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Linear Algebra

- Inner Product

4.1
Inner Product:

|-3| = 3 |1| = 1 |4| = 4

4.2
(8, 9)

480
9 5
2 2
0 8 79
1.2
6
457
= 2 5 9
4)| 4 1
-1 . 0
-1 6 , 12
|( ) |=
9 |) = , 9
-(8
, |(8
-5 )
-8 ,
|(
20 56
8113
3 39
.4
)| =9
- 5
|(- 8,
(-8, -5)

4.3
n
Example: Dot product in R
The dot product of u  (u1 , u 2 ,  , u n ) andv  (v1 , vreturns
2 ,  , avn )

scalar quantity
u  v  u1v1  u2v2    un vn (u  v is a real number)
( The dot product is defined as the sum of component-by-component
multiplications )

Finding the dot product of two vectors

The dot product of u = (3, 1) and v = (0, 2) is


u  v  (3)(0)  (1)(2)  2

The dot product of u = (1, 2, 0, –3) and v = (3, –2, 4, 2) is


u  v  (1)(3)  (2)(2)  (0)(4)  (3)(2)  7
4.4
Inner Product:

An inner product on a vector space V is a function that associates a


real number u , v with each pair of vectors 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 (Symmetry Axiom)

u v , w  u, w (Additivity
v , w Axiom)

 u , v   u (Homogeneity
, v Axiom)
v, v  0 &v, v iff 0v = 0 (Positivity Axiom)
A real vector space with an inner product is called a real inner
product space.
4.5
Norm and distance:
If V is a real inner product space, then the norm (or length) of a
v is defined by
vector v in V is denoted by and v  . v,v
The distance between two vectors is denoted by d(u, v) and is
d by
defined (u , v )  u.  v
A vector of norm 1 is called a unit vector.
Theorem:
If u and v are vectors in a real inner product space V, and if k is a
scalar, then:
v  0
 &v  0 if and only if v = 0.
k v
  k v
du , v   d v , u 
du , v   0 & d ifvand   if0 u = v.
, u only
4.6
Example: Euclidean or Standard inner product on Rn

The inner product of two vectors u  (u1 , u 2 ,  , u n ) and


v  (v1 , v2 , defined
, vn ) by
u , v  u  v  u1v1  u2 v2    un vn

 u, v  (Symmetry
v , u Axiom)
u , v  u1v1  u2 v2    un vn
 v1u1  v2u2    vn un  v , u
 u  v, w  u ,(Additivity
w  Axiom)v, w
u  v , w  u1  v1 w1  u2  v2 w2    un  vn wn
 u1w1  v1w1   u2 w2  v2 w2     un wn  vn wn 
 u1w1  u 2 w2    un wn   v1w1  v2 w2   vn wn 
 u, w  v, w
4.7
  u, v  u , v Axiom)
(Homogeneity
 u , v   u1v1   u2 v2     un vn
  u1v1  u2 v2    un vn 
 u , v

 v, v 
& 0 viff, vv = 0(Positivity
0 Axiom)

u , u  u1u1  u2u2    un un  u12  u22    un2  0

u , u 0 u12  u 22    un2  0
u1  u2    un  0

Hence, u , v  u  v  u1v1 isuan


2 v2inner
 product.
 u n vn

4.8
Finding the inner product of two vectors

The inner product of u = (3, 1) and v = (0, 2) is


u , v  u  v  (3)(0)  (1)(2)  2

u  (3)(3)  (1)(1)  10 v  (0)(0)  (2)(2)  4  2

d u , v   u  v  (3,1)  (3)(3)  (1)(1)  10

The inner product of u = (8, 9) and v = (-8, 5) is


u , v  u  v  (8)(8)  (9)(5)  19
u  (8)(8)  (9)(9)  145  12.041
v  (8)(8)  (5)(5)  89  9.433
d u , v   u  v  (16,4)  16.492
4.9
4 2 25 0 247
. 4 9 2 (8, 9)
6 , - 4) || = 16
9)|| = | |(-1
8, 5 ) - ( 8 ,
4 80
9) ) =||(- 5
), ( 8 , 29
(-8, 5) d((-8, 5 9 2
7 87
9 45
||(-8
, 5) 415
|| = 2.0
9.4 1
339 =
811 9) ||
32 0 ,
56 || (8

4.10
Example: Weighted inner product on Rn

The inner product of two vectors u  (u1 , u 2 ,  , u n ) and


v  (v1 , v2 , defined
, vn ) by
u , v  1u1v1   2u2 v2     nun vn
1  0,  2  0,  3  0, ,  n  0
 u, v  (Symmetry
v , u Axiom)
u , v  1u1v1   2u2 v2     nun vn
 1v1u1   2 v2u2     n vnu n  v , u
 u  v , w  u ,(Additivity
w  Axiom)v, w
u  v , w  1 u1  v1 w1   2 u2  v2 w2     n un  vn wn
 1u1w1  1v1w1    2u2 w2   2 v2 w2      nu n wn   n vn wn 
 1u1w1   2u 2 w2     n un wn   1v1w1   2 v2 w2    n vn wn 
 u, w  v, w
4.11
 k u, v  (Homogeneity
k u , v Axiom)
k u , v  k1u1v1  k 2u2 v2    k nun vn
 k 1u1v1   2 u2 v2     n un vn 
k u,v

 v, v 
& 0 viff, vv = 0(Positivity
0 Axiom)

u , u  1u1u1   2u2u2     nunun  1u12   2u22     nun2  0

u , u 0 1u12   2u22     nun2  0


u1  u2    un  0

Hence, u , v  u  v  1u1v1   2u2 vis2 


an  product.
inner n u n vn

4.12
Finding the inner product of two vectors in the inner product space
Rn with the weighted inner product
u , v  2u1v1  3u2 v2

The inner product of u = (3, 1) and v = (0, 2) is


u , v  2(3)(0)  3(1)(2)  6

u  u, u  2(3)(3)  3(1)(1)  21

v  v, v  2(0)(0)  3(2)(2)  12  2 3

d u , v   u  v  (3,1)  2(3)(3)  3(1)(1)  21

4.13
1 6 , - 4 ) || = (8, 9)
- ( 8, 9) || = ||(-
| | (-8 , 5 )
( 8 , 9) ) = 6 4 1
, 5 ) , 2 3 . 6 .2 6
(-8, 5) d((-8 5 ) , ( 8 , 9)) = 9
d((-8, 1 1
16.492 = 0 4
||(-8 9 )|| 1 2.
, 5) ,
|| = | | (8
) || =
||(-8 14. , 9
, 5) 247 ||(8
|| =
9.4
33

(8, 9)  2(8)(8)  3(9)(9)  19.261

(8, 5)  2(8)(8)  3(5)(5)  14.247

(16,  4)  2(16)(16)  3(4)(4)  23.664

4.14
u  16

2 2
u  2u  3u
1 2  16

4.15
n
Example: Inner product on R generated by a matrix
n
( Any vector of R can be viewed as a column matrix )

Let A be an invertible n by n matrix. Then the inner product of


two vectors u  (u1 , u 2 ,  , u n ) and v  (v1 , v2 , defined
, vn ) by
u , v   Au .( Av )   Au  ( Av )
T

Finding the inner product of two vectors in the inner product space
1 0 
Rn with the inner product generated by the matrix  
T 1 1 
1 0   1 0  
u , v   u   v 
1 1   1 1  
The inner product of u = (3, 1) and v = (0, 2) is
4.16
T T
1 0  3  1 0  0   3   0 0
u , v              3 4    12
1 1  1  1 1  2   4   2  2

T T
1 0  3  1 0  3   3  3
u              25  5
1 1  1  1 1  1   4  4

T T
1 0  0  1 0  0   0 0
v              4  2
1 1  2  1 1  2   2  2

T
1 0  3  1 0  3 
d (u, v)  u  v  (3,1)       
1 1   1 1 1   1
T
 3  3
      9  4  13
 2  2
4.17
Example: Standard inner products on Mn

The inner product of two vectors U and V in Mn defined


by U , V  tr U T V  
 u, v  (Symmetry
v , u Axiom)
T
 uv11 uv12 21  vun11n  u11v11 u12v12  u1vn1n
   
 uv12 uv22  vun22n  u21v21 v22  uv2 n2 n
u 22

T

U , V  tr U V  tr 
 
21

            
 tr V 
T
U
     V, U
 uv1nn1 uv2nn2  vunnnn  unv1n1  
u nv2n 2  uvnnnn

 u11 u 21  u n1  v11 v12  v1n 
  
  u12 u 22  u n 2  v21 v22  v2 n  
 tr 
          
  
 u1n u 2 n  u nn  vn1 vn 2  vnn 
4.18
 u  v, w  u ,(Additivity
w  Axiom)v, w

U  V, W  tr U  V  W
T


 tr UT  V T W  
 tr U T
W  V W T

 U, W  V , W

 k u, v  (Homogeneity
k u , v Axiom)


kU, V  tr kU  V T

 tr  k U  V
T

 k U, V

4.19
 v, v 
& 0 viff, vv = 0(Positivity
0 Axiom)
 u11 u 21  u n1  u11 u12  u1n 
  
 u12 u 22  u n 2  u 21 u 22  u 2 n 
T
 
U , U  tr U U  tr 
          
  
 u1n u 2 n  u nn  u n1 u n 2  u nn 
 u112  u21
2
  un21 
 
 tr  
 2 2 2 
 u1n  u2n    unn 

T
 u11 u12  u1n   v11 v12  v1n 
   
 u 21 u 22  u2 n   v21 v22  v2 n  
T
 
U , V  tr U V  tr 
         
    
 u n1 u n 2  u nn  v
 n1 vn 2  vnn 

 u11v11  u12v12    u1n v1n  u21v21  u 22v22  
 u1n v1n    u nn vnn 4.20
Finding the inner product of two vectors in the inner product space
Mn with the standard inner product
 2 3 1 2
The inner product ofu   
and v is 
 4 1 0 1
  2 3   1 2 
T

 T

U , V  tr U V  tr      ( 2)(1)  (3)(2)  ( 4)(0)  (1)(1)
 4 1   0 1 
9
T
 2 3   2 3 
U       2 2  3 2  4 2  12  30  5.477
 4 1   4 1 
T
 1 2   1 2 
V       6  2.449
 0 1   0 1 
T
1 1  1 1   1 1 
d (u, v)  u  v          18  4.243
 4 0  4 0   4 0 
4.21
Example: Standard inner products on Pn

The inner product of two vectors p(x) and q(x) in Pn


defined by
p ( x ) , q ( x )  p 0 q 0  p1q1  p 2 q 2    p n q n

The inner product ofp( x)  2  x 2


and q( x)is x  x
p ( x ) , q ( x )  ( 2 )( 0 )  (1)(1)  ( 0 )(1)  1

p( x)  ( 2 )( 2 )  (1)(1)  5

q( x)  (1)(1)  (1)(1)  2

d  p( x) , q( x)  p( x)  q( x)  2  x 2

 (2)(2)  (0)(0)  (1)(1)  5


4.22
Example: Some other inner products on Pn
The inner product of two vectors p(x) and q(x) in Pn
defined by
p ( x ) , q ( x )   0 p 0 q 0   1 p1q1   2 p 2 q 2     n p n q n

 0  0, 1  0,  2  0,  3  0, ,  n  0

Fix x0 , x1 , x2 , x.3 ,Then


 , xthe
n inner
R product of two vectors p(x)
and q(x) in Pn defined by

p ( x ) , q ( x )  p ( x0 ) q ( x0 )  p ( x1 ) q ( x1 )    p ( x n ) q ( x n )
This inner product is called evaluation inner product on Pn.

4.23
Example: Not a inner products
The function of two vectors p(x) and q(x) in Pn defined
by p ( x ) , q ( x )  p1q1  p 2 q 2    p n q n

p( x) , p( x)  0

For, p(x) = 1

The function of two


U,V  det U
vectors  V in Mn defined by
UT Vand

 2 2
u   
1 1
For,
 2 1 2 2  5 5
U, V  det     0
 2 1 1 1  5 5
4.24
Exercise:

The function of two vectors U and V in Mn defined by


U , V  tr U  V 

The function of two vectors p(x) and q(x) in Pn defined


p ( x ) , q ( x )  p (0) q (0)  p ' (0) q ' (0)    p ( n ) (0) q ( n ) (0)
by

U , V  det U  V 
The function of two vectors U and V in Mn defined by
u  (u1 , u 2 ,  , u n )
v  (v1 , v2 ,  , vn )
The function of two vectors and
n
u , v  maxu1v1 , u2 v2 , , un vn 
in R defined by
4.25
Thank
You
4.26

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