Inner Product Spaces: HCMC - 2020

INNER PRODUCT SPACES
ELECTRONIC VERSION OF LECTURE
HoChiMinh City University of Technology

Faculty of Applied Science, Department of Applied Mathematics
HCMC — 2020.
(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 1 / 41

OUTLINE
1 REAL WORLD PROBLEMS
2 REAL INNER PRODUCT SPACE
3 ORTHOGONALITY
4 MATL AB

Real world problems
→
−
WORK DONE BY A FORCE F

Real world problems
→
−
WORK DONE BY A FORCE F
→
− −
W = F .→
s = F.s. cos α

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 ||
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.


product space if
< ·, · >: V × V → R
The following axioms are satisfied


product space if
< ·, · >: V × V → R
1
< x, y >=< y, x >, ∀x, y ∈ V


product space if
< ·, · >: V × V → R
1
< x, y >=< y, x >, ∀x, y ∈ V
2
< x + y, z >=< x, z > + < y, z >, ∀x, y, z ∈ V


product space if
< ·, · >: V × V → R
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.


product space if
< ·, · >: V × V → R
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

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 2.1
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 ).

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
(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 >

EXAMPLE 2.3
(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 >

EXAMPLE 2.3
(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 >

EXAMPLE 2.3
(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 = xINNER
<(HCMUT-OISP) 0
2 =PRODUCT SPACES HCMC — 2020. 7 / 41
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 ).

EXAMPLE 2.4
(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.

EXAMPLE 2.4
(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.

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)

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).

EXAMPLE 2.5
< 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

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)

EXAMPLE 2.6
< 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).

EXAMPLE 2.6
< 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.

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||

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.

EXAMPLE 2.7
< 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).

EXAMPLE 2.7
< 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||

< 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

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
< 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.

EXAMPLE 3.1
< 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

EXAMPLE 3.2
On R3 the nstandard innero product is given and let
M = span (1, 1, 1), (2, 1, 3) . Show that u = (−2, 1, 1) ⊥ M .

EXAMPLE 3.2
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
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
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 .

Orthogonality Orthogonal and Orthonormal Sets
ORTHOGONAL AND ORTHONORMAL SETS

DEFINITION 3.2
1
A set ofn two or more o vectors in 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 ofn two or more o vectors in 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
n standard innero product is given. Then the
set M = (1, −2), (2, 1) is orthogonal set.

EXAMPLE 3.3
On R2 the
n standard innero product is given. Then the
set M = (1, −2), (2, 1) is orthogonal set.
½µ ¶ µ ¶¾
1 2 2 1
N= p ,−p , p , p is the orthonormal set.
5 5 5 5

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

orthogonal set.

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

orthogonal set.
Nµ is the orthonormal
¶ µ ¶ set because
1 2 2 1 1 2 (−2) 1
〈 p ,−p , p , p 〉 = p × p + p × p = 0
¯¯µ 5 5 ¶¯¯ 5s 5 5 5 5 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

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
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).
y 1 = x 1 = (1, 1),
< x2, y 1 >
µ ¶
1 1 1
y 2 = x2 − .y 1 = (0, 1) − .(1, 1) = − ,
||y 1 ||2 2 2 2

n o
To convert a basis x 1 , x 2 , x 3 into an orthogonal basis
n o
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


n o
To convert a basis x 1 , x 2 , x 3 into an orthogonal basis
n o
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 > + < x 2 , y 1 >= 0
< x2, y 1 >
⇒ λ21 = −
< y1, y1 >
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 = −
< y1, y1 >

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 = −
< y1, y1 >
< 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 = −
< y2, y2 >
EXAMPLE 3.5
In R3 , construct an orthogonal Set from 3 vectors
(1, 1, 1), (0, 1, 1), (0, 0, 1)

EXAMPLE 3.5
(1, 1, 1), (0, 1, 1), (0, 0, 1)
y 1 = x 1 = (1, 1, 1),

EXAMPLE 3.5
(1, 1, 1), (0, 1, 1), (0, 0, 1)
y 1 = x 1 = (1, 1, 1),
< x2, y 1 >
µ ¶
2 2 1 1
y2 = − y 1 + x 2 = − (1, 1, 1) + (0, 1, 1) = − , ,
< y1, y1 > 3 3 3 3

EXAMPLE 3.5
(1, 1, 1), (0, 1, 1), (0, 0, 1)
y 1 = x 1 = (1, 1, 1),
< x2, y 1 >
µ ¶
2 2 1 1
y2 = − y 1 + x 2 = − (1, 1, 1) + (0, 1, 1) = − , ,
< y1, y1 > 3 3 3 3
< x3, y 1 > < x3, y 2 >
y3 = − y1 − y 2 + x3
< y1, y1 > 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 2 2

µ ¶ µ ¶
2 1 1 1 1
(1, 1, 1), − , , , 0, − , is the orthogonal set.
3 3 3 2 2

µ ¶ µ ¶
2 1 1 1 1
(1, 1, 1), − , , , 0, − , is the orthogonal set.
3 3 3 2 2
The orthonormal set can be obtained by setting
y1 y2 y3
e1 = , e2 = , e3 = .
||y 1 || ||y 2 || ||y 3 ||

Orthogonality Orthogonal Complements
ORTHOGONAL COMPLEMENTS
THEOREM 3.1
If W is a subspace of a real inner product space V,
then

THEOREM 3.1
then
1
∀x ∈ V, x ⊥ W ⇔ x is orthogonal to a basis of W

THEOREM 3.1
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.

EXAMPLE 3.6
n 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.

EXAMPLE 3.6
n o
n o
Step 1. The basis of W is (−1, 1, 0), (−1, 0, 1) .

EXAMPLE 3.6
n o
n o
Step 2. x = (x 1 , x 2 , x 3 ) ∈ W ⊥ so x ⊥ (−1, 1, 0) and
x ⊥ (−1, 0, 1).

EXAMPLE 3.6
n o
n o
Step 2. x = (x 1 , x 2 , x 3 ) ∈ W½⊥ 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).

EXAMPLE 3.6
n o
n o
Step 2. x = (x 1 , x 2 , x 3 ) ∈ W½⊥ 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) .

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.

DEFINITION 3.4
The distance between a vector x and the subspace F is
defined by
d (x, F ) = ||g || = ||x − f || (3)

EXAMPLE 3.7
On R3 thenstandard inner o product, 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
Step 1. The basis of F : f 1 = (1, 1, 1), f 2 = (0, 1, 1)

EXAMPLE 3.7
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 ⊥
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

½
3λ1 + 2λ2 = 4  λ1 = 1
⇒ ⇔ 1
2λ1 + 2λ2 = 3  λ2 =
2
Step 4. Conclusion
The orthogonal projection pr F x of x on
µ F is¶
1 3 3
f = λ1 . f 1 + λ2 . f 2 = 1.(1, 1, 1) + (0, 1, 1) = 1, ,
2 2 2

Step 4. Conclusion
The orthogonal projection pr F x of x on
µ F is¶
1 3 3
f = λ1 . f 1 + λ2 . f 2 = 1.(1, 1, 1) + (0, 1, 1) = 1, ,
2 2 2
The distance between x and F is
° µ ¶°
° 3 3 °
d (x, F ) = ||g || = ||x − f || = ° (1, 1, 2) − 1, , °
° 2 2 °
°µ ¶° s µ ¶2 µ ¶2 r
° 1 1 °
2
1 1 1
=°° 0, − 2 , 2 ° = 0 + − 2 + 2 = 2
°

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))

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
B = r r e f (A)

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 )
MatLab
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Inner Product Spaces: HCMC - 2020

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INNER PRODUCT SPACES

ELECTRONIC VERSION OF LECTURE

HoChiMinh City University of Technology

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 1 / 41

1 REAL WORLD PROBLEMS

2 REAL INNER PRODUCT SPACE

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 2 / 41

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 3 / 41

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 3 / 41

A real vector space V is called a real Euclidean inner

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41

A real vector space V is called a real Euclidean inner

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41

A real vector space V is called a real Euclidean inner

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41

A real vector space V is called a real Euclidean inner

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41

A real vector space V is called a real Euclidean inner

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41

A real vector space V is called a real Euclidean inner

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 5 / 41

(x, y) 7−→< x, y >= x 1 .y 1 + x 2 .y 2 + x 3 .y 3 = x.y T

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 6 / 41

(x, y) 7−→< x, y >= x 1 .y 1 + x 2 .y 2 + x 3 .y 3 = x.y T

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 6 / 41

(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 7 / 41

(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2

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

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 7 / 41

(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2

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

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 7 / 41

(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2

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

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 7 / 41

(x, y) 7−→< x, y >= x 1 .y 1 + 2x 2 .y 2

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

(x, y) 7−→< x, y >= x 1 .y 1 − 3x 2 .y 2

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 8 / 41

(x, y) 7−→< x, y >= x 1 .y 1 − 3x 2 .y 2

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 8 / 41

(x, y) 7−→< x, y >= x 1 .y 1 − 3x 2 .y 2

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 8 / 41

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 9 / 41

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

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 10 / 41

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

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 10 / 41

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 11 / 41

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

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 12 / 41

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

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 12 / 41

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 13 / 41

< x, y >= ||x||.||y||. cos α.

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 13 / 41

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

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 14 / 41

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

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 14 / 41

(HCMUT-OISP) INNER PRODUCT SPACES HCMC — 2020. 15 / 41