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INNER PRODUCT SPACES

ELECTRONIC VERSION OF LECTURE

Dr. Lê Xuân Đại


HoChiMinh City University of Technology
Faculty of Applied Science, Department of Applied Mathematics
Email: ytkadai@hcmut.edu.vn

HCMC — 2020.
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 1 / 41
OUTLINE

1 REAL WORLD PROBLEMS

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 2 / 41


OUTLINE

1 REAL WORLD PROBLEMS

2 REAL INNER PRODUCT SPACE

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 2 / 41


OUTLINE

1 REAL WORLD PROBLEMS

2 REAL INNER PRODUCT SPACE

3 ORTHOGONALITY

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 2 / 41


OUTLINE

1 REAL WORLD PROBLEMS

2 REAL INNER PRODUCT SPACE

3 ORTHOGONALITY

4 MATL AB

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 2 / 41


Real world problems



WORK DONE BY A FORCE F

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 3 / 41


Real world problems



WORK DONE BY A FORCE F


− −
W = F .→
s = F.s. cos α

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 3 / 41


Real world problems


− →

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

A real vector space V is called a real


Euclidean inner product space if
< ·, · >: V × V → R
(x, y) 7−→< x, y > − which is called
inner product of 2 vectors.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41


Real inner product space Definition

A real vector space V is called a real


Euclidean inner product space if
< ·, · >: V × V → R
(x, y) 7−→< x, y > − which is called
inner product of 2 vectors.
The following axioms are satisfied

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41


Real inner product space Definition

A real vector space V is called a real


Euclidean inner product space if
< ·, · >: V × V → R
(x, y) 7−→< x, y > − which is called
inner product of 2 vectors.
The following axioms are satisfied
1
< x, y >=< y, x >, ∀x, y ∈ V

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41


Real inner product space Definition

A real vector space V is called a real


Euclidean inner product space if
< ·, · >: V × V → R
(x, y) 7−→< x, y > − which is called
inner product of 2 vectors.
The following axioms are satisfied
1
< x, y >=< y, x >, ∀x, y ∈ V
2
< x + y, z >=< x, z > + < y, z >, ∀x, y, z ∈ V

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41


Real inner product space Definition

A real vector space V is called a real


Euclidean inner product space if
< ·, · >: V × V → R
(x, y) 7−→< x, y > − which is called
inner product of 2 vectors.
The following axioms are satisfied
1
< x, y >=< y, x >, ∀x, y ∈ V
2
< x + y, z >=< x, z > + < y, z >, ∀x, y, z ∈ V
3
< αx, y >= α < x, y >, ∀x, y ∈ V, ∀α ∈ R.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41


Real inner product space Definition

A real vector space V is called a real


Euclidean inner product space if
< ·, · >: V × V → R
(x, y) 7−→< x, y > − which is called
inner product of 2 vectors.
The following axioms are satisfied
1
< x, y >=< y, x >, ∀x, y ∈ V
2
< x + y, z >=< x, z > + < y, z >, ∀x, y, z ∈ V
3
< αx, y >= α < x, y >, ∀x, y ∈ V, ∀α ∈ R.
4
< x, x >> 0, x 6= 0 and < x, x >= 0 ⇔ x = 0
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 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

where x = (x 1, x 2, x 3), y = (y 1, y 2, y 3).

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 6 / 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

where x = (x 1, x 2, x 3), y = (y 1, y 2, y 3).


EXAMPLE 2.2
On Rn we define the standard inner product
n
x i y i = x.y T
P
(x, y) 7−→< x, y >=
i =1
where x = (x 1, x 2, . . . , x n ), y = (y 1, y 2, . . . , y n ).
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 6 / 41
Real inner product space Definition

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 ).

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 7 / 41


Real inner product space Definition

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 ).

< x, y >= x 1 .y 1 + 2x 2 .y 2 = y 1 .x 1 + 2y 2 .x 2 =< y, x >

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 7 / 41


Real inner product space Definition

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 ).

< x, y >= x 1 .y 1 + 2x 2 .y 2 = y 1 .x 1 + 2y 2 .x 2 =< y, x >


< x + y, z >= (x 1 + y 1 )z 1 + 2(x 2 + y 2 )z 2 =
(x 1 z 1 + 2x 2 z 2 ) + (y 1 z 1 + 2y 2 z 2 ) =< x, z > + < y, z >

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 7 / 41


Real inner product space Definition

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 ).

< x, y >= x 1 .y 1 + 2x 2 .y 2 = y 1 .x 1 + 2y 2 .x 2 =< y, x >


< x + y, z >= (x 1 + y 1 )z 1 + 2(x 2 + y 2 )z 2 =
(x 1 z 1 + 2x 2 z 2 ) + (y 1 z 1 + 2y 2 z 2 ) =< x, z > + < y, z >
< αx, y >= α.x 1 .y 1 + 2α.x 2 .y 2 = α(x 1 y 1 + 2x 2 y 2 ) =
α. < x, y >

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 7 / 41


Real inner product space Definition

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 ).

< x, y >= x 1 .y 1 + 2x 2 .y 2 = y 1 .x 1 + 2y 2 .x 2 =< y, x >


< x + y, z >= (x 1 + y 1 )z 1 + 2(x 2 + y 2 )z 2 =
(x 1 z 1 + 2x 2 z 2 ) + (y 1 z 1 + 2y 2 z 2 ) =< x, z > + < y, z >
< αx, y >= α.x 1 .y 1 + 2α.x 2 .y 2 = α(x 1 y 1 + 2x 2 y 2 ) =
α. < x, y >
< x, x >= x 1 .x 1 + 2x 2 .x 2 = x 12 + 2x 22 Ê 0.
< x, x >= 0 ⇔ x 1 = x 2 = 0
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 7 / 41
Real inner product space Definition

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

where x = (x 1, x 2), y = (y 1, y 2).

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 8 / 41


Real inner product space Definition

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

where x = (x 1, x 2), y = (y 1, y 2).


Let x = (1, 2). Then
< x, x >= 1 × 1 − 3 × 2 × 2 = −11 < 0.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 8 / 41


Real inner product space Definition

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

where x = (x 1, x 2), y = (y 1, y 2).


Let x = (1, 2). Then
< x, x >= 1 × 1 − 3 × 2 × 2 = −11 < 0.
Axiom 4 is not satisfied.
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 8 / 41
Real inner product space The length (or norm) of a vector

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)

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 9 / 41


Real inner product space The length (or norm) of a vector

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

where x = (x 1, x 2), y = (y 1, y 2). Find the length


of vector u = (1, 2).

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 10 / 41


Real inner product space The length (or norm) of a vector

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

where x = (x 1, x 2), y = (y 1, y 2). Find the length


of vector u = (1, 2).
p
The length of vector u is ||u|| = < u, u >.
< u, u >= 3 × 1 × 1 + 1 × 2 + 2 × 1 + 2 × 2 = 11
p
⇒ ||u|| = 11
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 10 / 41
Real inner product space The distance between two vectors

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)

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 11 / 41


Real inner product space The distance between two vectors

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

where x = (x 1, x 2), y = (y 1, y 2). Find the


distance between u = (1, −1), v = (0, 2).

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 12 / 41


Real inner product space The distance between two vectors

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

where x = (x 1, x 2), y = (y 1, y 2). Find the


distance between u = (1, −1), v = (0, 2).
u − v = (1, −3). The distance between u, v is
p
d (u, v) = ||u − v|| = < u − v, u − v > =
p
1 × 1 − 2 × 1 × (−3) − 2 × (−3) × 1 + 5 × (−3) × (−3)
p
= 58.
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 12 / 41
Real inner product space The angle between two vectors

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||

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 13 / 41


Real inner product space The angle between two vectors

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||

< x, y >= ||x||.||y||. cos α.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 13 / 41


Real inner product space The angle between two vectors

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

where x = (x 1, x 2), y = (y 1, y 2). Find the angle


between 2 vectors u = (1, 1), v = (1, 0).

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 14 / 41


Real inner product space The angle between two vectors

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

where x = (x 1, x 2), y = (y 1, y 2). Find the angle


between 2 vectors u = (1, 1), v = (1, 0).
We have
< u, v >
cos α =
||u||.||v||

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 14 / 41


Real inner product space The angle between two vectors

< 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

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 15 / 41


Real inner product space The angle between two vectors

< 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

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 16 / 41


Orthogonality Definition

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.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 17 / 41


Orthogonality Definition

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 .

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 17 / 41


Orthogonality Definition

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

where x = (x 1, x 2), y = (y 1, y 2), and let


u = (1, −1), v = (2, m). Find m such that u ⊥ v.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 18 / 41


Orthogonality Definition

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

where x = (x 1, x 2), y = (y 1, y 2), and let


u = (1, −1), v = (2, m). Find m such that u ⊥ v.
In order to u ⊥ v, then < u, v >= 0
⇔ 2×1×2−1×m−(−1)×2+(−1)×m = 6−2m = 0
⇔m=3

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 18 / 41


Orthogonality Definition

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 .

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 19 / 41


Orthogonality Definition

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.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 19 / 41


Orthogonality Definition

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

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 19 / 41


Orthogonality Definition

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

ORTHOGONAL AND ORTHONORMAL SETS

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 20 / 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.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 21 / 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.
2
An orthogonal set in which each vector
has norm 1 is said to be orthonormal
||x k || = 1, (k = 1, 2, . . . , n)

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 21 / 41


Orthogonality Orthogonal and Orthonormal Sets

EXAMPLE 3.3
On R2 the standard
n inner product o is given.
Then the set M = (1, −2), (2, 1) is orthogonal
set.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 22 / 41


Orthogonality Orthogonal and Orthonormal Sets

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.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 22 / 41


Orthogonality Orthogonal and Orthonormal Sets

< (1, −2), (2, 1) >= 1 × 2 + (−2) × 1 = 0 ⇒ M is


orthogonal set.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 23 / 41


Orthogonality Orthogonal and Orthonormal Sets

< (1, −2), (2, 1) >= 1 × 2 + (−2) × 1 = 0 ⇒ M is


orthogonal set.
Nµ is the orthonormal
¶ µ ¶ set because
1 2 2 1
〈 p , −p , p , p 〉 =
5 5 5 5
1 2 (−2) 1
p ×p + p ×p =0
¯¯µ5 5 ¶¯¯5 s 5
¯¯ 1
¯¯ p , − p2 ¯¯ = p1 + p4 = 1
¯¯
2 2
5 5
¯¯ ¯¯
5 5
¯¯µ ¶ ¯¯ s
¯¯ 2 1 ¯¯
¯¯ p , p ¯¯ = p4 + p1 = 1
2 2
5 5
¯¯ ¯¯
5 5
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 23 / 41
Orthogonality The Gram-Schmidt Process

THE GRAM-SCHMIDT PROCESS



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).

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 25 / 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).

< x2, y 1 >


y 1 = x 1 = (1, 1), y 2 = x 2 − .y 1 =
||y 1 ||2
µ ¶
1 1 1
= (0, 1) − .(1, 1) = − ,
2 2 2
Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 25 / 41
Orthogonality The Gram-Schmidt Process

THE GRAM-SCHMIDT PROCESS


n o
To convert a basis x 1, x 2, x 3 into an
n o
orthogonal basis y 1, y 2, y 3 , perform the
following computations

 y 1 = x1

y 2 = λ21 y 1 + x 2
 y = λ y +λ y +x

3 31 1 32 2 3

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 26 / 41


Orthogonality The Gram-Schmidt Process

THE GRAM-SCHMIDT PROCESS


n o
To convert a basis x 1, x 2, x 3 into an
n o
orthogonal basis y 1, y 2, y 3 , perform the
following computations

 y 1 = x1

y 2 = λ21 y 1 + x 2
 y = λ y +λ y +x

3 31 1 32 2 3

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 >

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 27 / 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 >
< 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)

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 28 / 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)
y 1 = x 1 = (1, 1, 1),

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 28 / 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)
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

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 28 / 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)
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
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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.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 29 / 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.
The orthonormal set can be obtained by
y1 y2 y3
setting e 1 = , e2 = , e3 = .
||y 1 || ||y 2 || ||y 3 ||

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 29 / 41


Orthogonality Orthogonal Complements

ORTHOGONAL COMPLEMENTS

THEOREM 3.1
If W is a subspace of a real inner product
space V, then

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 30 / 41


Orthogonality Orthogonal Complements

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

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 30 / 41


Orthogonality Orthogonal Complements

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.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 30 / 41


Orthogonality Orthogonal Complements

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.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 31 / 41


Orthogonality Orthogonal Complements

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) .

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 31 / 41


Orthogonality Orthogonal Complements

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).

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 31 / 41


Orthogonality Orthogonal Complements

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).

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 31 / 41


Orthogonality Orthogonal Complements

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

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Orthogonality 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 ⊥.

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Orthogonality 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 ⊥.
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

d (x, F ) = ||g || = ||x − f || (3)

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 34 / 41


Orthogonality Orthogonal Projections

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.

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 35 / 41


Orthogonality Orthogonal Projections

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)

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 35 / 41


Orthogonality Orthogonal Projections

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

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 36 / 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
< 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

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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
< 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

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 37 / 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
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

THE STANDARD INNER PRODUCT ON Rn

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))

Dr. Lê Xuân Đại (HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 38 / 41


MatLab

ORTHOGONAL COMPLEMENT

1
f 1 , f 2, . . . , fm : 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

THE STANDARD INNER PRODUCT ON Rn

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

THANK YOU FOR YOUR ATTENTION

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