Chapter Content

◼ Inner Products
◼ Angle and Orthogonality in Inner Product Spaces
◼ Orthonormal Bases; Gram-Schmidt Process
◼ Best Approximation; Least Squares

1
6-1 Inner Product Space

◼ An inner product on a real vector space V

❑ a function that associates a real number u, v with each pair of
vectors u and v in V in such a way that the following axioms are
satisfied for all vectors u, v, and w in V and all scalars k.
❑ u, v = v, u
❑ u + v, w = u, w + v, w
❑ ku, v = k u, v
❑ u, u  0 and u, u = 0 if and only if u = 0
A real vector space with an inner product is called a real
inner product space.

2
6-1 Example

◼ Euclidean Inner Product on Rn

❑ If u = (u1, u2, …, un) and v = (v1, v2, …, vn) are vectors
in Rn, then the formula
v, u = u · v = u1v1 + u2v2 + … + unvn
defines v, u to be the Euclidean product on Rn.

◼ The four inner product axioms hold by Theorem 4.1.2.

3
6-1 Preview of Inner Product
◼ 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)

4
6-1 Weighted Euclidean Inner Product

◼ If w1, w2, …, wn are positive real numbers

❑ We call weights
◼ If u = (u1, u2, …, un) and v = (v1, v2, …, vn) are vectors in
Rn, then the formula
v, u = u · v = w1u1v1 + w2u2v2 + … + wnunvn
is called the weighted Euclidean inner product with
weights w1, w2, …, wn.

5
6
7
8
9
10
6-1 Example 2
◼ 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:
<1> u, v = v, u.
<2> If w = (w1, w2), then u + v, w = (3u1w1 + 2u2w2) + (3v1w1 +
2v2w2)= u, w + v, w
<3> ku, v =3(ku1)v1 + 2(ku2)v2 = k(3u1v1 + 2u2v2) = k u, v
<4> v, v = 3v1v1+2v2v2 = 3v12 + 2v22 .Obviously , v, v = 3v12 +
2v22 ≥0 . Furthermore, v, v = 3v12 + 2v22 = 0 if and only if v1 =
v2 = 0, That is , if and only if v = (v1,v2)=0.

11
12
13
OR

14
15
OR

16
OR

17
18
6-1 Norm & Length

◼ If V is an inner product space, then the norm (or length)

of a vector u in V is denoted by ||u|| and is defined by
||u|| = u, u½

◼ The distance between two points (vectors) u and v is

denoted by d(u,v) and is defined by
d(u, v) = ||u – v||

19
6-1 Example 3

◼ Norm and Distance in Rn

❑ If u = (u1, u2, …, un) and v = (v1, v2, …, vn) are vectors in Rn
with the Euclidean inner product, then

u = u, u 1/ 2 = (u, u)1/ 2 = u12 + u22 + ... + un2

d (u, v) = u − v = u − v, u − v 1/ 2 = (u − v)  (u − v) 

1/ 2

= (u1 − v1 )2 + (u2 − v2 ) 2 + ... + (un − vn ) 2

20
6-1 Example 4
(Weighted Euclidean Inner Product)
◼ The norm and distance depend on the inner product used.
❑ For example, for the vectors u = (1,0) and v = (0,1) in R2 with
the Euclidean inner product, we have
u = 1 and d (u, v) = u − v = (1,−1) = 12 − (−1) 2 = 2

❑ However, if we change to the weighted Euclidean inner

product u, v = 3u1v1 + 2u2v2 , then we obtain
u = u, u = (3 11 + 2  0  0)1/ 2 = 3
1/ 2

d (u, v) = u − v = (1,−1), (1,−1) = [3 11 + 2  (−1)  (−1)]1/ 2 = 5

1/ 2

21
6-1 Unit Circles and Spheres in IPS

◼ If V is an inner product space, then the set of points in V

that satisfy
||u|| = 1
is called the unite sphere or sometimes the unit circle in V.
In R2 and R3 these are the points that lie 1 unit away form
the origin.

22
23
24
6-1 Example 5 (Unit Circles in 2
R)

◼ Sketch the unit circle in an xy-coordinate system in R2 using the

Euclidean inner product u, v = u1v1 + u2v2
◼ Sketch the unit circle in an xy-coordinate system in R2 using the
Euclidean inner product u, v = 1/9u1v1 + 1/4u2v2
◼ Solution
❑ If u = (x,y), then ||u|| = u, u½ = (x2 + y2)½, so the equation of the unit
circle is x2 + y2 = 1.
❑ If u = (x,y), then ||u|| = u, u½ = (1/9x2 + 1/4y2)½, so the equation of the
unit circle is x2 /9 + y2/4 = 1.

25
6-1 Inner Product Generated by Matrices
 u1   v1 
u  v 
◼ Let u =  2  and v =  2  be vectors in Rn (expressed as n1
: :
   
 n 
u  vn 
matrices), and let A be an invertible nn matrix.
◼ If u · v is the Euclidean inner product on Rn, then the formula
u, v = Au · Av
defines an inner product; it is called the inner product on Rn
generated by A.
◼ The Euclidean inner product u · v can be written as the matrix
product vTu, the above formula can be written in the
alternative form u, v = (Av) TAu, or equivalently,
u, v = vTATAu

26
6-1 Example 6
(Inner Product Generated by the Identity Matrix)
◼ The inner product on Rn generated by the nn identity matrix is the
Euclidean inner product: Let A = I, we have u, v = Iu · Iv = u · v
◼ The weighted Euclidean inner product u, v = 3u1v1 + 2u2v2 is the
inner product on R2 generated by
 3 0 
A= 
 0 2 
since
 3 0  3 0  u1  3 0 u1 
u, v = v1 v2     = v1 v 
2     = 3u1v1 + 2u2 v2
0 2  0 2  u2  0 2 u2 
◼ In general, the weighted Euclidean inner product u, v = w1u1v1 +
w2u2v2 + … + wnunvn is the inner product on Rn generated by
A = diag ( w1 , w2 ,, wn )

27
28
29
30
31
32
33
34
6-1 Example 7 (An Inner Product on M22)
If U = 
u1 u2   v1 v2 
◼  = v v4 
and V
u3 u4   3
are any two 22 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 = 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 22 matrices U
whose entries satisfy the equation ||U|| = 1, which on squaring yields
u12 + u22 + u32 + u42 = 1

35
36
37
38
39
6-1 Example 8 (An Inner Product on P2)

◼ If p = a0 + a1x + a2x2 and q = b0 + b1x + b2x2 are any two

vectors in P2,
❑ An inner product on P2:
p, q = a0b0 + a1b1 + a2b2
◼ The norm of the polynomial p relative to this inner
product is
p = p, p  = a0 + a1 + a2
1/ 2 2 2 2

◼ The unit sphere in this space consists of all polynomials p

in P2 whose coefficients satisfy the equation || p || = 1,
which on squaring yields
a02+ a12 + a22 =1

40
41
42
43
44
45
46
47
48
49
Theorem 6.1.1
(Properties of Inner Products)
◼ If u, v, and w are vectors in a real inner product space,
and k is any scalar, then:
❑ 0, v = v, 0 = 0
❑ u, v + w = u, v + u, w
❑ u, kv =k u, v
❑ u – v, w = u, w – v, w
❑ u, v – w = u, v – u, w

50
6-1 Example 11

◼ 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

51
52
 Assignments

◼ Exercise-6.1: Examples 1 – 11 (Pages 444-453)

◼ Exercise-6.1: Problems 1– 28 (Pages 453-458)

53