Lecture 17

Lecture 17
Inner Product Space
Let V = R2 and P = (x1 , x2 ) and Q = (y1 , y2 ) be two vectors in V . The dot product of P and Q is
p
defined as (x1 , x2 ) · (y1 , y2 ) = x1 y1 + x2 y2 . Then the length of P , ||P || = (x1 , x2 ) · (x1 , x2 ), distance
p p
between P and Q is d(p, q) = (x1 − y1 )2 + (x2 − y2 )2 = (x1 − y1 , x2 − y2 ).(x1 − y1 , x2 − y2 ) and the
P.Q
angle (θ) between P and Q is defined as cosθ = ||P ||||Q||
.
Observe that the above dot product satisfies the following properties :
1. (x · x) ≥ 0 and (x · x) = 0 if and only if x = 0;
2. (x · y) = (y · x), ∀x, y ∈ Rn ;
3. ((αx) · y) = α(x · y), ∀α ∈ R;
4. ((x + y) · z) = (x · z) + (y · z).
In an arbitrary vector space, we define a function which satisfies the above four conditions, we call
this function inner product, with the help of this function we can define the geometric concepts such
as length of a vector, distance between two vectors and angle between the vectors.
Definition 1. Let V be a vector space over F. A function h , i : V × V −→ F is called an inner product

on V if it satisfies the following properties.
1. hx, xi ≥ 0 ∀x ∈ V and hx, xi = 0 if and only if x = 0;
2. hx, yi = hy, xi, ∀x, y ∈ V ;
3. hαx + βy, zi = αhx, zi + βhy, zi, ∀α ∈ F and ∀x, y, z ∈ V .
A vector space V (F) together with an inner product h , i is called an inner product space and denoted by
(V, h , i).
Example 2. 1. Let V = Rn over R with hx, yi = x · y, that is, h(x1 , x2 , . . . , xn ), (y1 , y2 , . . . , yn ) =

x1 y1 + x2 y2 + · · · + xn yn .
2. Let V = Cn over C. Define h(x
" 1 , x2#, . . . , xn ), (y1 , y2 , . . . , yn ) = x1 y1 + x2 y2 + · · · + xn yn .
a b
3. Let V = R2 , F = R and A = such that a, c > 0 and ac − b2 > 0. Define hx, yi = y T Ax.
b c
Rb
4. Let V = C[a, b], F = R. Define hf (x), g(x)i = a f (x)g(x)dx.
5. Let V = Mn (R), F = R. Then for A, B ∈ V , define hA, Bi = trace(AB T ).
1
Proposition 3. Every finite dimensional vector space is an inner product space.
Proof. Let B = {v1 , . . . vn } be an ordered basis of V (F). Then for u, v ∈ V , define hu, vi = α1 β1 + . . . +
αn βn , where (α1 , . . . , αn )T = [u]B and (β1 , . . . , βn )T = [v]B .
Note that hv, vi > 0 for non-zero v ∈ V . This leads us to define the concept of length of a vector in an
inner product space.
p
Definition 4. The length of a vector v (norm of a vector v) is defined as ||v|| = hv, vi.
Theorem 5 (Cauchy-Schwartz Inequality). Let V be an inner product space. Then |hv, ui| ≤
||v|| ||u||, ∀u, v ∈ V . The equality holds if and only if the set {u, v} is linearly dependent.
hv,ui
Proof: Clearly, the result is true for u = 0. Suppose u 6= 0. Let w = v − ||u||2
u. Then w ∈ V . By the
2 |hv,ui|2
property hw, wi ≥ 0, we get ||v|| − ||u||2
≥ 0. Therefore, |hv, ui| ≤ ||v|| ||u||.
hv,ui
For equality, if u = 0 then the set {0, v} is L.D.. If u 6= 0 then from the above we have v = ||u||2
u.
Conversely, let u, v are L.D. then u = αv for some α ∈ F. Then |hu, vi| = |hαv, vi| = |α|||v||2 = ||u|| ||v||.
Proposition 6. Let (V (F), h , i) be an inner product space. Then

1. ||u + v|| ≤ ||v|| + ||u||, ∀u, v ∈ V . ( Triangle inequality )
2. ||u + v||2 + ||u − v||2 = 2(||v|| + ||u||)2 ∀u, v ∈ V . (Parallelogram law)
Proof: By definition, ||u+v||2 = hu+v, u+vi = ||v||2 +hu, vi+hu, vi+||u||2 = ||v||2 +2Re(hu, vi)+||u||2 ≤
||v||2 + 2|hu, vi| + ||u||2 = (||u|| + ||v||)2 . Prove the second statement yourself.
Definition 7. Let u and v be vectors in an inner product space (V, h , i). Then u and v are orthogonal
if hu, vi = 0. A set S of an inner product space is called an orthogonal set of vectors if hu, vi = 0 for
all u, v ∈ S and u 6= v. An orthonormal set is an orthogonal set S with the additional property that
||u|| = 1 for every u ∈ S.
Proposition 8. An orthogonal set of non-zero vectors is linearly independent.
Proof: Let S be an orthogonal set (finite or infinite) of non-zero vectors in a given inner product
space. Suppose vI , v2 , . . . , vm are distinct vectors in S and take w = α1 v1 + · · · + αm vm . Then hw, vi i =
hα1 v1 + · · · + αm vm , vi i = α1 hv1 , vi i + α2 hv2 , vi i + · · · + αm hvm , vi i = αi hvi , vi i. Note that vi 6= 0 so that
hvi , vi i =
6 0. If w = 0, then αi = 0 for each i. Therefore, S is linearly independent.
2
Gram-Schmidt orthogonalization process
Theorem 9. Let (V, h , i) be an inner product space and S = {v1 , v2 , . . . , vn } be a linearly independent
set of vectors in V. Then we get an orthogonal set {w1 , w2 , . . . , wn } in V such that
L({v1 , v2 , . . . , vn }) = L({w1 , w2 , . . . , wn }).
Proof. w1 = v1 , then L({w1 }) = L({v1 });

∠v2 ,w1 i
w2 = v2 − w , then hw2 , w1 i = 0 with
hw1 ,w1 i 1
L({w1 , w2 }) = L({v1 , v2 });
hv3 ,w2 i hv3 ,w1 i
w3 = v3 − hw2 ,w2 i
w2 − hw1 ,w1 i
w1 , then hw3 , w1 i = 0, and hw3 , w2 i = 0 with L({w1 , w2 , w3 }) = L({v1 , v2 , v3 });
Inductively,
hvn ,wn−1 i hvn ,wn−2 i hvn ,w1 i
w n = vn − w
hwn−1 ,wn−1 i n−1
− w
hwn−2 ,wn−2 i n−2
− ··· − w,
hw1 ,w1 i 1
then hwn , wi i = 0 for i 6= n with
L({v1 , v2 , . . . , vn }) = L({w1 , w2 , . . . , wn }).
Remark 10. 1. The method by means of which orthogonal vectors w1 , . . . , wn are obtained is known as
the Gram-Schmidt orthogonalization process.
2. Every finite-dimensional inner product space has an orthonormal basis.
3.Let {v1 , . . . , vn } be an orthonormal basis for an inner product space V . Then for any w ∈ V , w =
hw, v1 iv1 + · · · + hw, vn ivn .
Example 11. Find an orthogonal basis of R2 with the inner product given by h(x1 , y1 ), (x2 , y2 )i = x1 x2 +
2x1 y2 + 2x2 y1 + 5y1 y2 .
Solution: We know that {e1 , e2 } is a basis of R2 . Since he1 , e2 i = 2 6= 0, the standard basis is not
an orthogonal basis under the defined inner product. To get an orthogonal basis we use Gram-Schmidt
process: w1 = e1 and w2 = e2 − he2 , e1 i ||ee11||2 and ||e1 ||2 = he1 , e1 i = 1 so that w2 = e2 − 2e1 . Thus
{e1 , e2 − 2e1 } is an orthogonal basis.

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Lecture 17

Inner Product Space

1. (x · x) ≥ 0 and (x · x) = 0 if and only if x = 0;

3. ((αx) · y) = α(x · y), ∀α ∈ R;

Definition 1. Let V be a vector space over F. A function h , i : V × V −→ F is called an inner product

Example 2. 1. Let V = Rn over R with hx, yi = x · y, that is, h(x1 , x2 , . . . , xn ), (y1 , y2 , . . . , yn ) =

Proposition 6. Let (V (F), h , i) be an inner product space. Then

Proposition 8. An orthogonal set of non-zero vectors is linearly independent.

L({v1 , v2 , . . . , vn }) = L({w1 , w2 , . . . , wn }).

Proof. w1 = v1 , then L({w1 }) = L({v1 });

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