Module-5 - Inner Product Space-1
Module-5 - Inner Product Space-1
5.2
n
5.1 Length and Dot Product in R
Length :
The length of a vector v (v1 , v2 ,, vn ) in Rn is given by
|| v || 0 2 (2) 2 12 4 2 (2) 2 25 5
2 2 2
2 2 3 17
|| v || 1
17 17 17 17
5.4
n
A standard unit vector in R : only one component of the vector is
1 and the others are 0 (thus the length of this vector must be 1)
5.5
Theorem 5.1: Length of a scalar multiple
Let v be a vector in Rn and c be a scalar. Then
|| cv || | c | || v ||
Pf:
v (v1 , v2 , , vn )
cv (cv1 , cv2 , , cvn )
|| cv || || ( cv1 , cv2 , , cvn ) ||
(cv1 ) 2 (cv2 ) 2 (cvn ) 2
2 2 2
c 2 (v1 v2 vn )
2 2 2
| c | v1 v2 vn
| c | || v ||
5.6
Theorem 5.2: How to find the unit vector in the direction of v
n v
If v is a nonzero vector in R , then the vector u
|| v ||
has length 1 and has the same direction as v. This vector u
is called the unit vector in the direction of v
Pf:
1
v is nonzero v 0 0
v
1
If u v (u has the same direction as v)
v
|| cv || | c | || v ||
v 1
|| u || || v || 1 (u has length 1)
|| v || || v ||
5.7
Notes:
v
(1) The vector is called the unit vector in the direction of v
|| v ||
(2) The process of finding the unit vector in the direction of v
is called normalizing the vector v
5.8
Ex 2: Finding a unit vector
Find the unit vector in the direction of v = (3, –1, 2), and verify
that this vector has length 1
Sol:
v (3 , 1 , 2) v 32 1 22 14
2
v (3 , 1 , 2) 1
(3 , 1 , 2)
|| v || 3 (1) 2
2 2 2
14
3 1 2
, ,
14 14 14
2 2 2
3 1 2 14
14 1
14 14 14
v
is a unit vector
v
5.9
Distance between two vectors:
n
The distance between two vectors u and v in R is
d (u , v ) || u v ||
Properties of distance
(1) d (u , v ) 0
(2) d (u , v) 0 if and only if u = v
(3) d (u , v ) d ( v , u) (commutative property (交換律) of the distance function)
5.10
Ex 3: Finding the distance between two vectors
The distance between u = (0, 2, 2) and v = (2, 0, 1) is
5.11
Dot product in Rn:
The dot product of u (u1 , u 2 , , u n ) and v (v1 , v2 , , vn )
returns a 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)
※ The proofs of the above properties simply follow the definition of the
dot product in Rn
5.13
Euclidean n-space:
n
– In section 4.1, R was defined to be the set of all order n-
tuples of real numbers
– When Rn is combined with the standard operations of
vector addition, scalar multiplication, vector length,
and dot product, the resulting vector space is called
Euclidean n-space
5.14
Ex 5: Find dot products
u (2 , 2) , v (5 , 8), w (4 , 3)
(a) u v (b) (u v)w (c) u (2 v) (d) || w || 2 (e) u ( v 2w)
Sol:
(a) u v (2)(5) (2)(8) 6
(b) (u v)w 6w 6(4 , 3) (24 , 18)
(c) u (2v) 2(u v) 2(6) 12
(d) || w || 2 w w (4)(4) (3)(3) 25
(e) v 2w (5 (8) , 8 6) (13 , 2)
u ( v 2w) (2)(13) (2)(2) 26 4 22
5.15
Ex 6: Using the properties of the dot product
Given u u 39, u v 3, v v 79,
find (u 2 v) (3u v)
Sol:
(u 2v) (3u v) u (3u v) 2v (3u v)
u (3u) u v (2 v) (3u) (2v) v
3(u u) u v 6( v u) 2( v v)
3(u u) 7(u v) 2( v v)
3(39) 7(3) 2(79) 254
5.16
Theorem 5.4: The Cauchy-Schwarz inequality
If u and v are vectors in Rn, then
| u v | || u || || v || ( | u v | denotes the absolute value of u v )
(The geometric interpretation for this inequality is shown on the next slide)
2
v u (u1 v1 ) 2 (u2 v2 ) 2
2
v v12 v22
2
u u12 u22
u1v1 u2v2 uv
cos ※ You can employ the fact that |cos θ| 1 to
v u v u prove the Cauchy-Schwarz inequality in R2
5.18
The angle between two nonzero vectors in Rn:
uv
cos , 0
|| u || || v ||
Opposite Same
u v 0 u v 0 u v 0 direction
direction
0 0
2 2 2
cos 1 cos 0 cos 0 cos 0 cos 1
Note:
The angle between the zero vector and another vector is
not defined (since the denominator cannot be zero)
5.19
Ex 8: Finding the angle between two vectors
u (4 , 0 , 2 , 2) v ( 2 , 0 , 1 , 1)
Sol:
u uu 4 2
0 2 2 24
2 2 2
v v v 2 0 1 12 6
2 2 2
5.21
Ex 10: Finding orthogonal vectors
n
Determine all vectors in R that are orthogonal to u = (4, 2)
Sol:
u (4 , 2) Let v (v1 , v2 )
u v (4 , 2) (v1 , v2 )
4v1 2v2
0
t
v1 , v2 t
2
t
v ,t , t R
2
5.22
Theorem 5.5: The triangle inequality
If u and v are vectors in Rn, then || u v || || u || || v ||
Pf:
|| u v || 2 (u v) (u v)
u (u v) v (u v) u u 2(u v) v v
|| u || 2 2(u v) || v || 2 || u || 2 2 | u v | || v || 2 (c |c|)
|| u || 2 2 || u || || v || || v || 2 (Cauchy-Schwarz inequality)
(|| u || || v ||) 2
(The geometric representation of the triangle inequality:
|| u v || || u || || v || for any triangle, the sum of the lengths of any two sides is
larger than the length of the third side (see the next slide))
Note:
Equality occurs in the triangle inequality if and only if
the vectors u and v have the same direction (in this
situation, cos θ = 1 and thus u v u v 0) 5.23
Theorem 5.6: The Pythagorean theorem
If u and v are vectors in Rn, then u and v are orthogonal
if and only if
(This is because u·v = 0 in the
|| u v || || u || || v ||
2 2 2
proof for Theorem 5.5)
※ The geometric meaning: for any right triangle the sum of the squares of the lengths of
two legs equals the square of the length of the hypotenuse.
u1 v1
u v (A vector u = (u1, u2,…, un) in Rn can be
u 2 v 2 represented as an n×1 column matrix)
u n v n
v1
v
u v uT v [u1 u2 un ] 2 [u1v1 u2v2 un vn ]
vn
(The result of the dot product of u and v is the same as the result
of the matrix multiplication of uT and v)
5.25
Keywords in Section 5.1:
length:
norm:
unit vector:
standard unit vector:
Distance:
dot product:
Euclidean n-space:
Cauchy-Schwarz inequality:
angle:
triangle inequality:
Pythagorean theorem:
5.26
5.2 Inner Product Spaces
Inner product: represented by angle brackets〈 u , v〉
Let u, v, and w be vectors in a vector space V, and let c be
any scalar. An inner product on V is a function that associates
a real number〈 u , v〉 with each pair of vectors u and v and
satisfies the following axioms
(4) 〈 v , v〉 0
(5) 〈 v , v〉 0 if and only if v 0 (straightforwardly true according to (4))
5.27
Note:
u v dot product (Euclidean inner product for R n )
u , v general inner product for a vector space V
Note:
A vector space V with an inner product is called an inner
product space
Vector space: (V , , )
Inner product space: (V , , , , >)
5.28
Ex 1: The Euclidean inner product for Rn
n
Show that the dot product in R satisfies the four axioms
of an inner product
Sol:
u (u1 , u2 ,, un ) , v (v1 , v2 ,, vn )
〈 u , v〉 u v u1v1 u2v2 un vn
By Theorem 5.3, this dot product satisfies the required four axioms.
n
Thus, the dot product can be a sort of inner product in R
5.29
Ex 2: A different inner product for Rn
Show that the following function defines an inner product
on R2. Given u (u1 , u2 ) and v (v1 , v2 ),
〈 u , v〉 u1v1 2u 2 v 2
Sol:
(1) 〈 u , v〉 u1v1 2u2v2 v1u1 2v2u2 〈 v , u〉
(2) w ( w1 , w2 )
〈 u , v w〉 u1 (v1 w1 ) 2u2 (v2 w2 )
u1v1 u1w1 2u2v2 2u2 w2
(u1v1 2u2v2 ) (u1w1 2u2 w2 )
〈 u , v〉 〈 u , w〉
5.30
(3) c〈 u , v〉 c(u1v1 2u2v2 ) (cu1 )v1 2(cu2 )v2 〈 cu , v〉
(4) 〈 v , v〉 v12 2v22 0
(5) 〈 v , v〉 0 v12 2v22 0 v1 v2 0 ( v 0)
5.31
Ex 3: A function that is not an inner product
Show that the following function is not an inner product on R3
〈 u , v〉 u1v1 2u2v2 u3v3
Sol:
Let v (1 , 2 , 1)
5.32
Theorem 5.7: Properties of inner products
Let u, v, and w be vectors in an inner product space V, and
let c be any real number
(1)〈 0, v〉 〈 v, 0〉 0
(2)〈 u v, w〉 〈 u, w〉 〈 v, w〉
(3)〈 u, cv〉 c〈 u, v〉
※ To prove these properties, you can use only the four axioms for
defining an inner product (see Slide 5.26)
Pf:
(3)
(1)〈 0, v〉 =〈 0u, v〉 0〈 u, v〉 0
(1) (2) (1)
(2)〈 u v, w〉 〈 w, u v〉 〈 w, u〉 +〈 w, v〉 〈 u, w〉 +〈 v, w〉
(1) (3)
(3) 〈 u, cv〉 〈 cv, u〉 〈c u, v〉
5.33
※ The definition of norm (or length), distance, angle, orthogonal, and
normalizing for general inner product spaces closely parallel to
those based on the dot product in Euclidean n-space
Norm (length) of u:
|| u || 〈 u , u〉
(2) v 0
v (the unit vector in the
Normalizing
v direction of v)
(if v is not a
zero vector)
5.35
Ex 6: An inner product in the polynomial space
For p a0 a1 x an x n and q b0 b1 x bn x n ,
and p , q a0b0 a1b1 anbn is an inner product
Let p( x) 1 2 x2 , q( x) 4 2 x x 2 be polynomials in P2
(a) p , q ? (b) || q || ? (c) d ( p , q) ?
Sol:
(a) p , q (1)(4) (0)(2) (2)(1) 2
(b) || q || q , q 42 (2)2 12 21
(c) p q 3 2 x 3x 2
d ( p , q) || p q || p q, p q
(3)2 22 (3)2 22
5.36
Properties of norm: (the same as the properties for the dot
n
product in R on Slide 5.2)
(1) || u || 0
(2) || u || 0 if and only if u 0
(3) || cu || | c | || u ||
5.37
Theorem 5.8:
Let u and v be vectors in an inner product space V
(1) Cauchy-Schwarz inequality:
〈| u , v〉 | || u || || v || Theorem 5.4
(2) Triangle inequality:
|| u v || || u || || v || Theorem 5.5
(3) Pythagorean theorem:
u and v are orthogonal if and only if
|| u v || 2 || u || 2 || v || 2 Theorem 5.6
5.38
Orthogonal projection: For the dot product function in Rn, we
define the orthogonal projection of u onto v to be projvu = av (a
scalar multiple of v), and the coefficient a can be derived as
follows
Consider a 0, av a v a v u cos
u
|| u || || v || cos || u || || v || u v uv
v v || u || || v || v
v
projv u av, a 0 uv uv uv
a projv u v
v
2
vv vv
For inner product spaces:
Let u and v be two vectors in an inner product space V.
If v 0 , then the orthogonal projection of u onto v is
given by
u, v
projv u v
v, v 5.39
Ex 10: Finding an orthogonal projection in R3
Use the Euclidean inner product in R3 to find the
orthogonal projection of u = (6, 2, 4) onto v = (1, 2, 0)
Sol:
u , v (6)(1) (2)(2) (4)(0) 10
v , v 12 22 0 2 5
u , v uv 10
projv u v v (1 , 2 , 0) (2 , 4 , 0)
v , v vv 5
5.40
5.41
Theorem 5.9: Orthogonal projection and distance
Let u and v be two vectors in an inner product space V,
and if v ≠ 0, then
u , v
d (u, projv u) d (u, cv) , c
v , v
u u d (u, cv )
d (u, projv u)
v v
projv u cv
5.43
5.3 Orthonormal Bases: Gram-Schmidt Process
Orthogonal set :
A set S of vectors in an inner product space V is called an
orthogonal set if every pair of vectors in the set is orthogonal
S v1 , v 2 , , v n V
v i , v j 0, for i j
Orthonormal set :
An orthogonal set in which each vector is a unit vector is
called orthonormal set
S v1 , v 2 , , v n V
For i j , vi , v j vi , vi vi 2
1
For i j , vi , v j 0
5.44
Note:
– If S is also a basis, then it is called an orthogonal basis or
an orthonormal basis
n
– The standard basis for R is orthonormal. For example,
S (1,0,0),(0,1,0),(0,0,1)
is an orthonormal basis for R3
5.45
Ex 1: A nonstandard orthonormal basis for R3
Show that the following set is an orthonormal basis
v1 v2 v3
1 1 2 2 2 2 2 2 1
S , , 0 , ,
6 , 6 , 3 , 3
,
3 3
2 2
Sol:
First, show that the three vectors are mutually orthogonal
v1 v 2 16 16 0 0
2 2
v1 v 3 0 0
3 2 3 2
2 2 2 2
v 2 v3 0
9 9 9
5.46
Second, show that each vector is of length 1
|| v 1 || v 1 v 1 1
2
12 0 1
|| v 2 || v 2 v 2 2
36
2
36
8
9
1
|| v 3 || v 3 v 3 4
9
94 1
9
1
Thus S is an orthonormal set
v1 v1 , v1 11 0 0 0 0 1
v2 v2 , v2 0 0 11 0 0 1
v3 v3 , v3 0 0 0 0 11 1 5.48
Theorem 5.10: Orthogonal sets are linearly independent
If S {v1 , v 2 , , v n } is an orthogonal set of nonzero vectors
in an inner product space V, then S is linearly independent
Pf:
S is an orthogonal set of nonzero vectors,
i.e., vi , v j 0 for i j, and vi , vi 0
(If there is only the trivial solution for ci’s,
For c1 v1 c2 v 2 cn v n 0 i.e., all ci’s are 0, S is linearly independent)
c1 v1 c2 v 2 cn v n , v i 0, v i 0 i
c1 v1 , v i c2 v 2 , v i ci v i , v i cn v n , v i
ci v i , vi 0 (because S is an orthogonal set of nonzero vectors)
vi , vi 0 ci 0 i S is linearly independent
5.49
Corollary to Theorem 5.10:
If V is an inner product space with dimension n, then any
orthogonal set of n nonzero vectors is a basis for V
1. By Theorem 5.10, if S = {v1, v2, …, vn} is an orthogonal set of n
vectors, then S is linearly independent
2. According to Theorem 4.12, if S = {v1, v2, …, vn} is a linearly
independent set of n vectors in V (with dimension n), then S is a
basis for V
※ Based on the above two arguments, it is straightforward to
derive the above corollary to Theorem 5.10
5.50
Ex 4: Using orthogonality to test for a basis
4
Show that the following set is a basis for R
v1 v2 v3 v4
S {( 2 , 3 , 2 , 2) , (1 , 0 , 0 , 1) , (1 , 0 , 2 , 1) , (1 , 2 , 1 , 1)}
Sol:
v1 , v 2 , v3 , v 4 : nonzero vectors
v1 v 2 2 0 0 2 0 v 2 v 3 1 0 0 1 0
v1 v 3 2 0 4 2 0 v 2 v 4 1 0 0 1 0
v1 v 4 2 6 2 2 0 v3 v 4 1 0 2 1 0
S is orthogonal
S is a basis for R 4 (by Corollary to Theorem 5.10)
※ The corollary to Thm. 5.10 shows an advantage of introducing the concept of
orthogonal vectors, i.e., it is not necessary to solve linear systems to test
whether S is a basis (e.g., Ex 1 on 5.44) if S is a set of orthogonal vectors 5.51
Theorem 5.11: Coordinates relative to an orthonormal basis
If B {v1 , v 2 , , v n } is an orthonormal basis for an inner
product space V, then the unique coordinate representation of a
vector w with respect to B is
w w, v1 v1 w, v 2 v 2 w, v n v n
※ The above theorem tells us that it is easy to derive the coordinate
representation of a vector relative to an orthonormal basis, which is
another advantage of using orthonormal bases
Pf:
B {v1 , v 2 , is
an, vorthonormal
n} basis for V
w k1v1 k 2 v 2 k n v n V (unique representation from Thm. 4.9)
1 i j
Since v i , v j , then
0 i j
5.52
w, vi (k1v1 k2 v 2 kn v n ), v i
k1 v1 , v i ki vi , v i kn v n , v i
ki for i = 1 to n
w w, v1 v1 w, v 2 v 2 w, v n v n
Note:
If B {v1 , v 2 , , v n } is an orthonormal basis for V and w V ,
Then the corresponding coordinate matrix of w relative to B is
w , v1
w , v
w B 2
w , v n
5.53
Ex
For w = (5, –5, 2), find its coordinates relative to the standard
basis for R3
w, v1 w v1 (5 , 5 , 2) (1 , 0 , 0) 5
w, v 2 w v 2 (5, 5 , 2) (0 , 1 , 0) 5
w, v 3 w v 3 (5 , 5 , 2) (0 , 0 , 1) 2
5
[w ]B 5
2
※ In fact, it is not necessary to use Thm. 5.11 to find the coordinates relative
to the standard basis, because we know that the coordinates of a vector
relative to the standard basis are the same as the components of that vector
※ The advantage of the orthonormal basis emerges when we try to find the
coordinate matrix of a vector relative to an nonstandard orthonormal basis
(see the next slide) 5.54
Ex 5: Representing vectors relative to an orthonormal basis
Find the coordinates of w = (5, –5, 2) relative to the following
orthonormal basis for R 3
v1 v2 v3
B {( 53 , 54 , 0) , ( 54 , 53 , 0) , (0 , 0 , 1)}
Sol:
w, v1 w v1 (5 , 5 , 2) ( 53 , 54 , 0) 1
w, v 2 w v 2 (5, 5 , 2) ( 54 , 53 , 0) 7
w, v 3 w v 3 (5 , 5 , 2) (0 , 0 , 1) 2
1
[w ]B 7
2
5.55
The geometric intuition of the Gram-Schmidt process to find an
orthonormal basis in R2
v2
w2
v2 w1 v1
v1
projw1 v 2
w 2 v 2 projw1 v 2 is
v1 , v 2 is a basis for R 2
orthogonal to w1 v1
w1 w2
{ , } is an orthonormal basis for R 2
w1 w2
5.56
Gram-Schmidt orthonormalization process:
B {v1 , v 2 , , v n } is a basis for an inner product space V
Let w1 v1 S1 span({w1})
v 2 , w1
w 2 v 2 projS1 v 2 v 2 w1 S2 span({w1 , w 2 })
w1 , w1
v3 , w1 v3 , w 2
w 3 v3 projS2 v3 v3 w1 w2
w1 , w1 w2 , w2
The orthogonal projection onto a
n 1
vn , wi subspace is actually the sum of
w n v n projSn1 v n v n w i orthogonal projections onto the vectors
i 1 w i , w i in an orthogonal basis for that subspace
(I will prove it on Slides 5.67 and 5.68)
B' {w1 , w 2 , , w n } is an orthogonal basis
w1 w 2 wn
B '' { , , , } is an orthonormal basis
w1 w 2 wn
5.57
Ex 7: Applying the Gram-Schmidt orthonormalization process
Apply the Gram-Schmidt process to the following basis for R3
v1 v2 v3
B {(1 , 1 , 0) , (1 , 2 , 0) , (0 , 1 , 2)}
Sol:
w1 v1 (1 , 1 , 0)
v 2 w1 3 1 1
w2 v2 w1 (1 , 2 , 0) (1 , 1 , 0) ( , , 0)
w1 w1 2 2 2
v 3 w1 v3 w 2
w3 v3 w1 w2
w1 w1 w2 w2
1 1/ 2 1 1
(0 , 1 , 2) (1 , 1 , 0) ( , , 0) (0 , 0 , 2)
2 1/ 2 2 2 5.58
Orthogonal basis
1 1
B' {w1 , w 2 , w 3} {(1, 1, 0), ( , , 0), (0, 0, 2)}
2 2
Orthonormal basis
w1 w 2 w 3 1 1 1 1
B' ' { , , } {( , , 0), ( , , 0), (0, 0, 1)}
w1 w 2 w 3 2 2 2 2
5.59
Ex 10: Alternative form of Gram-Schmidt orthonormalization process
Find an orthonormal basis for the solution space of the
homogeneous system of linear equations
x1 x 2 7 x4 0
2 x1 x 2 2 x3 6 x 4 0
5.60
Ex 10: Alternative form of Gram-Schmidt orthonormalization process
Find an orthonormal basis for the solution space of the
homogeneous system of linear equations
x1 x 2 7 x4 0
2 x1 x 2 2 x3 6 x 4 0
Sol:
x1 2s t 2 1
x 2s 8t 2 8
2 s t
x3 s 1 0
x
4 t 0 1
5.61
Thus one basis for the solution space is
B {v1 , v 2 } {( 2 , 2 , 1 , 0) , (1 , 8 , 0 , 1)}
w1 1 2 2 1
w1 v1 and u1 2, 2, 1, 0 , , , 0
w1 3 3 3 3
v 2 , u1
w 2 v 2 v 2 , u1 u1 (due to w 2 v 2 u1 and u1 , u1 1)
u1 , u1
2 2 1 2 2 1
1, 8, 0, 1 1, 8, 0, 1 , , , 0 , , , 0
3 3 3 3 3 3
3, 4, 2, 1
※ In this alternative form,
we always normalize wi
to be ui before
w2 1
u2 3, 4, 2, 1 processing wi+1
w2 30 ※ The advantage of this
method is that it is
2 2 1 3 4 2 1 easier to calculate the
B' ' , , ,0 , , , , orthogonal projection
3 3 3 30 30 30 30 of wi+1 on u1, u2,…, ui
5.62
Alternative form of the Gram-Schmidt orthonormalization process:
B {v1 , v 2 , , v n } is a basis for an inner product space V
w1 v1
u1
w1 v1
w2
u2 , where w 2 v 2 v 2 , u1 u1
w2
w3
u3 , where w 3 v 3 v 3 , u1 u1 v 3 , u 2 u 2
w3
n 1
wn
un , where w n v n v n , ui ui
wn i 1