Linear-2 7

Inner product #definition

Let V be a vector space over F(F{R,C}),:V×VF is called inner product if1.Linearity in the first argument: v+αu,w=v,w+αu,w2. Conjugate symmetry (Hermitian): v,u=u,v3.Positive-definiteness: v0:v,v>03.1v=0v,v=0V is then called an inner product space

Standard inner product

Let V=RnStandard inner product is v,u=vTu=i=1nviuiv+αu,w=(v+αu)Tw=vTw+αuTw=v,w+αu,wv,w=vTw=(vTw)T=wTv=wTv=w,vv0v,v=vTv=i=1nvi2>0v=0i=1nvi2=0vTv=0v,v=0Let V=CnStandard inner product isv,u=vTu=i=1nviuiLet VFn×nStandard inner product is A,B=tr(AB)=tr(ABT)

Properties of inner product #lemma

vV:0V,v=0F0V,v=0F0V,v=0FvV:v,0V=0V,v=0V,v=0Fv,w+αu=w+αu,v=w,v+αu,v=v,w+αv,u==v,w+αv,u

Zero inner product #lemma

Let vV:uV:v,u=0Then v=0Proof:uV:v,u=0v,v=0v=0

Norm #definition

Let V over F:V×VF is called a norm if 1.v0v>02.v=0v=03.αv=|α|v4.v+uv+u

"Root" norm #definition

vV:v=v,vThis norm will be used throughout the course

Metric #definition

p:V×VR is called a metric if1.p(v,u)02.v=up(v,u)=03.p(v,u)=p(u,v)4.p(v,u)(p,w)+p(w,u)

Standard metric

v,uV:p(v,u)=vu

Orthogonal vectors #definition

v,u are called orthogonal iff v,u=0

Orthogonal set #definition

Let SVS is called orthogonal set iff v,uS:v,u=0

Normal vector #definition

v is called normal iff v=1

Orthonormal set #definition

Let SV be a orthogonal setS is then called orthonormal iff vS:v=1