Inner Product - Peter
Inner Product - Peter
Up to now we have studied vector spaces, linear maps, special linear maps.
We can measure if two vectors are equal, but we do not have something
like length, so we cannot compare two vectors. Moreover we cannot say
anything about the position of two vectors.
In a vector space one can define the norm of a vector and the inner
product of two vectors. The notion of the norm permits us to measure the
length of the vectors, and compare two vectors. The inner product of two
vectors, on one hand induces a norm, so the length can be measured, and
on the other hand (at least in the case of real vector spaces), lets us
measure the angle between two vectors, so a full geometry can be
constructed there. Nevertheless in the case of complex vector spaces, the
angle of two vectors is not clearly defined, but the orthogonality is.
Definition 3.1. An inner product on a vector space V over the field F is
a function (bilinear form) x, y : V V R with the properties:
43
44
be a positive definite
b c
matrix, that is a 0, detpAq 0. Then for every
u
1
.
u pu1 , u2 q, v pv1 , v2 q P R2 we define xu, vy pv1 v2 qA
u2
It can easily be verified that x, y is an inner product on the real linear
space R2 .
If A I2 we obtain the usual inner product xu, vy u1 v1 ` u2 v2 .
From the definition one can easily deduce the following properties of an
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inner product:
xv, 0y x0, vy 0,
xu, v ` wy xu, vy ` xu, wy,
xu, vy xu, vy,
for all u, v, w P V and P F
Definition 3.3. Let V be a vector space over F. A function
}}:V R
is called a norm on V if:
(positivity) }v} 0, v P V v 0 ;
(homogeneity) }v} || }v}, @ P F, @v P V ;
(triangle inequality) }u ` v} }u} ` }v}, @u, v P V.
A normed space is a pair pV, } }q, where V is a vector space and } } is a
norm on V .
Example 3.4. On the real linear space Rn one can define a norm in
several ways. Indeed, for any x px1 , x2 , . . . , xn q P Rn define its norm as
a
}x} x21 ` x22 ` ` x2n . One can easily verify that the axioms in the
definition of norm are satisfied. This norm is called the euclidian norm.
More generally, for any p P R, p 1 we can define
1
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0, if x y
% 1, otherwise.
In this course we are mainly interested in the inner product spaces. But
we should point out that an inner product on V defines a norm, by
a
}v} xv, vy for v P V , and a norm on V defines a metric by
dpv, wq }w v}, for v, w P V .
For an inner product space pV, x, yq the following identity is true:
C
i1
i vi ,
j1
G
j wj
m
n
i j xvi , wj y.
i1 j1
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Proof.
}u ` v}2 ` }u v}2
2p}u}2 ` }v}2 q.
xu ` v, u ` vy
}u}2 ` }v}2 .
0 xu v, vy xu, vy }v}2 ,
so one has to choose
xu,vy
}v}2 ,
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xu, vy
xu, vy
v` u
v .
u
}v}2
}v}2
Theorem 3.10. Cauchy-Schwartz Inequality Let V be an inner
product space and u, v P V . Then
|xu, vy| }u} }v}.
The equality holds iff one of u, v is a scalar multiple of the other (u and v
are collinear).
Proof. Let u, v P V . If v 0 both sides of the inequality are 0 and the
xu,vy
desired result holds. Suppose that v 0. Write u xu,vy
}v}2 v ` u }v}2 v .
Taking into account that the vectors
xu,vy
}v}2 v
and u
xu,vy
}v}2 v
are orthogonal,
}u}
2
xu, vy 2
xu, vy
v ` u
v
}v}2
}v}2
2
xu, vy
|xu, vy|2
u
`
v
}v}2
}v}2
|xu, vy|2
,
}v}2
3.2
xu,vy
}v}2 v
Orthonormal Bases
Orthonormal Bases
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One of the reason that one studies orthonormal families is that in such
special bases the computations are much more simple.
Proposition 3.12. If pe1 , e2 , . . . , em q is an orthonormal family of vectors
in V , then
}1 e1 ` 2 e2 ` ` m em }2 |1 |2 ` |2 |2 ` ` |m |2
for all 1 , 2 , . . . , m P F.
Proof. Apply Pythagorean Theorem.
Corollary 3.13. Every orthonormal list of vectors is linearly independent.
Proof. Let pe1 , e2 , . . . , em q be an orthonormal list of vectors in V and
1 , 2 , . . . , m P F with
1 e1 ` 2 e2 ` ` m em 0.
It follows that |1 |2 ` |2 |2 ` ` |m |2 0, that is j 0, j 1, m.
An orthonornal basis of an inner product vector space V is a basis of V
which is also an orthonormal list of V . It is clear that every orthonormal
list of vectors of length dim V is an orthonormal basis (because it is
linearly independent, being orthonormal).
Theorem 3.14. Let pe1 , e2 , . . . , en q be an orthonormal basis of an inner
product space V . If v 1 e1 ` 2 e2 ` ` n en P V , then
i xv, ei y, for all i P t1, 2, . . . , nu and
}v}2
|xv, ei y|2
i1
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spanpv1 , v2 , . . . , vk q spanpe1 , e2 . . . , ek q
for every k P t1, 2, . . . , mu.
Proof. Let pv1 , v2 , . . . , vm q be a linearly independent set of vectors. The
family of orthonormal vectors pe1 , e2 . . . , em q will be constructed
inductively. Start with e1
v1
}v1 } .
ej
Orthonormal Bases
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xej , ek y
52
3.3
53
xv, ej y xv, ej y
0
Thus w is orthogonal to every vector in the basis of U , that is w P U K ,
consequently
V U ` U K.
We will show now that U X U K t0u. Suppose that v P U X U K . Then v
is orthogonal to every vector in U , hence xv, vy 0, that is v 0. The
relations V U ` U K and U X U K t0u imply the conclusion of the
theorem.
Corollary 3.22. If U1 , U2 are subspaces of V then
U1 pU1K qK .
pU1 ` U2 qK U1K X U2K .
pU1 X U2 qK U1K ` U2K .
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{
vKw pv,
wq .
2
3.4
Linear manifolds
Linear manifolds
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3.4.1
L tv v0 ` 1 v1 ` ` k vk |i P F, i 1, ku
We can consider an arbitrary basis (fixed) in V , lets say E te1 , . . . , en u
and if we use the column vectors for the coordinates in this basis, i.e.
vrEs px1 , . . . , xn qT , v0rEs px01 , . . . , x0n qT , vjrEs px1j , . . . , xnj qT , j
1, k, one has the parametric equations of the linear manifold
&
..
.
%x x 0 ` x ` ` x
n
1 n1
k nk
n
The rank of the matrix pxij qi1,n is k because the vectors v1 , . . . , vk are
j1,k
linearly independent.
It is worthwhile to mention that:
1. a linear manifold of dimension one is called line.
2. a linear manifold of dimension two is called plane.
3. a linear manifold of dimension k is called k plane.
4. a linear manifold of dimension n 1 in an n dimensional vector
space is called hyperplane.
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Linear manifolds
57
&
..
.
%a v ` a v ` ` a v
p1 1
p2 2
pn n
u1
up
58
xv, v1 y u1
&
..
.
%xv, v y u
p
p
where the vectors v1 , . . . vp are linearly independent. The director
subspace is given by
$
xv, v1 y 0
&
..
.
%xv, v y 0
p
so, the vectors v1 , . . . , vp are orthogonal to the director subspace VL .
3.5
In this section we will explain how we can measure the distance between
some linear sets, which are linear manifolds.
Let pV, x, yq be an inner product space and consider the vectors
vi P V , i 1, k.
The determinant
xv1 , v1 y
xv2 , v1 y
Gpv1 , . . . , vk q
......
xvk , v1 y
xv1 , v2 y
...
xv2 , v2 y
...
...
...
xvk , v2 y . . .
xv1 , vk y
xv2 , vk y
xvk , vk y
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xv1 , vy 0
&
..
.
where v x1 v1 ` . . . xk vk .
%xv , vy 0
k
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3.5.1
Distance problems
wPU
Gpe1 , . . . , ek , vq
,
Gpe1 , . . . , ek q
@u P U . We have
}v K }
}v u}
xv K , v K y
xv K ` v1 u, v K ` v1 uy
xv K , v K y
xv K , v K y ` xv1 u, v1 uy.
b
follows from
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Definition 3.34. If e1 , . . . , ek are vectors in V the volume of the kparallelepiped constructed on the vectors e1 , . . . , ek is defined by
a
Vk pe1 , . . . , ek q Gpe1 , . . . , ek q.
We have the following inductive relation
Vk`1 pe1 , . . . , ek , ek`1 q Vk pe1 , . . . , ek qdpek`1 , spante1 , . . . , ek uq.
The distance between a vector and a linear manifold
Let L v0 ` VL be a linear manifold, and let v be a vector in a finitely
dimensional inner product space V . The distance induced by the norm is
invariant by translations, that is, for all v1 , v2 P V one has
dpv1 , v2 q dpv1 ` v0 , v1 ` v0 q }v1 v2 } }v1 ` v0 pv2 ` v0 q}
That means that we have
dpv, Lq inf dpv, wq inf dpv, v0 ` vL q
vL PVL
wPL
inf dpv v0 , vL q
vL PVL
dpv v0 , VL q.
Finally,
d
dpv, Lq dpv v0 , VL q
Gpe1 , . . . , ek , v v0 q
,
Gpe1 , . . . , ek q
where e1 , . . . , ek is a basis in VL .
Let us consider the hyperplane H of equation
xv v0 , ny 0 .
The director subspace is VH xv, ny 0 and the distance
dpv, Hq dpv v0 , VH q.
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|xv v0 , ny|
}n}
In the case that we have an orthonormal basis at hand, the equation of the
hyperplane H is
a1 x1 ` ` ak xk ` b 0 ,
so the relation is now
dpv, Hq
|a1 v1 ` ` ak vk ` b|
a
.
a21 ` ` a2k
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(3.1)
(3.2)
d
dpL1 , L2 q
Gpe1 , . . . , ek , v1 v2 q
.
Gpe1 . . . ek q
xk yk .
i1
x1 ` sd1
D2 : x
x2 ` td2
M : x
xM
P : x
xP ` v 1 ` v 2
H :
xx, ny ` b 0,
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d
dpM, D1 q
GpxM x1 , d1 q
;
Gpd1 q
dpM, P q
GpxM xP , v 1 , v 2 q
;
Gpv 1 , v 2 q
dpD1 , D2 q
Gpx1 x2 , d1 , d2 q
if D1 D2
Gpd1 , d2 q
dpD1 , D2 q
dpM, Hq
dpD1 , P q
Gpx1 x2 , d1 q
if D1 k D2
Gpd1 , q
|xxM , ny ` b|
}n}
d
Gpx1 xP , d1 , v 1 ` v 2 q
if D1 P
Gpd1 , v 1 , v 2 q