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7 Euclidean

The document discusses inner product spaces, including defining real inner product spaces using four axioms, giving examples of inner products on R^n and R^2, and defining concepts like length of a vector, distance between vectors, angle between vectors, orthogonality, and subspaces. It also provides examples for calculating various properties of vectors in inner product spaces.

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Hiếu Hô
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0% found this document useful (0 votes)
19 views52 pages

7 Euclidean

The document discusses inner product spaces, including defining real inner product spaces using four axioms, giving examples of inner products on R^n and R^2, and defining concepts like length of a vector, distance between vectors, angle between vectors, orthogonality, and subspaces. It also provides examples for calculating various properties of vectors in inner product spaces.

Uploaded by

Hiếu Hô
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

HCMC — 2020.

INNER PRODUCT SPACES HCMC — 2020. 1 / 31


OUTLINE

1 REAL WORLD PROBLEMS

INNER PRODUCT SPACES HCMC — 2020. 2 / 31


OUTLINE

1 REAL WORLD PROBLEMS

2 REAL INNER PRODUCT SPACE

INNER PRODUCT SPACES HCMC — 2020. 2 / 31


OUTLINE

1 REAL WORLD PROBLEMS

2 REAL INNER PRODUCT SPACE

3 ORTHOGONALITY

INNER PRODUCT SPACES HCMC — 2020. 2 / 31


OUTLINE

1 REAL WORLD PROBLEMS

2 REAL INNER PRODUCT SPACE

3 ORTHOGONALITY

4 MATL AB

INNER PRODUCT SPACES HCMC — 2020. 2 / 31


Real world problems



WORK DONE BY A FORCE F

INNER PRODUCT SPACES HCMC — 2020. 3 / 31


Real world problems



WORK DONE BY A FORCE F


− −
W = F .→
s = F.s. cos α

INNER PRODUCT SPACES HCMC — 2020. 3 / 31


Real inner product space Definition

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 HCMC — 2020. 4 / 31


Real inner product space Definition

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 HCMC — 2020. 4 / 31


Real inner product space Definition

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 HCMC — 2020. 4 / 31


Real inner product space Definition

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 HCMC — 2020. 4 / 31


Real inner product space Definition

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 HCMC — 2020. 4 / 31


Real inner product space Definition

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 6= 0 and 〈x, x〉 = 0 ⇔ x = 0

INNER PRODUCT SPACES HCMC — 2020. 4 / 31


Real inner product space Definition

EXAMPLE 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 HCMC — 2020. 5 / 31


Real inner product space Definition

EXAMPLE 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 HCMC — 2020. 6 / 31


Real inner product space Definition

LENGTH OF A VECTOR IN AN INNER PRODUCT SPACE

DEFINITION 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 HCMC — 2020. 7 / 31


Real inner product space Definition

LENGTH OF A VECTOR IN AN INNER PRODUCT SPACE

DEFINITION 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)

DEFINITION 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 HCMC — 2020. 7 / 31


Real inner product space Definition

EXAMPLE 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


u = (1, 2). Find the distance between
u = (1, −1), v = (0, 2).

INNER PRODUCT SPACES HCMC — 2020. 8 / 31


Real inner product space Definition

ANGLE BETWEEN TWO VECTORS

DEFINITION 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 HCMC — 2020. 9 / 31


Real inner product space Definition

ANGLE BETWEEN TWO VECTORS

DEFINITION 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||

EXAMPLE 2.4
In R2 given two vectors x = (x 1 , x 2 ), y = (y 1 , y 2 ) with
inner product:

〈x, y〉 = 5x 1 y 1 + 6x 2 y 2 .

Determine angle between two vectors x = (3, −2),


y = (6, 5). INNER PRODUCT SPACES HCMC — 2020. 9 / 31
Real inner product space Definition

MATRIX FORM OF INNER PRODUCT

EVALUATING 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 symmetric square matrix whose


coefficients are numbers standing before x i y j .

INNER PRODUCT SPACES HCMC — 2020. 10 / 31


Real inner product space Definition

EXAMPLE 2.5
On 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 HCMC — 2020. 11 / 31


Orthogonality Definition

ORTHOGONALITY

INNER PRODUCT SPACES HCMC — 2020. 12 / 31


Orthogonality Definition

ORTHOGONALITY

DEFINITION 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 HCMC — 2020. 13 / 31


Orthogonality Definition

ORTHOGONALITY

DEFINITION 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 HCMC — 2020. 13 / 31


Orthogonality Definition

EXAMPLE 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 HCMC — 2020. 14 / 31


Orthogonality Definition

EXAMPLE 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 HCMC — 2020. 14 / 31


Orthogonality Definition

THEOREM 3.1
Vecto x is orthogonal to a subspace F if and only if x is
orthogonal with a basis of F

EXAMPLE 3.2
On R3 given the S.I.P and the subspace
½ ¯
¯ x 1 + 2x 2 − x 3 = 0
F = (x 1 , x 2 , x 3 ) ¯¯
2x 1 + 3x 2 + x 3 = 0

Find m such that vecto v = (2, 3, m) is orthogonal with


F.

INNER PRODUCT SPACES HCMC — 2020. 15 / 31


Orthogonality Orthogonal and Orthonormal Sets

ORTHOGONAL AND ORTHONORMAL SETS

INNER PRODUCT SPACES HCMC — 2020. 16 / 31


Orthogonality Orthogonal and Orthonormal Sets

DEFINITION 3.2
1
A set ofn two or more o 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 HCMC — 2020. 17 / 31


Orthogonality Orthogonal and Orthonormal Sets

DEFINITION 3.2
1
A set ofn two or more o 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 HCMC — 2020. 17 / 31


Orthogonality Orthogonal and Orthonormal Sets

EXAMPLE 3.3
On R2 the
n standard innero product is given. Then the
set M = (1, −2), (2, 1) is orthogonal set.

INNER PRODUCT SPACES HCMC — 2020. 18 / 31


Orthogonality Orthogonal and Orthonormal Sets

EXAMPLE 3.3
On R2 the
n standard innero 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 HCMC — 2020. 18 / 31


Orthogonality Orthogonal Complements

ORTHOGONAL COMPLEMENTS

DEFINITION 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 HCMC — 2020. 19 / 31


Orthogonality Orthogonal Complements

ORTHOGONAL COMPLEMENTS

DEFINITION 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.

THEOREM 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 HCMC — 2020. 19 / 31


Orthogonality Orthogonal Complements

FINDING 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 , y〉 =0


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



¯
¯ . 


 ¯ 〈e n , y〉 =0

and a basis of this null space.

INNER PRODUCT SPACES HCMC — 2020. 20 / 31


Orthogonality Orthogonal Complements

EXAMPLE 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 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 dim and a basis of F ⊥ .

INNER PRODUCT SPACES HCMC — 2020. 21 / 31


Orthogonality Orthogonal Complements

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

INNER PRODUCT SPACES HCMC — 2020. 22 / 31


Orthogonality Orthogonal Projections

ORTHOGONAL PROJECTIONS

INNER PRODUCT SPACES HCMC — 2020. 23 / 31


Orthogonality Orthogonal Projections

THEOREM 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 HCMC — 2020. 24 / 31


Orthogonality Orthogonal Projections

THEOREM 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 ⊥ .

DEFINITION 3.4
Vector y is called the orthogonal projection of x on F .
We denote it by y = pr o j F x.

INNER PRODUCT SPACES HCMC — 2020. 24 / 31


Orthogonality Orthogonal Projections

FIND y = PROJF x

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

INNER PRODUCT SPACES HCMC — 2020. 25 / 31


Orthogonality Orthogonal Projections

FIND y = PROJF 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 HCMC — 2020. 25 / 31


Orthogonality Orthogonal Projections

FIND y = PROJF 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 HCMC — 2020. 25 / 31


Orthogonality Orthogonal Projections

FIND y = PROJF 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 〉 = 〈e , e 〉λ + 〈e , e 〉λ + ... + 〈e , e 〉λ

2 1 2 1 2 2 2 m 2 m
⇔ ..
.



〈x, e 〉 = 〈e , e 〉λ + 〈e , e 〉λ + ... + 〈e , e 〉λ

m 1 m 1 2 m 2 m m m

INNER PRODUCT SPACES HCMC — 2020. 25 / 31


Orthogonality Orthogonal Projections

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

d (x, F ) = ||g || = ||x − f || (3)

INNER PRODUCT SPACES HCMC — 2020. 26 / 31


Orthogonality Orthogonal Projections

EXAMPLE 3.6
On R3 given
n the dot product, o 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 .

INNER PRODUCT SPACES HCMC — 2020. 27 / 31


Orthogonality Orthogonal Projections

EXAMPLE 3.6
On R3 given
n the dot product, o 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 .

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


the projection of the vector x = (2, 1, 5) on TOF .

INNER PRODUCT SPACES HCMC — 2020. 27 / 31


MatLab

THE 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))

INNER PRODUCT SPACES HCMC — 2020. 28 / 31


MatLab

ORTHOGONAL COMPLEMENT

1
f 1 , f 2, . . . , fm : basis of F. A = [ f 1 ; f 2 ; . . . ; f m ]
f1
 f 
 2 
A=  ⇒ Basis of F ⊥ : nul l (A,0 r 0 )
 ... 
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)

INNER PRODUCT SPACES HCMC — 2020. 29 / 31


MatLab

THE 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 HCMC — 2020. 30 / 31
MatLab

THANK YOU FOR YOUR ATTENTION

INNER PRODUCT SPACES HCMC — 2020. 31 / 31

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