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EUCLIDEAN

The document discusses inner product spaces. It defines an inner product space as a real vector space V where an inner product is defined that maps two vectors in V to a real number and satisfies certain properties. Examples of inner products on Rn and R2 are provided. Key concepts discussed include the length and distance between vectors, as well as the angle between vectors, in an inner product space. The document also discusses representing the inner product of vectors using a matrix form.
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© © All Rights Reserved
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0% found this document useful (0 votes)
17 views68 pages

EUCLIDEAN

The document discusses inner product spaces. It defines an inner product space as a real vector space V where an inner product is defined that maps two vectors in V to a real number and satisfies certain properties. Examples of inner products on Rn and R2 are provided. Key concepts discussed include the length and distance between vectors, as well as the angle between vectors, in an inner product space. The document also discusses representing the inner product of vectors using a matrix form.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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INNER PRODUCT SPACES

July 28, 2023

INNER PRODUCT SPACES July 28, 2023 1 / 29


O UTLINE

1 R EAL WORLD PROBLEMS

INNER PRODUCT SPACES July 28, 2023 2 / 29


O UTLINE

1 R EAL WORLD PROBLEMS

2 R EAL INNER PRODUCT SPACE

INNER PRODUCT SPACES July 28, 2023 2 / 29


O UTLINE

1 R EAL WORLD PROBLEMS

2 R EAL INNER PRODUCT SPACE

3 O RTHOGONALITY

INNER PRODUCT SPACES July 28, 2023 2 / 29


O UTLINE

1 R EAL WORLD PROBLEMS

2 R EAL INNER PRODUCT SPACE

3 O RTHOGONALITY

4 M AT L AB

INNER PRODUCT SPACES July 28, 2023 2 / 29




W ORK DONE BY A FORCE F

INNER PRODUCT SPACES July 28, 2023 3 / 29




W ORK DONE BY A FORCE F


− −
W = F .→
s = F.s. cos α

INNER PRODUCT SPACES July 28, 2023 3 / 29


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.

INNER PRODUCT SPACES July 28, 2023 4 / 29


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.
The following 4 axioms are satisfied

INNER PRODUCT SPACES July 28, 2023 4 / 29


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.
The following 4 axioms are satisfied
1 〈x, y〉 = 〈y, x〉, ∀x, y ∈ V

INNER PRODUCT SPACES July 28, 2023 4 / 29


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.
The following 4 axioms are satisfied
1 〈x, y〉 = 〈y, x〉, ∀x, y ∈ V
2 〈x + y, z〉 = 〈x, z〉 + 〈y, z〉, ∀x, y, z ∈ V

INNER PRODUCT SPACES July 28, 2023 4 / 29


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.
The following 4 axioms are satisfied
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.

INNER PRODUCT SPACES July 28, 2023 4 / 29


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.
The following 4 axioms are satisfied
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 ̸= 0 and 〈x, x〉 = 0 ⇔ x = 0

INNER PRODUCT SPACES July 28, 2023 4 / 29


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.
The following 4 axioms are satisfied
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 ̸= 0 and 〈x, x〉 = 0 ⇔ x = 0

E XAMPLE 2.1
On Rn , dot product is 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 ).

INNER PRODUCT SPACES July 28, 2023 4 / 29


E XAMPLE 2.2
On R2 we define the mapping (x, y) → 〈x, y〉 ∈ R as below:

(x, y) 7−→ 〈x, y〉 = x 1 .y 1 + 2x 2 .y 2 + x 1 y 2 + x 2 y 1

where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
Explain why this mapping is inner product?
Find 〈x, y〉 where x = (1, 1), y = (2, −1).

INNER PRODUCT SPACES July 28, 2023 5 / 29


E XAMPLE 2.2
On R2 we define the mapping (x, y) → 〈x, y〉 ∈ R as below:

(x, y) 7−→ 〈x, y〉 = x 1 .y 1 + 2x 2 .y 2 + x 1 y 2 + x 2 y 1

where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
Explain why this mapping is inner product?
Find 〈x, y〉 where x = (1, 1), y = (2, −1).

〈y, x〉 = y 1 .x 1 + 2y 2 x 2 + y 1 x 2 + y 2 x 1 = 〈x, y〉.

INNER PRODUCT SPACES July 28, 2023 5 / 29


E XAMPLE 2.2
On R2 we define the mapping (x, y) → 〈x, y〉 ∈ R as below:

(x, y) 7−→ 〈x, y〉 = x 1 .y 1 + 2x 2 .y 2 + x 1 y 2 + x 2 y 1

where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
Explain why this mapping is inner product?
Find 〈x, y〉 where x = (1, 1), y = (2, −1).

〈y, x〉 = y 1 .x 1 + 2y 2 x 2 + y 1 x 2 + y 2 x 1 = 〈x, y〉.


For z = (z 1 , z 2 ), 〈x + y, z〉 = 〈x, z〉 + 〈y, z〉.

INNER PRODUCT SPACES July 28, 2023 5 / 29


E XAMPLE 2.2
On R2 we define the mapping (x, y) → 〈x, y〉 ∈ R as below:

(x, y) 7−→ 〈x, y〉 = x 1 .y 1 + 2x 2 .y 2 + x 1 y 2 + x 2 y 1

where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
Explain why this mapping is inner product?
Find 〈x, y〉 where x = (1, 1), y = (2, −1).

〈y, x〉 = y 1 .x 1 + 2y 2 x 2 + y 1 x 2 + y 2 x 1 = 〈x, y〉.


For z = (z 1 , z 2 ), 〈x + y, z〉 = 〈x, z〉 + 〈y, z〉.
〈αx, y〉 = α〈x, y〉.

INNER PRODUCT SPACES July 28, 2023 5 / 29


E XAMPLE 2.2
On R2 we define the mapping (x, y) → 〈x, y〉 ∈ R as below:

(x, y) 7−→ 〈x, y〉 = x 1 .y 1 + 2x 2 .y 2 + x 1 y 2 + x 2 y 1

where x = (x 1 , x 2 ), y = (y 1 , y 2 ).
Explain why this mapping is inner product?
Find 〈x, y〉 where x = (1, 1), y = (2, −1).

〈y, x〉 = y 1 .x 1 + 2y 2 x 2 + y 1 x 2 + y 2 x 1 = 〈x, y〉.


For z = (z 1 , z 2 ), 〈x + y, z〉 = 〈x, z〉 + 〈y, z〉.
〈αx, y〉 = α〈x, y〉.
〈x, x〉 = x 12 + 2x 22 + 2x 1 x 2 = (x 1 + x 2 )2 + x 22 ≥ 0 and
〈x, x〉 = 0 ⇔ x = (x 1 , x 2 ) = (0, 0).

INNER PRODUCT SPACES July 28, 2023 5 / 29


L ENGTH OF A VECTOR IN AN INNER PRODUCT SPACE

D EFINITION 2.1
If V is a real inner product space, then the length of a vector x ∈ V is
denoted by ||x|| and is defined by

p
||x|| = 〈x, x〉 . (1)

INNER PRODUCT SPACES July 28, 2023 6 / 29


L ENGTH OF A VECTOR IN AN INNER PRODUCT SPACE

D EFINITION 2.1
If V is a real inner product space, then the length of a vector x ∈ V is
denoted by ||x|| and is defined by

p
||x|| = 〈x, x〉 . (1)

D EFINITION 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)

INNER PRODUCT SPACES July 28, 2023 6 / 29


D EFINITION 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||

INNER PRODUCT SPACES July 28, 2023 7 / 29


D EFINITION 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||

E XAMPLE 2.3
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 x = (1, 2). Find


the distance between u = (1, −1), v = (0, 2) and the angle between
them.
Answer.
p
∥x∥ = 11.

INNER PRODUCT SPACES July 28, 2023 7 / 29


D EFINITION 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||

E XAMPLE 2.3
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 x = (1, 2). Find


the distance between u = (1, −1), v = (0, 2) and the angle between
them.
Answer.
p
∥x∥ = 11. p
u − v = (1, −3), d (u,
p v) = 6.
〈u, v〉 = 0, ∥u∥ = 2, ∥v∥ = 2.
INNER PRODUCT SPACES July 28, 2023 7 / 29
M ATRIX FORM OF INNER PRODUCT

E VALUATING INNER PRODUCT USING MATRIX FORM


Every inner product in Rn can be written in matrix form, i.e, for every
pair of vectors x = (x 1 , x 2 , .., x n ), y = (y 1 , y 2 , ..., y n ) their inner product
is:

〈x, y〉 = x Ay T

where A is a symmetric square matrix whose coefficients a i j are


numbers standing before x i y j .

INNER PRODUCT SPACES July 28, 2023 8 / 29


E XAMPLE 2.4
In R3 the inner product is given

〈x, y〉 = x 1 y 1 + 2x 1 y 2 + 2x 2 y 1 + 5x 2 y 2 + 3x 3 y 3

where x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ). And given u = (1, 1, 1), v = (1, 0, 1).


Determine 〈u, v〉 and angle between u, v.

INNER PRODUCT SPACES July 28, 2023 9 / 29


E XAMPLE 2.4
In R3 the inner product is given

〈x, y〉 = x 1 y 1 + 2x 1 y 2 + 2x 2 y 1 + 5x 2 y 2 + 3x 3 y 3

where x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ). And given u = (1, 1, 1), v = (1, 0, 1).


Determine 〈u, v〉 and angle between u, v.

Solution.
Rewrite theformulaby using the matrix form: 〈x, y〉 = x Ay T ,
1 2 0
where A = 2 5 0.

0 0 3

INNER PRODUCT SPACES July 28, 2023 9 / 29


E XAMPLE 2.4
In R3 the inner product is given

〈x, y〉 = x 1 y 1 + 2x 1 y 2 + 2x 2 y 1 + 5x 2 y 2 + 3x 3 y 3

where x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ). And given u = (1, 1, 1), v = (1, 0, 1).


Determine 〈u, v〉 and angle between u, v.

Solution.
T
Rewrite theformulaby using the matrix form: 〈x,  y〉
 = x Ay ,
1 2 0 ¡ ¢ 1
where A = 2 5 0 . Then 〈u, v〉 = 1 1 1 A 0
  
0 0 3 1
Find 〈u, v〉, 〈u, u〉, 〈v, v〉 by multiplying
µ ¶ 1 1 µ ¶ µ ¶
1 1 1  〈u, u〉 〈u, v〉 13 6
A 1 0 =  = .
1 0 1 〈v, u〉 〈v, v〉 6 4
1 1

INNER PRODUCT SPACES July 28, 2023 9 / 29


O RTHOGONALITY

INNER PRODUCT SPACES July 28, 2023 10 / 29


O RTHOGONALITY

D EFINITION 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.

INNER PRODUCT SPACES July 28, 2023 11 / 29


O RTHOGONALITY

D EFINITION 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 .

INNER PRODUCT SPACES July 28, 2023 11 / 29


E XAMPLE 3.1
On R2 the inner product is given

〈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.

INNER PRODUCT SPACES July 28, 2023 12 / 29


E XAMPLE 3.1
On R2 the inner product is given

〈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.
Ans: m = 3

INNER PRODUCT SPACES July 28, 2023 12 / 29


T HEOREM 3.1
Vector x is orthogonal to a subspace F if and only if x is orthogonal to
a basis of F .

INNER PRODUCT SPACES July 28, 2023 13 / 29


T HEOREM 3.1
Vector x is orthogonal to a subspace F if and only if x is orthogonal to
a basis of F .

E XAMPLE 3.2
On R3 given the standard inner product and the subspace
½ ¯ ¾
3 ¯ x 1 + 2x 2 − x 3 = 0
F = x = (x 1 , x 2 , x 3 ) ∈ R ¯
¯
2x 1 + 3x 2 + x 3 = 0

Find m such that vector v = (2, 3, m) is orthogonal to F .

INNER PRODUCT SPACES July 28, 2023 13 / 29


T HEOREM 3.1
Vector x is orthogonal to a subspace F if and only if x is orthogonal to
a basis of F .

E XAMPLE 3.2
On R3 given the standard inner product and the subspace
½ ¯ ¾
3 ¯ x 1 + 2x 2 − x 3 = 0
F = x = (x 1 , x 2 , x 3 ) ∈ R ¯
¯
2x 1 + 3x 2 + x 3 = 0

Find m such that vector v = (2, 3, m) is orthogonal to F .

A basis of F is {e = (−5, 3, 1)}.

INNER PRODUCT SPACES July 28, 2023 13 / 29


T HEOREM 3.1
Vector x is orthogonal to a subspace F if and only if x is orthogonal to
a basis of F .

E XAMPLE 3.2
On R3 given the standard inner product and the subspace
½ ¯ ¾
3 ¯ x 1 + 2x 2 − x 3 = 0
F = x = (x 1 , x 2 , x 3 ) ∈ R ¯
¯
2x 1 + 3x 2 + x 3 = 0

Find m such that vector v = (2, 3, m) is orthogonal to F .

A basis of F is {e = (−5, 3, 1)}.


v ⊥ F ⇔ v ⊥ e ⇔ −10 + 9 + m = 0.

INNER PRODUCT SPACES July 28, 2023 13 / 29


O RTHOGONAL AND O RTHONORMAL S ETS

INNER PRODUCT SPACES July 28, 2023 14 / 29


D EFINITION 3.2
1 A
n set of two oromore 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.

INNER PRODUCT SPACES July 28, 2023 15 / 29


D EFINITION 3.2
1 A
n set of two oromore 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)

INNER PRODUCT SPACES July 28, 2023 15 / 29


D EFINITION 3.2
1 A
n set of two oromore 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)

E XAMPLE 3.3
On Rn2 the standard
o inner product is given. Then the set
M = (1, −2), (2, 1) is orthogonal set.

INNER PRODUCT SPACES July 28, 2023 15 / 29


D EFINITION 3.2
1 A
n set of two oromore 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)

E XAMPLE 3.3
On Rn2 the standard
o inner 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

INNER PRODUCT SPACES July 28, 2023 15 / 29


O RTHOGONAL C OMPLEMENTS

D EFINITION 3.3
If F is a subspace of a real inner product space V, then the set F ⊥ of all
vectors in V that are orthogonal to F is called the orthogonal
complement of F.

INNER PRODUCT SPACES July 28, 2023 16 / 29


O RTHOGONAL C OMPLEMENTS

D EFINITION 3.3
If F is a subspace of a real inner product space V, then the set F ⊥ of all
vectors in V that are orthogonal to F is called the orthogonal
complement of F.

T HEOREM 3.2
Let F be a subspace of a real inner product space V , then F ⊥ is a
subspace of V , and:

dimF + dimF ⊥ = dimV

INNER PRODUCT SPACES July 28, 2023 16 / 29


F INDING F ⊥ OF A SUBSPACE F

1 Find a basis of F . Assume that basis of F contains vectors


{e 1 , e 2 , .., e m }
 ¯ 
 ¯ 〈e 1 , y〉 = 0 
 ¯ 

 ¯ 〈e 2 , y〉 = 0 

F ⊥ = (y 1 , y 2 , ...y n ) ¯ ⇒ find the d i m and a basis
¯
2
..



¯
¯ . 


 ¯ 〈e m , y〉 = 0 
of this null space.

INNER PRODUCT SPACES July 28, 2023 17 / 29


E XAMPLE 3.4
n o
Let F = (x 1 , x 2 , x 3 ) ∈ R3 : x 1 + x 2 + x 3 = 0 be the subspace of R3 and
given the inner product

〈x, y〉 = x 1 y 1 + 2x 1 y 2 + 2x 2 y 1 + 5x 2 y 2 + 3x 3 y 3

Find the dim and a basis of F ⊥ .

A basis of F is {e 1 = (−1, 1, 0), e 2 = (−1, 0, 1)}.

INNER PRODUCT SPACES July 28, 2023 18 / 29


E XAMPLE 3.4
n o
Let F = (x 1 , x 2 , x 3 ) ∈ R3 : x 1 + x 2 + x 3 = 0 be the subspace of R3 and
given the inner product

〈x, y〉 = x 1 y 1 + 2x 1 y 2 + 2x 2 y 1 + 5x 2 y 2 + 3x 3 y 3

Find the dim and a basis of F ⊥ .

A basis of F is {e 1 = (−1, 1, 0), e 2 = (−1, 0, 1)}. 


1 2 0
The matrix in inner product formula is A = 2 5 0.
0 0 3

INNER PRODUCT SPACES July 28, 2023 18 / 29


E XAMPLE 3.4
n o
Let F = (x 1 , x 2 , x 3 ) ∈ R3 : x 1 + x 2 + x 3 = 0 be the subspace of R3 and
given the inner product

〈x, y〉 = x 1 y 1 + 2x 1 y 2 + 2x 2 y 1 + 5x 2 y 2 + 3x 3 y 3

Find the dim and a basis of F ⊥ .

A basis of F is {e 1 = (−1, 1, 0), e 2 = (−1, 0, 1)}. 


1 2 0
The matrix in inner product formula is A = 2 5 0.
0 0 3

Let y = (y 1 , y 2 , y 3 ) ∈ F , we have
〈e 1 , y〉 = e 1 Ay T = 0, 〈e 2 , y〉 = e 2 Ay T = 0.
 
µ ¶ µ ¶ y1
−1 1 0 1 3 0  
⇒ Ay T = 0 ⇒ y 2 = 0. Thus,
−1 0 1 −1 −2 3
y3
⊥ ⊥
dim F = 1, a basis of F is {(9, −3, 1)}.
INNER PRODUCT SPACES July 28, 2023 18 / 29
E XAMPLE 3.5
In R3 given the inner product x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ) as:

〈x, y〉 = 4x 1 y 1 + 5x 2 y 2 − x 2 y 3 − x 3 y 2 + 4x 3 y 3 ,

and the subspace F = span {(1, 2, 1), (2, −1, 4), (1, −3, 3), (5, 0, 9)}. Find
the dim of F ⊥ and one its basis.

Solution.
A basis of F is E = {e 1 = (1, 2, 1), e 2 = (2, −1, 4)}.
Similarly to the previous example,
 we find
µ ¶ 4 0 0
1 2 1 
B= 0 5 −1, then F ⊥ ≡ nul l (B ).
2 −1 4
0 −1 4

INNER PRODUCT SPACES July 28, 2023 19 / 29


O RTHOGONAL P ROJECTIONS

INNER PRODUCT SPACES July 28, 2023 20 / 29


T HEOREM 3.3
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 = y + z,

where y ∈ F, z ∈ F ⊥ .

INNER PRODUCT SPACES July 28, 2023 21 / 29


T HEOREM 3.3
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 = y + z,

where y ∈ F, z ∈ F ⊥ .

D EFINITION 3.4
Vector y is called the orthogonal projection of x on F . We denote it by
y = pr F x.

INNER PRODUCT SPACES July 28, 2023 21 / 29


F IND y = PRF x

1 Find a basis of F , let it be S = {e 1 , e 2 , ..., e m }.

INNER PRODUCT SPACES July 28, 2023 22 / 29


F IND y = PRF x

1 Find a basis of F , let it be S = {e 1 , e 2 , ..., e m }.


2 Since y ∈ F ⇒ y = λ1 e 1 + λ2 e 2 + ... + λm e m

INNER PRODUCT SPACES July 28, 2023 22 / 29


F IND y = PRF x

1 Find a basis of F , let it be S = {e 1 , e 2 , ..., e m }.


2 Since y ∈ F ⇒ y = λ1 e 1 + λ2 e 2 + ... + λm e m
3 x = y + z, then

x = λ1 e 1 + λ2 e 2 + ... + λm e m + z

INNER PRODUCT SPACES July 28, 2023 22 / 29


F IND y = PRF x

1 Find a basis of F , let it be S = {e 1 , e 2 , ..., e m }.


2 Since y ∈ F ⇒ y = λ1 e 1 + λ2 e 2 + ... + λm e m
3 x = y + z, then

x = λ1 e 1 + λ2 e 2 + ... + λm e m + z



 〈x, e 1 〉 = 〈e 1 , e 1 〉λ1 + 〈e 2 , e 1 〉λ2 + ... + 〈e m , e 1 〉λm

〈x, e 2 〉 = 〈e 1 , e 2 〉λ1 + 〈e 2 , e 2 〉λ2 + ... + 〈e m , e 2 〉λm

⇔ .
..



〈x, e m 〉 = 〈e 1 , e m 〉λ1 + 〈e 2 , e m 〉λ2 + ... + 〈e m , e m 〉λm .

INNER PRODUCT SPACES July 28, 2023 22 / 29


D EFINITION 3.5
The distance between a vector x and the subspace F is defined by

d (x, F ) = ||x − projF x||. (3)

INNER PRODUCT SPACES July 28, 2023 23 / 29


E XAMPLE 3.6
n o
On R3 given the dot 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 .

Solution.
Let y ∈ F be the projection vector, then y = α1 (1, 1, 1) + α2 (0, 1, 1).
Denote e 1 = (1, 1, 1), e 2 = (0, 1, 1).

INNER PRODUCT SPACES July 28, 2023 24 / 29


E XAMPLE 3.6
n o
On R3 given the dot 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 .

Solution.
Let y ∈ F be the projection vector, then y = α1 (1, 1, 1) + α2 (0, 1, 1).
Denote e 1 = (1, 1, 1), e 2 = (0, 1, 1).
We solve the system
(
〈x, e 1 〉 = 〈e 1 , e 1 〉α1 + 〈e 1 , e 2 〉α2
〈x, e 2 〉 = 〈e 1 , e 2 〉α1 + 〈e 2 , e 2 〉α2
(
4 = 3α1 + 2α2
→ → Solve α1 , α2 → y.
3 = 2α1 + 2α2

INNER PRODUCT SPACES July 28, 2023 24 / 29


E XAMPLE 3.7
In R3 given the inner product x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ) as:

〈x, y〉 = 4x 1 y 1 + 5x 2 y 2 − x 2 y 3 − x 3 y 2 + 4x 3 y 3 ,

and the subspace F = {(x 1 , x 2 , x 3 ) : −x 1 + x 2 + 2x 3 = 0}. Find the


orthogonal projection of the vector x = (2, 1, 5) onto F .

INNER PRODUCT SPACES July 28, 2023 25 / 29


E XAMPLE 3.7
In R3 given the inner product x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ) as:

〈x, y〉 = 4x 1 y 1 + 5x 2 y 2 − x 2 y 3 − x 3 y 2 + 4x 3 y 3 ,

and the subspace F = {(x 1 , x 2 , x 3 ) : −x 1 + x 2 + 2x 3 = 0}. Find the


orthogonal projection of the vector x = (2, 1, 5) onto F .

A basis of F is {e 1 = (1, 1, 0), e 2 = (2, 0, 1)}.

INNER PRODUCT SPACES July 28, 2023 25 / 29


E XAMPLE 3.7
In R3 given the inner product x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ) as:

〈x, y〉 = 4x 1 y 1 + 5x 2 y 2 − x 2 y 3 − x 3 y 2 + 4x 3 y 3 ,

and the subspace F = {(x 1 , x 2 , x 3 ) : −x 1 + x 2 + 2x 3 = 0}. Find the


orthogonal projection of the vector x = (2, 1, 5) onto F .

A basis of F is {e 1 = (1, 1, 0), e 2 = (2, 0, 1)}.


 
4 0 0
The matrix in inner product formula is A = 0 5 −1.
0 −1 4

INNER PRODUCT SPACES July 28, 2023 25 / 29


E XAMPLE 3.7
In R3 given the inner product x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ) as:

〈x, y〉 = 4x 1 y 1 + 5x 2 y 2 − x 2 y 3 − x 3 y 2 + 4x 3 y 3 ,

and the subspace F = {(x 1 , x 2 , x 3 ) : −x 1 + x 2 + 2x 3 = 0}. Find the


orthogonal projection of the vector x = (2, 1, 5) onto F .

A basis of F is {e 1 = (1, 1, 0), e 2 = (2, 0, 1)}.


 
4 0 0
The matrix in inner product formula is A = 0 5 −1.
0 −1 4
     
2 1 5 1 2 8 35
Evaluate: 1 1 0 A 1 0 = 9 7 .
    
2 0 1 0 1 7 20

INNER PRODUCT SPACES July 28, 2023 25 / 29


E XAMPLE 3.7
In R3 given the inner product x = (x 1 , x 2 , x 3 ), y = (y 1 , y 2 , y 3 ) as:

〈x, y〉 = 4x 1 y 1 + 5x 2 y 2 − x 2 y 3 − x 3 y 2 + 4x 3 y 3 ,

and the subspace F = {(x 1 , x 2 , x 3 ) : −x 1 + x 2 + 2x 3 = 0}. Find the


orthogonal projection of the vector x = (2, 1, 5) onto F .

A basis of F is {e 1 = (1, 1, 0), e 2 = (2, 0, 1)}.


 
4 0 0
The matrix in inner product formula is A = 0 5 −1.
0 −1 4
     
2 1 5 1 2 8 35
Evaluate: 1 1 0 A 1 0 = 9 7 .
    
2 0 1 0 1 7 20
Then the orthogonal
( projection is y = α1 e 1 + α2 e 2 , we find
8 = 9α1 + 7α2
α1 , α2 from: → find y.
35 = 7α1 + 20α2
INNER PRODUCT SPACES July 28, 2023 25 / 29
T HE 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))

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O RTHOGONAL C OMPLEMENT

1 f 1 , f 2 , . . . , f m : basis of F. A = [ f 1 ; f 2 ; . . . ; f m ]
 
f1
 f2  ⊥ ′ ′
A=  . . .  ⇒ Basis of F : nul l (A, r )

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)

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T HE 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 )
INNER PRODUCT SPACES July 28, 2023 28 / 29
THANK YOU FOR YOUR ATTENTION

INNER PRODUCT SPACES July 28, 2023 29 / 29

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