ1 . < f 1 , f 1 > +λ2 . < f 1 , f 2 > + < f 1 , g >
= λ1 .3 + λ2 .2 =< (1, 1, 2), (1, 1, 1) >= 4
< x, f 2 > =< λ1 . f 1 + λ2 . f 2 + g , f 2 >
= λ1 . < f 2 , f 1 > +λ2 . < f 2 , f 2 > + < f 2 , g >
= λ1 .2 + λ2 .2 =< (1, 1, 2), (0, 1, 1) >= 3
Step 3.
< x, f 1 > =< λ1 . f 1 + λ2 . f 2 + g , f 1 >
= λ1 . < f 1 , f 1 > +λ2 . < f 1 , f 2 > + < f 1 , g >
= λ1 .3 + λ2 .2 =< (1, 1, 2), (1, 1, 1) >= 4
< x, f 2 > =< λ1 . f 1 + λ2 . f 2 + g , f 2 >
= λ1 . < f 2 , f 1 > +λ2 . < f 2 , f 2 > + < f 2 , g >
= λ1 .2 + λ2 .2 =< (1, 1, 2), (0, 1, 1) >= 3
λ1 = 1
(
3λ1 + 2λ2 = 4
⇒ ⇔ 1
2λ1 + 2λ2 = 3 λ2 =
2
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 36 / 41
Orthogonality Orthogonal Projections
Step 4. Conclusion
The orthogonal projection pr F x of x on F
1
is f = λ1. f 1 + λ2. f 2 = 1.(1, 1, 1) + (0, 1, 1) =
µ ¶ 2
3 3
1, ,
2 2
Step 4. Conclusion
The orthogonal projection pr F x of x on F
1
is f = λ1. f 1 + λ2. f 2 = 1.(1, 1, 1) + (0, 1, 1) =
µ ¶ 2
3 3
1, ,
2 2
The distance between
° x and
µ F is
¶°d (x, F ) =
° 3 3 °
||g || = ||x − f || = °(1, 1, 2) − 1, , °
°
°=
°µ ¶° q 2 2 r
° 1 1 °
° 0, − , ° = 02 + − +
¡ 1 ¢2 ¡ 1 ¢2 1
2 2
=
° 2 2 ° 2
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 37 / 41
MatLab
1
< x, y >= d ot (x, y)
2
||x|| = nor m(x)
3
d (x, y) = nor m(x − y)
4
cos α = d ot (x, y)/(nor m(x) ∗ nor m(y))
ORTHOGONAL COMPLEMENT
1
f 1 , f 2, . . . , fm : basis of F. A = [ f 1 ; f 2 ; . . . ; f m ]
f1
f
2
A= ⇒ Basis of F ⊥ : nul l (A,0 r 0 )
...
fm
2
If F is the solution subspace of
homogeneous system AX = 0 then the
basis of F ⊥ consists of all row vectors of
matrix B
Dr. Lê Xuân Đại (HCMUT-OISP)
B = r r e f (A)
INNER PRODUCT SPACES HCMC — 2020. 39 / 41
MatLab
Suppose
the set of f 1 , f 2 , . . . , f m is a basis of F.
d ot ( f 1 , f 1 ) d ot ( f 1 , f 2 ) . . . d ot ( f 1 , f m )
d ot ( f , f ) d ot ( f , f ) . . . d ot ( f , f )
2 1 2 2 2 m
A= ,
... ... ... ...
d ot ( f m , f 1 ) d ot ( f m , f 2 ) . . . d ot ( f m , f m )
d ot (x, f 1 )
d ot (x, f )
2
B = , λ = (λ1 , λ2 , . . . , λm )T = i nv(A) ∗ B
...
d ot (x, f m )
1
Projection f = λ(1) ∗ f 1 + λ(2) ∗ f 2 + . . . + λ(m) ∗ f m
2
Distance ||g || = ||x − f || = nor m(x − f )
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 40 / 41
MatLab