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Examples. Verify that the properties of the inner product hold in each case.

1. 1 =

n

and x, y) := x

y =

n

i=1

x

i

y

i

.

2. We can dene an inner product on

n

using a given invertible matrix, A, by,

x, y) := x

Ay.

3. 1 =

mn

, the space of mn matrices. Given A, B

mn

,

A, B) := trace

_

A

T

B

_

(or trace (A

B) for (

mn

)

4. Complex valued functions: x(w), y(w) ((, ).

x, y) :=

_

x(w)y(w) dw.

Roy Smith: ECE 210a: 6.2

Inner product spaces

Inner product spaces

Dened for a pair of elements of a vector space, x, y A,

x, y)

A

: A A (or possibly ().

Dening properties:

1. x, x) , x, x) 0 and x, x) = 0 x = 0.

2. x, y) = x, y), for all scalars, .

3. x, y + z) = x, y) +x, z).

4. x, y) = y, x). ( y, x) denotes the complex conjugate).

If the vector space is clear we will drop the explicit subscript.

The pair, 1, and , )

1

are known as an inner product space.

A complete inner product space is called a Hilbert space.

Roy Smith: ECE 210a: 6.1

Inner product spaces

Compatible norm

If we have an inner product space, we can dene a compatible norm by,

|x| :=

_

x, x).

This is not the only possible norm, but compatibility with the inner product is required to

generalize

3

intuition about distances and angles.

Notice that this norm looks a lot like a Euclidean norm (or 2-norm).

In

n

it is the Euclidean norm.

Norm properties:

1. |x| 0 and |x| = 0 x = 0 comes from the inner product properties.

2. |x| = x, x)

1/2

= (x, x))

1/2

=

_

[[

2

x, x)

_

1/2

= [[|x|.

3. Triangle inequality. This one is trickier ...

Roy Smith: ECE 210a: 6.4

Inner product spaces

Key idea:

Inner products convey the idea of an angle between vectors.

We will see that we can dene such an angle by,

cos =

x, y)

|x||y|

.

This gives the idea of orthogonality; vectors can be perpendicular to one-another.

x y x, y) = 0 (i.e. = /2).

This will allow us to generalize our geometric intuition in

3

to higher dimensional spaces.

Roy Smith: ECE 210a: 6.3

Cauchy-Bunyakovskii-Schwarz inequality

Proof continued ...

From before,

y, y) y, x) 0.

This is equal to,

y, y) y, x) = y, y) y, x) = y, y)

x, y)

|x|

2

y, x) =

|y|

2

|x|

2

x, y)y, x)

|x|

2

0.

As the denominator is positive the numerator must also be positive and we get,

|y|

2

|x|

2

x, y)y, x).

As x, y) = y, x), the term, x, y)y, x) = [x, y)[

2

. So now,

|y|

2

|x|

2

[x, y)[

2

which, by taking square-roots, is [x, y)[ |y||x|.

Holder inequality: generalization for p-norms.

If we have real-numbers, p > 1 and q > 1 such that,

1

p

+

1

q

= 1 then [x

y[ |x|

p

|y|

q

.

Roy Smith: ECE 210a: 6.6

Cauchy-Bunyakovskii-Schwarz inequality

Cauchy-Bunyakovskii-Schwarz inequality

(the inequality previously known as Cauchy-Schwarz)

[x, y)[ |x||y|

Note that the norm in question is the one thats compatible with the inner product.

This clearly makes the angle between x and y well dened.

Proof:

Assume that x ,= 0 and choose as,

=

x, y)

|x|

2

which means that |x|

2

= x, y) or x, x y) = 0.

Now look at |x y|

2

(which is 0).

|x y|

2

= x y, x y) = x, x y)

. .

= 0

y, x y).

This means that,

y, x y) 0, or equivalently, y, y) y, x) 0.

Roy Smith: ECE 210a: 6.5

Parallelogram identity

Given a norm, can we always dene an inner product?

No, not always.

Parallelogram identity

We can dene an inner product if and only if the parallelogram identity is true.

|x + y|

2

+|x y|

2

= 2(|x|

2

+|y|

2

).

y

x

x+y

x-y

The inner product can be dened via,

x, y) :=

1

4

(|x + y|

2

|x y|

2

). (see Meyer for details)

Roy Smith: ECE 210a: 6.8

Compatible norms

Triangle inequality

The CBS inequality can be used to show that the triangle inequality holds for the norm

compatible with the inner product.

|x + y|

2

= x + y, x + y)

= x, x)+ x, y) +y, x)

. .

+y, y)

2[x, y)[

x, x) + 2[x, y)[ +y, y)

|x|

2

+ 2|x||y| +|y|

2

(|x| +|y|)

2

,

and taking square-roots gives the triangle inequality.

So every inner product space is also a normed space.

Roy Smith: ECE 210a: 6.7

Orthogonality

Orthogonality

Consider a real inner product space (x, y) )

x y x, y) = 0.

Pythagoras: Right angle triangles

x

x+y

y

x-y

=/2

|x + y|

2

= |x y|

2

= |x|

2

+|y|

2

So 0 = |x|

2

+|y|

2

|x y|

2

= x, x) +y, y) x y, x y)

= x, x) +y, y) x, x) y, y) +x, y) +y, x) which implies that x, y) = 0.

Roy Smith: ECE 210a: 6.10

Parallelogram identity

Inner products from other norms?

Can we form an inner product from ||

1

or ||

?

No. The parallelogram identity doesnt hold in either case.

So to retain the concept of an angle in

n

or (

n

we need to use the ||

2

(or something close

to it).

Elliptical norms

Suppose we are given a square, invertible matrix, A (

nn

.

Dene the norm:

|x|

A

= |Ax|

2

, where ||

2

is the usual Euclidean norm.

Can we dene an inner product here?

Does the obvious denition satisfy the parallelogram identity?

Roy Smith: ECE 210a: 6.9

Orthogonormal bases

Orthogonal bases

A basis,

B = x

1

, x

2

, . . . , is orthogonal if x

i

, x

j

) = 0 for all i ,= j.

The vectors, x

i

, are at right angles to one-another.

Orthonormal bases

A basis,

B = x

1

, x

2

, . . . , is orthonormal if x

i

, x

j

) =

_

1 i = j

0 i ,= j

The vectors, x

i

, are at right angles to one-another and |x

i

| = 1.

Wherever possible we choose orthonormal bases for our vector spaces.

This allows us to extend our intuition in

3

to higher dimensional spaces.

Roy Smith: ECE 210a: 6.12

Orthogonality

Angle between vectors

y

x

x-y

|x|

2

+|y|

2

= |x y|

2

+ 2 cos |x||y|.

Solving for cos gives the general angle formula,

cos =

|x|

2

+|y|

2

|x y|

2

2|x||y|

=

|x|

2

+|y|

2

x y, x y)

2|x||y|

=

|x|

2

+|y|

2

x, x) y, y) +x, y) +y, x)

2|x||y|

=

2x, y)

2|x||y|

=

x, y)

|x||y|

The CBS inequality guarantees that this is in the interval [-1,1] and so is uniquely dened.

Roy Smith: ECE 210a: 6.11

Fourier coecients

Fourier coecients and orthogonal bases

Suppose we have a basis,

B

1

= v

1

, v

2

, . . . , v

n

span(B

1

) = 1.

We can express any vector, v 1 with respect to this basis by,

v =

n

i=1

i

v

i

with

i

=

v

i

, v)

v

i

, v

i

)

. (If the basis is orthonormal,

i

= v

i

, v))

To see this,

v

j

, v) = v

j

,

n

i=1

i

v

i

)

=

n

i=1

i

v

j

, v

i

)

=

j

v

j

, v

j

) (all the other terms are zero)

So,

j

=

v

j

, v)

v

j

, v

j

)

.

Roy Smith: ECE 210a: 6.14

Orthogonal projection

Orthogonal projection

Given two vectors, x and y in an inner product space, the orthogonal projection of y on

spanx is the vector,

x where (x y) x.

y

x

y - x

x

(x y) x = x, x y) = 0 = x, x) x, y) = 0

= =

x, y)

x, x)

is called the Fourier coecient of y with respect to x.

Roy Smith: ECE 210a: 6.13

Fourier coecients

Coordinate matrix representations of linear transformations (see 2.16 and 4.10)

Say we have an operator, T : 1 J, with an orthogonal basis for each space,

B

1

= v

1

, v

2

, . . . , v

n

and B

J

= w

1

, w

2

, . . . , w

n

_

w

BW

=

BW

[T ]

BV

_

v

BV

=

_

[T (v

1

)]

BW

[T (v

2

)]

BW

. . . [T (v

n

)]

BW

_

v

BV

Examine the th column of the matrix. To express this in the B

J

basis we project it onto

each of the basis elements,

[T (v

j

)]

BW

=

_

_

w

1

, T (v

j

))

w

1

, w

1

)

.

.

.

w

m

, T (v

j

))

w

m

, w

m

)

_

_

so the th element is, T

ij

=

w

i

, T (v

j

))

w

i

, w

i

)

And so for an orthonormal basis: T =

_

_

w

1

, T (v

1

)) . . . w

1

, T (v

n

))

.

.

.

.

.

.

w

m

, T (v

1

)) . . . w

m

, T (v

n

))

_

_

.

Roy Smith: ECE 210a: 6.16

Fourier coecients

Fourier coecients and orthogonal bases

An

2

example with an orthogonal (but not orthonormal) basis.

v

v

2

v

1

, v

v

2

, v

v

1

, v

1

v

2

, v

2

v

1

v

1

v

2

v =

v, v

1

)

v

1

, v

1

)

v

1

+

v, v

2

)

v

2

, v

2

)

v

2

.

Roy Smith: ECE 210a: 6.15

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