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ALA Module 4

The document discusses Inner Product Spaces, detailing concepts such as the dot product, properties of inner products, and orthogonal vectors. It defines inner product spaces and provides examples, including the Euclidean n-space and continuous functions. Additionally, it covers the magnitude of vectors, angles between vectors, and properties related to lengths in inner product spaces.
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© © All Rights Reserved
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0% found this document useful (0 votes)
3 views

ALA Module 4

The document discusses Inner Product Spaces, detailing concepts such as the dot product, properties of inner products, and orthogonal vectors. It defines inner product spaces and provides examples, including the Euclidean n-space and continuous functions. Additionally, it covers the magnitude of vectors, angles between vectors, and properties related to lengths in inner product spaces.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Inner Product Spaces

Dr. Juhi Kesarwani Dr. Ashish Kumar Kesarwany

Mathematics Division, School of Advanced Sciences and Languages


VIT Bhopal University, Bhopal-Indore Highway, Kothrikalan, Sehore, Madhya Pradesh, 466114, India

July 31, 2024

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 1 / 61
Table of Contents

1 Dot Product

2 Inner Product Space

3 Matrix representation of inner product

4 Orthogonal Projection

5 The Gram-Schmidt orthogonalization process

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 2 / 61
Dot Product

Definition (Dot product)


For x, y ∈ R3 , the dot product of x and y , denoted by x · y , is defined by

x · y = x1 y1 + x2 y2 + x3 y3 ,
   
x1 x2
where y1  and y2 .
z1 z2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 3 / 61
Dot Product

Definition (Dot product)


For x, y ∈ R3 , the dot product of x and y , denoted by x · y , is defined by

x · y = x1 y1 + x2 y2 + x3 y3 ,
   
x1 x2
where y1  and y2 .
z1 z2

Example
   
2 −1
Consider x = 1 and y =  1  then
1 1

x · y = −2 + 1 + 1 = 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 3 / 61
Properties of dot product
The dot product on R3 has the following properties.
❃ x · y = y · x.
❃ x · (y + z) = x · y + x · z.
❃ (αx) · y = α(x · y )
 
0
❃ x · x ≥ 0 and x · x = 0 if and only if x = 0.
0
for all x, y ∈ R3 and α ∈ R.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 4 / 61
Properties of dot product
The dot product on R3 has the following properties.
❃ x · y = y · x.
❃ x · (y + z) = x · y + x · z.
❃ (αx) · y = α(x · y )
 
0
❃ x · x ≥ 0 and x · x = 0 if and only if x = 0.
0
for all x, y ∈ R3 and α ∈ R.

Length of a vector
For all x ∈ R3 , the length of x is denoted by |x| and is defined as

|x| = x · x

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 4 / 61
Properties of dot product
The dot product on R3 has the following properties.
❃ x · y = y · x.
❃ x · (y + z) = x · y + x · z.
❃ (αx) · y = α(x · y )
 
0
❃ x · x ≥ 0 and x · x = 0 if and only if x = 0.
0
for all x, y ∈ R3 and α ∈ R.

Length of a vector
For all x ∈ R3 , the length of x is denoted by |x| and is defined as

|x| = x · x

Remark
If we think of a vector as a point instead of as an arrow, then |x| should be
interpreted to mean the distance from the origin to the point x.
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 4 / 61
Angle between two vectors
Let x, y ∈ R3 be two non-zero vectors then angle θ between these two vectors is
given by
x ·y
cos θ =
|x||y |
Thus, from here, we get another definition of dot product, i.e.,

x · y = |x||y | cos θ.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 5 / 61
Angle between two vectors
Let x, y ∈ R3 be two non-zero vectors then angle θ between these two vectors is
given by
x ·y
cos θ =
|x||y |
Thus, from here, we get another definition of dot product, i.e.,

x · y = |x||y | cos θ.

Example
   
1 1
Let x = 2 and y = 1, then x · y = 1 · 1 + 2 · 1 + 3 · 1 = 6,
3 1
p √ p √
|x| = 12 + 22 + 32 = 12 + 1 2 + 1 2 = 3
14 and |y | =
!
x ·y 6 −1 6
cos θ = =√ =⇒ θ = cos √
|x||y | 42 42
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 5 / 61
Inner Product Space

Definition (Inner Product Space)


Let V be a real vector space then an inner product on V is a function that associates
a real number ⟨x, y ⟩ to each pair of vectors x and y in V such a way that the
following rules are satisfied for all x, y , z ∈ V and α ∈ R:

➀ ⟨x, y ⟩ = ⟨y , x⟩.

➁ ⟨x + y , z⟩ = ⟨x, z⟩ + ⟨y , z⟩.

➂ ⟨αx, y ⟩ = α⟨x, y ⟩.

➃ ⟨x, x⟩ ≥ 0 and ⟨x, x⟩ = 0 iff x = 0.

A pair (V , ⟨ ⟩) of a vector space V and an inner product ⟨ ⟩ is called a inner product


space. In particular, the pair (Rn , ·) is called the Euclidean n-space.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 6 / 61
Example
   
x1 y1
Consider the vector space R3 (R). For x = x2  and y = y2  in R3 define
x3 y3

⟨x, y ⟩ = x1 y1 + x2 y2 + x3 y3 .

Then ⟨, ⟩ is an inner product on R3 .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 7 / 61
Example
   
x1 y1
Consider the vector space R3 (R). For x = x2  and y = y2  in R3 define
x3 y3

⟨x, y ⟩ = x1 y1 + x2 y2 + x3 y3 .

Then ⟨, ⟩ is an inner product on R3 .

Example
Let V = C [0, 1] be the vector space of all real-valued continuous functions on [0, 1].
For any two functions f (x) and g (x) in V , define
Z 1
⟨f , g ⟩ = f (x)g (x)dx.
0

Then ⟨, ⟩ is an inner product on V .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 7 / 61
Definition(Magnitude or Length or Norm)
Let (V , ⟨ ⟩) be an inner product space. By the fourth axiom of an inner product,
⟨u, u⟩ is non-negative for any vector u ∈ V . Thus, its positive square root exists.
We use the notation p
∥u∥ = ⟨u, u⟩.
This non-negative number is called the norm or length or magnitude of u. The
relation ∥u∥2 = ⟨u, u⟩ will be used frequently.

The distance between two vectors u and v , denoted by d(u, v ), is defined as

d(u, v ) = ∥u − v ∥.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 8 / 61
Definition(Magnitude or Length or Norm)
Let (V , ⟨ ⟩) be an inner product space. By the fourth axiom of an inner product,
⟨u, u⟩ is non-negative for any vector u ∈ V . Thus, its positive square root exists.
We use the notation p
∥u∥ = ⟨u, u⟩.
This non-negative number is called the norm or length or magnitude of u. The
relation ∥u∥2 = ⟨u, u⟩ will be used frequently.

The distance between two vectors u and v , denoted by d(u, v ), is defined as

d(u, v ) = ∥u − v ∥.

Remark
If ∥u∥ = 1 or, equivalently, if ⟨u, u⟩ = 1, then u is called a unit vector. Every
non-zero vector v in V can be multiplied by the reciprocal of its length to obtain
the unit vector
v
⃗v =
∥v ∥
which is a positive multiple of v . This process is called normalizing v .
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 8 / 61
The angle between two vectors
The real number 0 in the interval [0, π] that satisfies

⟨u, v ⟩
⟨u, v ⟩ = ∥u∥ ∥v ∥ cos θ or cos θ =
∥u∥ ∥v ∥

is called the angle between u and v .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 9 / 61
Example
    
x1 y
2
In R equipped with an inner product x= ,y = 1 = 2x1 y1 + 3x2 y2 , the
x2 y2
   
1 1
angle between and is computed as
2 0

⟨x, y ⟩ 2 1
cos θ = =√ =√
∥x∥ ∥y ∥ 14 × 2 7
 
1
=⇒ θ = cos−1 √
7

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 10 / 61
Properties of length in an inner product space V
❀ ∥u∥ ≥ 0.

❀ ∥u∥ = 0 if and only if u = 0.

❀ ∥ku∥ = |k|∥u∥.

❀ ∥u + v ∥ ≤ ∥u∥ + ∥v ∥ (Triangular inequality)

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 11 / 61
Exercise 1:
Consider the inner product space (R2 [x], ⟨ ⟩) equipped with the inner product
Z 1
⟨f , g ⟩ = f (x)g (x)dx for f , g ∈ R2 [x].
0

Find the angle between f (x) = 3x − 1 and g (x) = x 2 .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 12 / 61
Definition (Orthogonal Vectors)
Let (V , ⟨ ⟩) be an inner product space. Then two vectors u and v of V are said to
be orthogonal or perpendicular if ⟨u, v ⟩ = 0.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 13 / 61
Definition (Orthogonal Vectors)
Let (V , ⟨ ⟩) be an inner product space. Then two vectors u and v of V are said to
be orthogonal or perpendicular if ⟨u, v ⟩ = 0.

Remark
π
Note that for non-zero vectors u and v , ⟨u, v ⟩ = 0 if and only if θ = 2.

∗ The word orthogonal comes from the Greek word orthogonios, which
means right-angled.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 13 / 61
Example
Consider the inner product space (R3 , ⟨⟩) where ⟨ ⟩ is defined as
*   +
x1 x2
y1  , y2  = x1 x2 + y1 y2 + z1 z2
z1 z2
*   +  
1 1 1
Since 1 ,  1  = 1 · 1 + 1 · 1 + 2 · (−1) = 0 and hence vectors 1 and
  2 −1 2
1
 1  are orthogonal vectors.
−1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 14 / 61
Exercise 2:    
1 2
Find a non-zero vector w that is orthogonal to u1 = 2 and u2 = 5 in R3 .
1 4

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 15 / 61
Pythagorean Theorem
Let (V , ⟨ ⟩) be an inner product space, and let x and y be any two vectors in V
with the angle θ. Then

∥x + y ∥2 = ∥x∥2 + ∥y ∥2 + 2∥x∥ ∥y ∥ cos θ.

Moreover, it deduces the Pythagorean theorem: ∥x + y ∥2 = ∥x∥2 + ∥y ∥2 for any


orthogonal vector x and y .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 16 / 61
Proof
Since angle between vectors x and y is θ and therefore

⟨x, y ⟩ = ∥x∥ ∥y ∥ cos θ

By definition

∥x + y ∥2 = ⟨x + y , x + y ⟩
= ⟨x, x⟩ + ⟨x, y ⟩ + ⟨y , x⟩ + ⟨y , y ⟩
= ∥x∥2 + 2⟨x, y ⟩ + ∥y ∥2
= ∥x∥2 + ∥y ∥2 + 2∥x∥ ∥y ∥ cos θ
π
If vectors x and y are orthogonal then by putting θ = 2, we get

∥x + y ∥2 = ∥x∥2 + ∥y ∥2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 17 / 61
Parallelogram Equality
Let (V , ⟨ ⟩) be an inner product space. Suppose u, v ∈ V . Then

∥u + v ∥2 + ∥u − v ∥2 = 2(∥u∥2 + ∥v ∥2 ).

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 18 / 61
Parallelogram Equality
Let (V , ⟨ ⟩) be an inner product space. Suppose u, v ∈ V . Then

∥u + v ∥2 + ∥u − v ∥2 = 2(∥u∥2 + ∥v ∥2 ).

Proof
We have
∥u + v ∥2 + ∥u − v ∥2 = ⟨u + v , u + v ⟩ + ⟨u − v , u − v ⟩
= ∥u∥2 + ∥v ∥2 + ⟨u, v ⟩ + ⟨v , u⟩ + ∥u∥2 + ∥v ∥2 − ⟨u, v ⟩ − ⟨v , u⟩
= 2(∥u∥2 + ∥v ∥2 ),

as desired.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 18 / 61
Exercise 3:
Let (V , ⟨ ⟩) be an inner product space. Suppose u, v ∈ V are such that

∥u∥ = 3, ∥u + v ∥ = 4, ∥u − v ∥ = 6

What number must ∥v ∥ equal?

Exercise 4:
Prove that if V is a real inner-product space, then

∥u + v ∥2 − ∥u − v ∥2
⟨u, v ⟩ =
4
for all u, v ∈ V .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 19 / 61
Example
Let (V , ⟨ ⟩) be an inner product space then for any two vectors x and y in V

∥x∥ − ∥y ∥ ≤ ∥x − y ∥

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 20 / 61
Example
Let (V , ⟨ ⟩) be an inner product space then for any two vectors x and y in V

∥x∥ − ∥y ∥ ≤ ∥x − y ∥

Solution

∥x∥ = ∥(x − y ) + y ∥ ≤ ∥x − y ∥ + ∥y ∥ [Triangula inequallity]


=⇒ ∥x∥ − ∥y ∥ ≤ ∥x − y ∥ (1)

Again,

∥y ∥ = ∥(y − x) + x∥ ≤ ∥y − x∥ + ∥x∥ [Triangula inequallity]


=⇒ ∥y ∥ − ∥x∥ ≤ ∥y − x∥
=⇒ −(∥x∥ − ∥y ∥) ≤ ∥x − y ∥ (2)

From (1) and (2), we have

∥x∥ − ∥y ∥ ≤ ∥x − y ∥
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 20 / 61
Example
Let (V , ⟨ ⟩) be an inner product space and if x1 , x2 , . . . , xk are non-zero vectors in
V that are mutually orthogonal then they are linearly independent.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 21 / 61
Example
Let (V , ⟨ ⟩) be an inner product space and if x1 , x2 , . . . , xk are non-zero vectors in
V that are mutually orthogonal then they are linearly independent.

Solution
Suppose α1 x1 + α2 x2 + · · · + αk xk = 0. Then for each i = 1, . . . , k,

⟨α1 x1 + α2 x2 + · · · + αk xk , xi ⟩ = ⟨0, xi ⟩ = 0
=⇒ α1 ⟨x1 , xi ⟩ + α2 ⟨x2 , xi ⟩ + · · · + αi ⟨xi , xi ⟩ + · · · + αk ⟨xk , xi ⟩ = 0
=⇒ αi ∥xi ∥2 = 0
=⇒ αi = 0, ∀ i = 1, . . . , k

This shows that the vectors x1 , x2 , . . . , xk are linearly independent.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 21 / 61
Matrix representation of inner product

Let (V , ⟨ ⟩) be an inner product space and let {x1 , x2 , . . . , xm } be an ordered basis


Xm m
X
of V . Then for any x = αi xi and y = βi xi , we have
i=1 i=1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 22 / 61
Matrix representation of inner product

Let (V , ⟨ ⟩) be an inner product space and let {x1 , x2 , . . . , xm } be an ordered basis


Xm m
X
of V . Then for any x = αi xi and y = βi xi , we have
i=1 i=1

⟨x, y ⟩ =⟨α1 x1 + α2 x2 + · · · + αm xm , β1 x1 + β2 x2 + · · · + βm xm ⟩
=α1 β1 ⟨x1 , x1 ⟩ + α1 β2 ⟨x1 , x2 ⟩ + · · · + α1 βm ⟨x1 , xm ⟩
+ α2 β1 ⟨x2 , x1 ⟩ + α2 β2 ⟨x2 , x2 ⟩ + · · · + α2 βm ⟨x2 , xm ⟩
.. .. ..
. . .
+ αm β1 ⟨xm , x1 ⟩ + αm β2 ⟨xm , x2 ⟩ + · · · + αm βm ⟨xm , xm ⟩

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 22 / 61
This implies
  
⟨x1 , x1 ⟩ ⟨x1 , x2 ⟩ ··· ⟨x1 , xm ⟩ β1
 2 , x1 ⟩
⟨x ⟨x2 , x2 ⟩ ··· ⟨x2 , xm ⟩ 
   β2 
⟨x, y ⟩ = α1 α2 ··· αm  .
 
.. .. ..   .. 
 .. . . .  . 
⟨xm , x1 ⟩ ⟨xm , x2 ⟩ ··· ⟨xm , xm ⟩ βm
β 
1
   β2 
= α1 α2 ··· αm A .. 
.
βm

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 23 / 61
This implies
  
⟨x1 , x1 ⟩ ⟨x1 , x2 ⟩ ··· ⟨x1 , xm ⟩ β1
 2 , x1 ⟩
⟨x ⟨x2 , x2 ⟩ ··· ⟨x2 , xm ⟩ 
   β2 
⟨x, y ⟩ = α1 α2 ··· αm  .
 
.. .. ..   .. 
 .. . . .  . 
⟨xm , x1 ⟩ ⟨xm , x2 ⟩ ··· ⟨xm , xm ⟩ βm
β 
1
   β2 
= α1 α2 ··· αm A .. 
.
βm

 
⟨x1 , x1 ⟩ ⟨x1 , x2 ⟩ ··· ⟨x1 , xm ⟩
 ⟨x2 , x1 ⟩ ⟨x2 , x2 ⟩ ··· ⟨x2 , xm ⟩ 
where A =  .  = [⟨xi , xj ⟩] is called the matrix of
 
.. .. ..
 .. . . . 
⟨xm , x1 ⟩ ⟨xm , x2 ⟩ · · · ⟨xm , xm ⟩
inner product with respect to ordered basis {x1 , x2 , . . . , xm }.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 23 / 61
Example
Consider the inner product space (R3 , ⟨ ⟩), where ⟨ ⟩ is given by
*x  x +
1 2
y1  , y2  = x1 x2 + y1 y2 + z1 z2 .
z1 z2

Find
 the  matrix
 of inner product space with respect to ordered basis
 1 0 1 
1 , 1 , 0 .
0 1 1
 

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 24 / 61
Example
Consider the inner product space (R3 , ⟨ ⟩), where ⟨ ⟩ is given by
*x  x +
1 2
y1  , y2  = x1 x2 + y1 y2 + z1 z2 .
z1 z2

Find
 the  matrix
 of inner product space with respect to ordered basis
 1 0 1 
1 , 1 , 0 .
0 1 1
 

Solution
The matrix of inner product space is given by
   
⟨x1 , x1 ⟩ ⟨x1 , x2 ⟩ ⟨x1 , x3 ⟩ 2 1 1
A = ⟨x2 , x1 ⟩ ⟨x2 , x2 ⟩ ⟨x2 , x3 ⟩ = 1 2 1
⟨x3 , x1 ⟩ ⟨x3 , x2 ⟩ ⟨x3 , x3 ⟩ 1 1 2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 24 / 61
Example
Consider the inner product space (R2 [x], ⟨ ⟩), where ⟨ ⟩ is given by
Z 1
⟨p(x), q(x)⟩ = p(x)q(x)dx.
0

Find the matrix of inner product space with respect to the ordered basis {1, x, x 2 }.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 25 / 61
Solution
The matrix of given inner product is given by

⟨1, x 2 ⟩
 
⟨1, 1⟩ ⟨1, x⟩
A =  ⟨x, 1⟩ ⟨x, x⟩ ⟨x, x 2 ⟩ 
⟨x 2 , 1⟩ ⟨x 2 , x⟩ ⟨x 2 , x 2 ⟩

Z 1 Z 1 1
Z 1 1
⟨1, 1⟩ = 1 · 1dx = 1 ⟨1, x⟩ = 1 · xdx = ⟨1, x 2 ⟩ = 1 · x 2 dx =
0 0 2 0 3
Z 1 1
Z 1 1
Z 1 1
⟨x, 1⟩ = x · 1dx = ⟨x, x⟩ = x · xdx = ⟨x, x 2 ⟩ = x · x 2 dx =
0 2 0 3 0 4
Z 1 1
Z 1 1
Z 1 1
2 2 2 2 2 2
⟨x , 1⟩ = x · 1dx = ⟨x , x⟩ = x · xdx = ⟨x , x ⟩ = x 2 · x 2 dx =
0 3 0 4 0 5
Thus,
1 1
 
1 2 3
A =  21 1
3
1
4
1 1 1
3 4 5

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 26 / 61
Exercise 5:      
1 1 1
The vectors u1 = 1, u2 = 2, u3 = 3 form a basis S for Euclidean space
0 3 5
R3 . Find the matrix A that represents the inner product in R3 relative to this
basis S.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 27 / 61
Orthonormal Vectors

Orthonormal Vectors
Let (V , ⟨ ⟩) be an inner product space. Then a set of vectors {x1 , x2 , . . . , xk } in V
is said to be orthonormal if ∥xi ∥ = 1 and ⟨xi , xj ⟩ = 0 for i ̸= j.

A subset {x1 , x2 , . . . , xk } of V is said to be an orthonormal basis for V if it is a


basis of V and is orthonormal set.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 28 / 61
Example
Consider the inner product space (R2 , ⟨ ⟩), where
   
x1 x
, 2 = x1 x2 + y1 y2 .
y1 y2
(" # " #)
√1 √1
Then √1
2 , 2 is an orthonormal basis of R2 as
2
− √12
" # " #
√1 √1
2 = 2 =1
√1 − √12
2

and *" # " #+


√1 √1
2 , 2 =0
√1 − √12
2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 29 / 61
Result
If B = {v1 , v2 , . . . , vm } is an orthonormal basis of an inner product space V and x
is any vector in V then

x = ⟨x, v1 ⟩v1 + ⟨x, v2 ⟩v2 + · · · + ⟨x, vm ⟩vm .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 30 / 61
Result
If B = {v1 , v2 , . . . , vm } is an orthonormal basis of an inner product space V and x
is any vector in V then

x = ⟨x, v1 ⟩v1 + ⟨x, v2 ⟩v2 + · · · + ⟨x, vm ⟩vm .

Proof
Since B is a basis of V and x ∈ V and hence let

x = α1 v1 + α2 v2 + · · · + αm vm .

However, for each i = 1, 2, . . . , m, we have

⟨x, vi ⟩ =⟨α1 v1 + α2 v2 + · · · + αi vi + · · · + αm vm , vi ⟩
=α1 ⟨v1 , vi ⟩ + α2 ⟨v2 , vi ⟩ + · · · + αi ⟨vi , vi ⟩ + · · · + αm ⟨vm , vi ⟩
=αi ∥vi ∥2 = αi

Therefore
x = ⟨x, v1 ⟩v1 + ⟨x, v2 ⟩v2 + · · · + ⟨x, vm ⟩vm .
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 30 / 61
Orthogonal Projection

Let U and W be subspaces of an inner product space (V , ⟨ ⟩).

❁ Two subspaces U and W are said to be orthogonal, written by U ⊥ W , if


⟨u, w ⟩ = 0 for all u ∈ U and w ∈ W .

❁ The set of all vectors in V that are orthogonal to every vector in U is called
the orthogonal complement of U and is denoted by U ⊥ , i.e.,

U ⊥ = {v ∈ V : ⟨u, v ⟩ = 0 ∀u ∈ U}

Note
➀ The orthogonal complement U ⊥ of U is a subspace of the vector space V .

➁ U ∩ U ⊥ = {0} and V = U + U ⊥ .

➂ dim V = dim U + dim U ⊥ .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 31 / 61
Definition (Direct Sum)
Let V be a vector space and let U and W be two subspaces of V such that

V =U +W and U ∩ W = {0}.

Then V is called direct sum of U and W and is written as V = U ⊕ W .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 32 / 61
Example
Let V = R2 and let U and W be two subspaces of R2 given by
  
x
U= : x ∈R
0
  
0
W = : y ∈R
y

Then show that R2 = U ⊕ W .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 33 / 61
Solution
 
x
Suppose ∈ R2 then
y
     
x x 0
= +
y 0 y
     
x 0 a
Now ∈ U and ∈ W and hence V = U + W . Next, suppose ∈ U ∩W.
0 y b
Then    
a a
=⇒ ∈U and ∈W
b b
=⇒ b = 0 and a=0
   
a 0
=⇒ =
b 0
 
0
Thus u ∩ W = { }. This shows that R2 is direct sum of U and W , i.e.,
0

R2 = U ⊕ W

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 34 / 61
Example
Describe the orthogonal complement V ⊥ of V where
   
1 0
V = span −3 , 1 ,
2 1

where ⟨ ⟩ is Euclidean inner product.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 35 / 61
Solution
   
1 0
The subspace V of R3 is spanned by the two vectors v1 = −3 and v2 = 1.
2 1
Therefore its orthogonal complement V ⊥ is the set of vectors which are orthogonal
to both v1 and v2 , i.e.,
  *   + *x  0+ 
 x x 1 
V ⊥ = y  : y  , −3 = 0 and y  , 1 = 0 .
z z 2 z 1
 

 
x
Let y  ∈ V ⊥ then
z
*x   1 +
y  , −3 = 0 =⇒ x − 3y + 2z = 0 (3)
z 2
*   +
x 0
y  , 1 = 0 =⇒ y + z = 0 (4)
z 1
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 36 / 61
The augmented matrix of above homogeneous system of linear equation is
   
1 −3 2 | 0 RREF 1 0 5 | 0
−−−→ .
0 1 1 | 0 0 1 1 | 0

System corresponding to above RREF is

x + 5z = 0 =⇒ x = −5z
y + z = =⇒ y = −z

Thus,
      
 x   −5 
V⊥ = y  : x = −5z&y = −z = z −1 : z ∈ R .
z 1
   

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 37 / 61
Exercise 6:
Compute the orthogonal complement of the following subspace of R3
  
 x 
W = y  : 3x + 2y = z ,
z
 

where ⟨ ⟩ is Euclidean inner product.

Exercise 7:
Compute W ⊥ , where    
1 1
W = span  1  , 1 ,
−1 1
with respect to Euclidean inner product.

Exercise 8:  
1
Find all vectors perpendicular to  1  with respect to Euclidean inner product.
−1
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 38 / 61
Exercise 9:  
1
Find a basis for the subspace u of R3 , where u = span 3.
4

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 39 / 61
Definition(Orthogonal Projection)
Let (V , ⟨ ⟩) be an inner product space, and let U be a subspace of V so that V = U⊕
U ⊥ . Then the projection of V onto U along U ⊥ is called the orthogonal projection
of V onto U, denoted ProjU . For x ∈ V , the component vector ProjU (x) ∈ U is
called the orthogonal projection of x into U.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 40 / 61
Result
Let U be a subspace of an inner product space (V , ⟨ ⟩), and let {u1 , u2 , . . . , um } be
an orthogonal basis for U. Then, for any x ∈ V , the orthogonal projection ProjU (x)
of x into U is

⟨x, u1 ⟩ ⟨x, u2 ⟩ ⟨x, um ⟩


ProjU (x) = 2
u1 + 2
u2 + · · · + um .
∥u1 ∥ ∥u2 ∥ ∥um ∥2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 41 / 61
Example
Consider the inner product space (R3 , ⟨ ⟩), where ⟨ ⟩ is Euclidean inner product.
Let W be the subspace of R3 given by
   
0 0
W = span 1 , −1 .
1 1
 
1
Find the projection of 2 onto W .
3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 42 / 61
Solution
   
0 0
Since vectors 1 , −1 are orthogonal vectors and hence the orthogonal projec-
  1 1
1
tion of 2 onto W is given by
3
*1 0+ *1  0 +
  2 , 1   2 , −1  
1 3 1 0 3 1 0
ProjU 2 =   2 1 +   2 −1
3 0 1 0 1
1 −1
1 1
   
0 0
2 + 3   −2 + 3  
= 1 + −1
2 2
1 1
 
0
= 2
3
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 43 / 61
Example
Let V = R3 [x], the vector space of polynomials of degree less than or equal to 3
equipped with the inner product
Z 1
⟨f , g ⟩ = f (x)g (x)dx for any f , g ∈ R3 [x].
0

Let W be the subspace of V given by W = span(1, x). Let f (x) = x 2 . Find the
orthogonal projection ProjW (f ) of f onto W .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 44 / 61
The Gram-Schmidt orthogonalization process

The Gram-Schmidt orthogonalization process


Let (V , ⟨ ⟩) be an inner product space and let {x1 , x2 , . . . xm } be a basis for V . Let

v1 = x1
⟨x2 , v1 ⟩
v2 = x2 − v1
∥v1 ∥2
⟨x3 , v1 ⟩ ⟨x3 , v2 ⟩
v3 = x3 − v1 − v2
∥v1 ∥2 ∥v2 ∥2
.. .. ..
. . .
⟨xm , v1 ⟩ ⟨xm , v2 ⟩ ⟨xm , vm−1 ⟩
vm = xm − 2
v1 − 2
v2 − · · · − vm−1 .
∥v1 ∥ ∥v2 ∥ ∥vm−1 ∥2

Then {v1 , v2 , . . . , vm } is an orthogonal basis of V .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 45 / 61
Note
( )
v1 v2 vm
❁ If {v1 , v2 , . . . , vm } is an orthogonal basis of V then , ,...,
∥v1 ∥ ∥v2 ∥ ∥vm ∥
will be an orthonormal basis of V .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 46 / 61
Note
( )
v1 v2 vm
❁ If {v1 , v2 , . . . , vm } is an orthogonal basis of V then , ,...,
∥v1 ∥ ∥v2 ∥ ∥vm ∥
will be an orthonormal basis of V .

❁ Any basis of an inner product space (V , ⟨ ⟩) is either an orthonormal basis or


can be converted into orthonormal basis by using the Gram-Schmidt orthogo-
nalization process.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 46 / 61
Example
Consider 
the inner product space (R2 , ⟨ ⟩) where ⟨ ⟩ is Euclidean inner product.
 
1 2
Let B = , be a basis of R2 . Use the Gram-Schmidt orthogonalization
1 1
process to find an orthogonal basis.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 47 / 61
Solution
   
1 2
Setting x1 = and x2 = . Then using Gram-Schmidt orthogonalization
1 1
process, we get
 
1
v1 = x1 =
1
⟨x2 , v1 ⟩
v2 = x2 − v1
∥v1 ∥2
   
2 3 1
= −
1 2 1
 1 
= 21
−2
   1 
1
Thus , 21 is an orthogonal basis of R2 .
1 −2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 48 / 61
Example
Consider the inner product space (R2 [x], ⟨ ⟩), equipped with the inner product
Z 1
⟨f , g ⟩ = f (x)g (x)dx.
0

Let B = {1, x, x 2 } be a basis of R2 [x]. Find an orthogonal basis of R2 [x].

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 49 / 61
Solution
Setting f1 = 1, f2 = x, f3 = x 2 . Then

v1 = f1 = 1
⟨f2 , v1 ⟩
v2 = f2 − v1
∥v1 ∥2
⟨x, 1⟩ 1
=x− 2
1=x−
∥1∥ 2

⟨f3 , v1 ⟩ ⟨f3 , v2 ⟩
v3 = f3 − v1 − v2
∥v1 ∥2 ∥v2 ∥2
1
= x2 − x +
6
Thus 1, x − 12 , x 2 − x + 1

6 is an orthogonal basis of R2 [x].

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 50 / 61
Example
Find the closest point to x in the subspace W of R4 spanned by v1 and v2 , where
     
3 3 1
1 1 −1
x =   , v1 =   , v2 =  
    
5 −1 1
1 1 −1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 51 / 61
Solution
Since ⟨v1 , v2 ⟩ = 3 · 1 + 1 · (−1) + (−1) · 1 + 1 · (−1) = 0 and {v1 , v2 } is linearly
independent and hence {v1 , v2 } forms an orthogonal basis of W . The closest point
to x in the subspace W is ProjW (x). Thus

⟨x, v1 ⟩ ⟨x, v2 ⟩
ProjW (x) = v1 + v2
∥v1 ∥2 ∥v2 ∥2
   
3 1
9+1−5+1 1  3 − 1 + 5 − 1 −1
=  +  
9 + 1 + 1 + 1 −1 1 + 1 + 1 + 1  1 
1 −1
 
3
−1
=1

−1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 52 / 61
Example
Find an orthogonal basis for the column space of the following matrix
 
1 2 5
−1 1 −4
 
−1 4 −3
A=  1 −4 7  .

 
 1 −4 7 
1 2 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 53 / 61
Solution
First of all let us find a basis of col(A)
 
1 2 5    
−1 1 −4 R2 → R2 + R1 1 2 5 1 2 5
−1 4 −3 R3 → R3 + R1 0 3
   −1 0
 R3 → R3 − 2R2  3 1

 1 −4 7  R4 → R4 − R1 0 6 2 R4 → R4 + 2R2 0 0 0
   

 1 −4 7  R5 → R5 − R1 0 −6 2
    0 0 4
0 0 4 0 0 4
1 2 1
   
1 2 5 1 2 5
0 3 1 0 3 1
   
R5 → R5 − R 4 
0 0  R3 ↔ 0
0  0 4

0 0 4 0 0 0
0 0 0 0 0 0
Each column contains a leading entry and hence a basis for Col(A) is
     

 1 2 5  
−1   1  −4


     

−1 ,  4  , −3
     
  −4  7 
 1


 

1 2 7
 
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 54 / 61
Now, we convert this basis into
 orthogonal
 basis
 using Gram-Schmidt
 orthogonal-
1 2 5
−1 1 −4
     
ization process. Setting x1 = −1
 
 , x2 =  4  , x3 = −3. Then
   
1 −4 7
1 2 7
   
1 3
−1 0
  ⟨x2 , v1 ⟩  
−1 , v2 = x2 − ∥v1 ∥2 v1 =  3 
v1 = x1 =    
1 −3
1 3
 
2
0
⟨x3 , v1 ⟩ ⟨x3 , v2 ⟩  
v3 = x3 − 2
v1 − 2
v2 = 2

∥v1 ∥ ∥v2 ∥ 2
−2

{v1 , v2 , v3 } is an orthogonal basis.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 55 / 61
Example
Use the Gram-Schmidt orthogonalization process on the Euclidean space R4 to
transform the basis        

 0 −1 1 −1 
       
1 1 2
 , , , 0  .

 1  0   0   0 
 
0 0 −1 −1
 

into an orthonormal basis.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 56 / 61
Solution
       
0 −1 1 −1
1 1 2 0
Setting x1 = 
1 , x2 =  0  , x3 =  0  , x4 =  0 . Then
      

0 0 −1 −1
   
0 −1
1 ⟨x 2 , v 1 ⟩  1 
1 , v2 = x2 − ∥v1 ∥2 v1 = − 1 
v1 = x1 =    2 
2
0 0
 1 
2
⟨x3 , v1 ⟩ ⟨x3 , v2 ⟩  1 
v3 = x3 − 2
v1 − 2
v2 =  2 
− 1 
∥v1 ∥ ∥v2 ∥ 2
− 12
 1
−3
⟨x4 , v1 ⟩ ⟨x4 , v2 ⟩ ⟨x4 , v3 ⟩ − 1 
v4 = x4 − v1 − v2 − v3 = 
 1 
3
∥v1 ∥2 ∥v2 ∥2 ∥v3 ∥2 3
−1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 57 / 61
Thus      1   1 
0 −1 − 
   1   21   31 


1 ,  21  ,  21  , −13 

1 − 2  − 2   3 
 
0 0 − 12 −1
 

is an orthogonal basis of R4 and dividing each vector by its magnitude, we get


   √     √ 
 0 − 6 1 − 63 
 √1   √63   21   √3 
 



 12  ,  6√  ,
  2  ,
 6
√ 

 √2  − 6  − 12   63 
 
 6 √ 
− 12

 0 
0 3 
2

which is an orthonormal basis of R4 .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 58 / 61
Example
 
1
Find the point on the plane x − y − z = 0 that is closest to p = 2.
0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 59 / 61
Solution
Given plane can be expressed as subspace of R3 as following
     
 x   y +z 
W = y  ∈ R3 : x − y − z = 0 =  y  : y , z ∈ R
z z
   
          
 y z   1 1 
= y  + 0 : y , z ∈ R = y 1 + z 0 : y , z ∈ R
0 z 0 1
   
   
1 1
= span 1 , 0
0 1
   
 1 1 
Since 1 , 0 is a linearly independent subset of R3 and hence this forms a
0 1
 
basis of W .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 60 / 61
Next, we’ll find
 an
 orthogonal
  basis using Gram-Schmidt orthogonalization process.
1 1
Setting x1 = 1 , x2 = 0, we have
0 1
   1 
1
⟨x2 , v1 2
v1 = x1 = 1 , v2 = x2 − 2
v1 = − 12 
∥v1 ∥
0 1
   1 
 1 2 
Thus, 1 , − 12  is an orthogonal basis of W . Therefore the point on the
0 1
 
 
1
plane x − y − z = 0 that is closest to p = 2 is
0
 4 
⟨p, v1 ⟩ ⟨p, v2 ⟩ 3
ProjW (p) = 2
v1 + 2
v2 =  53 
∥v1 ∥ ∥v2 ∥
− 13

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Inner Product Spaces July 31, 2024 61 / 61

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