inner product space
inner product space
5.1
n
5.1 Length and Dot Product in R
Length :
The length of a vector v (v1 , v2 , , vn ) in Rn is given by
Notes: The length of a vector is also called its norm
Properties of length (or norm)
(1) v 0
(2) v 1 v is called a unit vector
(3) v 0 if and only if v 0
(4) cv c v (proved in Theoerm 5.1)
Ex 1:
(a) In R5, the length of v (0 , 2 , 1 , 4 , 2) 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
5.3
A standard unit vector in Rn: only one component of the vector is
1 and the others are 0 (thus the length of this vector must be 1)
R 2 : e1 , e 2 1, 0 , 0,1
Notes: Two nonzero vectors are parallel if u cv
(1) c 0 u and v have the same direction
(2) c 0 u and v have the opposite directions
5.4
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 ||
5.5
Theorem 5.2: How to find the unit vector in the direction of v
v
If v is a nonzero vector in R , then the vector u
n
|| 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
v || cv || | c | || v ||
1
|| u || || v || 1 (u has length
|| v || || v || 1)
5.6
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
5.7
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 2 2 14
2
v (3 , 1 , 2) 1
(3 , 1 , 2)
|| v || 2 2
3 ( 1) 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
5.8
Distance between two vectors:
The distance between two vectors u and v in Rn 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 of the distance function)
5.9
Ex 3: Finding the distance between two vectors
The distance between u = (0, 2, 2) and v = (2, 0, 1) is
5.10
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 u2 v2 un vn (u v is a real number)
(The dot product is defined as the sum of component-by-component
multiplications)
Ex 4: Finding the dot product of two vectors
The dot product of u = (1, 2, 0, –3) and v = (3, –2, 4, 2) is
u v (1)(3) (2)( 2) (0)(4) ( 3)(2) 7
5.11
Theorem 5.3: Properties of the dot product
If u, v, and w are vectors in Rn and c is a scalar,
then the following properties are true
(1) u v v u (commutative property of the dot product)
(distributive property of the dot product
(2) u ( v w ) u v u w over vector addition)
(3) c(u v ) (cu) v u (cv ) (associative property of the scalar
multiplication and the dot product)
(4) v v || v || 2 v v 0
(5) v v 0 if and only if v 0 (straightforwardly true according to (4))
※ The proofs of the above properties simply follow the definition of the
n
dot product in R
5.12
Euclidean n-space:
– In section 4.1, Rn 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.
5.13
Ex 5: Find dot products
u (2 , 2) , v (5 , 8), w ( 4 , 3)
2
(a) u v (b) (u v )w (c) u (2 v ) (d) || w || (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 (2 v ) 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
5.14
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 2 v) (3u v ) u (3u v ) 2 v (3u v )
u (3u) u v (2 v ) (3u) (2 v) v
3(u u) u v 6( v u) 2( v v )
5.15
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)
Ex 7: An example of the Cauchy-Schwarz inequality
Verify the Cauchy-Schwarz inequality for u = (1, –1, 3)
and v = (2, 0, –1)
Sol:
u v 1, u u 11, v v 5
u v 1 1
u v u u v v 11 5 55
u v u v
5.16
Dot product and the angle between two vectors
To find the angle (0 ) between two nonzero vectors
u = (u1, u2) and v = (v1, v2) in R2, the Law of Cosines can be
applied to the following triangle to obtain
2 2 2
v u v u 2 v u cos
(The length of the subtense of θ can be expressed in terms of
the lengths of the adjacent sides and cos θ)
2
v u (u1 v1 ) 2 (u2 v2 ) 2
2
v v12 v22
2
u u12 u22
u1v1 u2 v2 u v
cos ※ You can employ the fact that |cos θ| 1 to
v u v u prove the Cauchy-Schwarz inequality in R2
5.17
The angle between two nonzero vectors in Rn:
u v
cos , 0
|| u || || v ||
Opposite Same
direction
u v 0 u v 0 u v 0 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)
5.18
Ex 8: Finding the angle between two vectors
u ( 4 , 0 , 2 , 2) v (2 , 0 , 1 , 1)
Sol:
u u u 42 02 22 22 24
v v v 2 2
2
2
0 1 12 6
u v ( 4)( 2) (0)(0) (2)( 1) ( 2)(1) 12
u v 12 12
cos 1
|| u || || v || 24 6 144
5.20
Ex 10: Finding orthogonal vectors
Determine all vectors in Rn that are orthogonal to u = (4,
Sol:2)
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
5.21
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
Note: slide))
※ 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 .
v1
v
u v uT v [u1 u2 un ] 2 [u1v1 u2 v2 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)
5.24
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 (abstraction definition from
the properties of dot product in Theorem 5.3 on Slide 5.12)
(1)〈 u , v〉
〈 v , u〉 (commutative property of the inner product)
(distributive property of the inner product
(2)〈 u , v w〉
〈 u , v〉 〈 u , w〉over vector addition)
〈 cu , v〉(associative
(3) c〈 u , v〉
property of the scalar multiplication and the
inner product)
(4) 〈 v , v〉 0
(5) 〈 v , v〉 0 if and only if v 0 (straightforwardly true according to (4))
5.25
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 , , , , >)
5.26
Ex 1: The Euclidean inner product for Rn
Show that the dot product in Rn satisfies the four axioms
of an inner product
Sol:
u (u1 , u2 , , un ) , v (v1 , v2 , , vn )
〈 u , v〉 u v u1v1 u2 v2 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
5.27
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 2u2 v2 2u2 w2
(u1v1 2u2 v2 ) (u1w1 2u2 w2 )
〈 u , v〉 〈 u , w〉
5.28
(3) c〈 u , v〉 c(u1v1 2u2 v2 ) (cu1 )v1 2(cu2 )v2
〈 cu , v〉
(4) 〈 v , v〉 v12 2v2 2 0
(5) 〈 v , v〉 0 v12 2v2 2 0 v1 v2 0 ( v 0)
Note: Example 2 can be generalized such that
〈 u , v〉 c1u1v1 c2u2 v2 cnun vn , for all ci 0
5.29
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 2u2 v2 u3v3
Sol:
Let v (1 , 2 , 1)
5.30
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〉
5.31
※ 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〉
Distance between u and v:
d (u , v) || u v || u v, u v
Angle between two nonzero vectors u and v:
〈 u , v〉
cos , 0
|| u || || v ||
Orthogonal: (u v )
u and v are orthogonal if 〈 u , v〉 0 5.32
Normalizing vectors
(1) If || v || 1 , then v is called a unit vector
(Note that v is defined as v, v )
(2) v 0 Normalizing
v (the unit vector in the
direction of v)
v
(if v is not a
zero vector)
5.33
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 x 2 , 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 3 x 2
d ( p , q) || p q || p q, p q
( 3) 2 2 2 ( 3) 2 22
5.34
Properties of norm: (the same as the properties for the dot
product in Rn on Slide 5.2)
(1) || u || 0
(2) || u || 0 if and only if u 0
(3) || cu || | c | || u ||
Properties of distance: (the same as the properties for the dot
product in Rn on Slide 5.9)
(1) d (u , v ) 0
(2) d (u , v ) 0 if and only if u v
(3) d (u , v ) d ( v , u)
5.35
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
5.36
Orthogonal projections 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 u v
v v || u || || v || v
v
projv u av, a 0 u v u v u v
a 2
projv u v
v v v v v
For inner product spaces:
Let u and v be two vectors in an inner product space V. If
v, then
0 the orthogonal projection of u onto v is given
by
u, v
projv u v
v, v 5.37
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 2 2 0 2 5
u , v u v 10
projv u v v (1 , 2 , 0) (2 , 4 , 0)
v , v v v 5
5.38
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 , v i , v j v i , v i vi 2
1
For i j , v i , v j 0
5.39
Note:
– If S is also a basis, then it is called an orthogonal basis or
This section identifies some advantages of orthonormal
bases, and develops a procedure for constructing such bases,
known as Gram-Schmidt orthonormalization process
5.40
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 v 3 0
9 9 9
5.41
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
362 89 1
|| v 3 || v 3 v 3 4
9
94 19 1
Sol:
w, v1 w v1 (5 , 5 , 2) ( 53 , 54 , 0) 1
w, v 2 w v 2 (5, 5 , 2) ( 4
5
, 53 , 0) 7
w, v 3 w v 3 (5 , 5 , 2) (0 , 0 , 1) 2
1
[w ]B 7
2
5.46
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
5.47
Gram-Schmidt orthonormalization process:
B {v1 , v 2 , , v n } is a basis for an
Letinner
w1 product
v1 space V
v 2 , w1
w 2 v 2 projS1 v 2 v 2 w1
w1 , w1
v 3 , w1 v3 , w 2
w 3 v 3 projS2 v 3 v 3 w1 w2
w1 , w1 w2 , w2
n 1
vn , wi
w n v n projSn 1 v n v n
i 1 wi , wi
wi
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
5.50
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 x 4 0
2 x1 x 2 2 x3 6 x 4 0
Sol:
1 1 0 7 0 G.-J.E 1 0 2 1 0
2 1 2 6 0 0 1 2 8 0
x1 2 s t 2 1
x 2 s 8t 2 8
2 s t
x3 s 1 0
x
4 t 0 1
5.51
Thus one basis for the solution space is
B {v 1 , 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
※ In this alternative form,
3, 4, 2, 1 we always normalize w i
to be u before
w2 1 i
u2 3, 4, 2, 1 processing w i+1