- (a)
- ,
- (b)
- ,
Click the arrow to see the answer.
Property prop:inner_prod_5 fails.
- (c)
- , , where is complex conjugation
Click the arrow to see the answer.
Property prop:inner_prod_1 fails, as sometimes we get a complex number. However, we will return to this definition of in Complex Matrices – see Definition def:025549
- (d)
- ,
Click the arrow to see the answer.
Property prop:inner_prod_5 fails.
- (e)
- ,
- (f)
- ,
Click the arrow to see the answer.
Property prop:inner_prod_5 fails.
Inner Product Spaces
We have used the dot product in to compute the length of vectors (Corollary cor:length_via_dotprod) and also the angle between vectors. The goal of this section is to define an inner product on an arbitrary vector space over the real numbers. The dot product is an example an inner product for .
An inner product on a real vector space is a function that assigns a real number to
every pair , of vectors in in such a way that the following properties are
satisfied.
A real vector space with an inner product will be called an inner product space.
Note that every subspace of an inner product space is again an inner product space
using the same inner product.
is an inner product space with the dot product as inner product:
See Theorem th:dotproductproperties. This is also called the euclidean inner product, and , equipped with
the dot product, is called euclidean -space.
If and are matrices, define where is the trace of the square matrix . Show that is
an inner product in .
Property prop:inner_prod_1 is clear. Since for every square matrix , we have Property prop:inner_prod_2:
Next, Property prop:inner_prod_3 and Property prop:inner_prod_4 follow because trace is a linear transformation
(Practice Problem ex:10_1_19). Turning to Property prop:inner_prod_5, let denote the rows of the matrix . Then
the -entry of is , so
But is the sum of the squares of the entries of , so this shows that is the sum of the
squares of all entries of . Property prop:inner_prod_5 follows.
The next example is important in analysis.
Let be the set of all functions . Observe that is a vector space. Let be a subset of
consisting of all continuous functions. Why is a subspace of ? Show that
defines an inner product on .
This example (and others later that refer to it) can be omitted with no loss of
continuity by students with no calculus background.
Property prop:inner_prod_1 and Property prop:inner_prod_2 are clear. As to Property prop:inner_prod_4,
Property prop:inner_prod_3 is similar. Finally, theorems of calculus show that and, if is continuous,
that this is zero if and only if is the zero function. This gives Property
prop:inner_prod_5.
If is any vector, then, using Property prop:inner_prod_3 of Definition def:innerproductspace, we get
and it follows that the number must be zero. This observation is recorded for reference in the following theorem, along with several other properties of inner products. The other proofs are left as Practice Problem ex:10_1_20.If is an inner product on a space , then, given , , and in ,
for all and in by Property prop:inner_prod_3 and Property prop:inner_prod_4 of Definition def:innerproductspace. Moreover, there is nothing special about the fact that there are two terms in the linear combination or that it is in the first component: and hold for all and in and all , , , and in . These results are described by saying that inner products “preserve” linear combinations. For example,If is a symmetric matrix and and are columns in , we regard the matrix as a number. If we write
then Properties prop:inner_prod_1 -prop:inner_prod_4 of Definition def:innerproductspace follow from matrix arithmetic (only Property prop:inner_prod_2 of Definition def:innerproductspace requires that is symmetric). Property prop:inner_prod_5 of Definition def:innerproductspace reads and this condition characterizes the positive definite matrices (Theorem thm:024830). This proves the first assertion in the next theorem. If is any positive definite matrix, then
defines an inner product on , and every inner product on arises in this
way.
- Proof
- Given an inner product on , let be the standard basis of . If and are two vectors in , compute by adding the inner product of each term to each term . The result is a double sum. As the reader can verify, this is a matrix product: Hence , where is the matrix whose -entry is . The fact that shows that is symmetric. Finally, is positive definite by Theorem thm:024830.
Thus, just as every linear operator corresponds to an matrix, every inner product on corresponds to a positive definite matrix. In particular, the dot product corresponds to the identity matrix .
If we refer to the inner product space without specifying the inner product, we mean
that the dot product is to be used.
Let be an inner product on given as in Theorem thm:030372 by a positive definite matrix . If , then is an expression in the variables called a quadratic form. For more on quadratic forms, see Section 8.8 of [Nicholson], pp. 472–482.
Norm and Distance
As in , if is an inner product on a space , the norm of a vector in is defined by
We define the distance between vectors and in an inner product space to be
Note that Property prop:inner_prod_5 of Definition def:innerproductspace guarantees that , so is a real number.
The norm of a continuous function in (with the inner product from Example exa:030334) is given by
Hence is the area beneath the graph of between and .A vector in an inner product space is called a unit vector if . The set of all unit vectors in is called the unit ball in . For example, if (with the dot product) and , then
Hence the unit ball in is the unit circle with centre at the origin and radius . However, the shape of the unit ball varies with the choice of inner product.Let and . If and , define an inner product on by
The reader can verify (Practice Problem ex:10_1_5) that this is indeed an inner product. In this case so the unit ball is the ellipse shown in the diagram.Example exa:030469 graphically illustrates the fact that norms and distances in an inner product space vary with the choice of inner product in .
If is any vector in an inner product space , then is the unique unit vector that is a
positive multiple of .
The next theorem reveals an important and useful fact about the relationship between norms and inner products, extending the Cauchy inequality for (Theorem th:CS).
Cauchy-Schwarz Inequality If and are two vectors in an inner product space , then
Moreover, equality occurs if and only if one of and is a scalar multiple of the
other.
Hermann Amandus Schwarz (1843–1921) was a German mathematician at the
University of Berlin. He had strong geometric intuition, which he applied with great
ingenuity to particular problems. A version of the inequality appeared in
1885.
- Proof of Cauchy-Schwarz Inequality
- Write and . Using Theorem thm:030346 we
compute:
It follows that and , and hence that . But then , as desired.
Conversely, if then . Hence (eq:thm10_1_4) shows that or . It follows that one of and is a scalar multiple of the other, even if or .
Another famous inequality, the so-called triangle inequality (See Triangle Inequality in the Appendix), also comes from the Cauchy-Schwarz inequality. It is included in the following list of basic properties of the norm of a vector.
- Proof
- Because , properties thm:030504a and thm:030504b follow immediately from thm:030346c and thm:030346d of Theorem thm:030346. As to thm:030504c, compute Hence thm:030504c follows by taking positive square roots. Finally, the fact that by the Cauchy-Schwarz inequality gives Hence thm:030504d follows by taking positive square roots.
It is worth noting that the usual triangle inequality for absolute values,
is a special case of thm:030504d where and the dot product is used.In many calculations in an inner product space, it is required to show that some vector is zero. This is often accomplished most easily by showing that its norm is zero. Here is an example.
The norm properties in Theorem thm:030504 translate to the following properties of distance familiar from geometry. The proof is Practice Problem ex:10_1_21.
Let be an inner product space.
- (a)
- for all , in .
- (b)
- if and only if .
- (c)
- for all and in .
- (d)
- for all , , and in .
Practice Problems
In each case, determine which of Property prop:inner_prod_1–Property prop:inner_prod_5 in Definition def:innerproductspace fail to
hold.
Let be an inner product space. If is a subspace, show that is an inner product
space using the same inner product.
In each case, find a scalar multiple of that is a unit vector.
- (a)
- in where
- (b)
- in where
Click the arrow to see the answer.
- (c)
- in where
- (d)
- in ,
Click the arrow to see the answer.
In each case, find the distance between and .
- (a)
- ,
- (b)
- ,
Click the arrow to see the answer.
- (c)
- , in where and ;
- (d)
- , in where and ;
Click the arrow to see the answer.
Show that every inner product on has the form for some upper triangular matrix
with positive diagonal entries.
Theorem thm:024907
In each case, show that defines an inner product on and hence show that is
positive definite.
- (a)
- (b)
-
Click the arrow to see the answer.
- (c)
- (d)
Click the arrow to see the answer.
In each case, find a symmetric matrix such that .
- (a)
- (b)
-
Click the arrow to see the answer.
- (c)
- (d)
-
Click the arrow to see the answer.
If is symmetric and for all columns in , show that .
Click the arrow to see the answer.
By the condition, for all , . Let denote column of . If , then for all and .
Prove Theorem thm:030346.
- (a)
- Using Property prop:inner_prod_2: .
- (b)
- Using Property prop:inner_prod_2 and Property prop:inner_prod_4: .
- (c)
- Using Property prop:inner_prod_3: , so . The rest is Property prop:inner_prod_2.
- (d)
- Assume that . If this contradicts Property prop:inner_prod_5, so . Conversely, if , then by Part 3 of this theorem.
Let and be vectors in an inner product space .
- (a)
- Expand .
- (b)
- Expand .
Click the arrow to see the answer.
- (c)
- Show that .
- (d)
- Show that .
Click the arrow to see the answer.
Let be an inner product on a vector space . Show that the corresponding distance
function is translation invariant. That is, show that
for all , , and in .
for all , , and in .
- (a)
- Show that for all , in an inner product space .
- (b)
- If and are two inner products on that have equal associated norm functions, show that holds for all and .
Let denote a vector in an inner product space .
- (a)
- Show that is a subspace of .
- (b)
- Let be as in (a). If with the dot product, and if , find a basis for .
Click the arrow to see the answer.
Use the Cauchy-Schwarz inequality in an inner product space to show that:
- (a)
- If , then for all in .
- (b)
- for all real , , and .
- (c)
- for all vectors , and all in .
- (a)
- If and are nonzero vectors in an inner product space , show that , and
hence that a unique angle exists such that
and . This angle is called the angle between and . - (b)
- Find the angle between and in with the dot product.
- (c)
- If is the angle between and , show that the law of cosines is valid:
If , define .
- (a)
- Show that satisfies the conditions in Theorem thm:030504.
- (b)
- Show that does not arise from an inner product on given by a matrix . If it did, use Theorem thm:030372 to find numbers , , and such that for all and .
Text Source
This section was adapted from Section 10.1 of Keith Nicholson’s Linear Algebra with Applications. (CC-BY-NC-SA)
W. Keith Nicholson, Linear Algebra with Applications, Lyryx 2018, Open Edition, pp. 521–530.