Proof: Suppose That A

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Theorem 4.1.

5 Suppose that

1, 2 , , n are all mutually orthogonal nonzero

vectors in a vector space V with an inner product < , >.


Then v1, v2,..., vn are linearly independent.
Proof : suppose that a1v1, a1v2,..., anvn = 0. It follows that for each i,

0= i , V >
< i , 1 1+ 2 2 ++ n n>
< i , 1 1>+ + 1 , n n >
1 < i , 1>+ + 1< i , 1>+ n < i , n >
1 0++ 1 < i , 1>+ + n 0
1 < i , 1>
Since

i 0 , we find by the positive definite property


1 < i , 1=0

equation

gives

1=0. This shows that

i , 1 0.

Thus the

1, 2 , , n are linearly

independent, as desired. //
Consider two vectors

u , R2 .

If is the angle beween these two

vectors, then by elementry trigonometry

u cos

is the length of the

projection of the vector u onto the vector . (See the figure on the next page). Consequently, the
projection of u onto [denoted proj (u)] is the vector

u cos

( )= ucos
1

That

=( . ) 2 u . v=u cos , shows

projv ( u )=

u v cos
v
u

u.v u.v
=
v
2
u v .v

The projection of a vector u onto a vector

is pictured below

This motivates the following definition.

u proj v ( u )

Definition 4.1.6 If < ,> is an inner product on

V u , 0 V , we define the orthogonal

projection of u onto v by

u<, v > v
u<, v>

projv ( u )=
Observe in the picture above that the vector

w=u proj v ( u ) is perpendicular to the vector v. This

is a general fact about inner product spaces, whose (purely algebraic) proof is given next.
Lemma 4.1.7 Whenner

( projv ( u ) )

u , v V ,> i s real inner product on V, the vectors

are orthogonal.

Proof : We compute, using the properties of a real inner product :

v , v > v>
u , v>

u ,u proj v ( u )= u , u
v , v> v >
u,v>

<u , u> v ,

v , v >< v , v >
u , v >
< u ,u>
<u , u> u , v >
0
In euclidean space, Rn , we have that

v . v= v

. We use this same idea and define the

norm associated with an arbitary inner product.


Definition 4.1.8 If V is a vector,

v V , ,> is an inner product on V, we define

1
2

v = v , v . This function :V R is called the norm associated with < , >.


The norm associated with an inner product is fundamentally related to the inner product. One
fact we shall use often is that whenever v and w are orthogonal,

v + w 2= v 2+ w 2 . This

fact is easily chekced:

v + w 2= v+ w , v +w v , v>+ v , w>+ w , v>+ w , w> <v , v >+ w , w> v 2 + w 2


. We show in Theorem 4.1.10 that

satisfies all the conditions of Definition 4.1.1 for being a

norm on V. In order to prove Theorem 4.1.10, we need the following theorem, which is a useful result
in its own right.
Theorem 4.1.9 (Schwarz Inequality) Suppose that V is a real inner product space with inner product
< , >. For ,

u , v V ,

u , v > u . v
Equality holds if and only if
Proof : If

u=kv for some k 0

v =0 , the result is easy. Thus we may assume that v 0. As

multiple of v, Lemma 4.1.7 shows that

proj v (u ) ,uproj v ( u ) > 0. Using this , the positive

definite property of < , > together with the linearity of inner products, we have:

0 proj v ( u ) , u proj v ( u ) >

projv ( u ) is a scalar

u ,u projv ( u ) > proj v ( u ) , uproj v ( u )>


u ,u> u , projv ( u ) >

v , v> v >
u , v >
<u , u> v ,
v , v >< v , v >
u,v>

< u ,u>
u , v >

<u , u>
Hence ,

u , v >

u , v >

Multiplying this inequality by the positive real number u , v > shows that
.

u ,u> v , v >
The inequality of the theorem follows taking by square roots.
In case

u=kv where k 0, then u =k v and

u , v >< kv , v> k v 2=u v . In case

u ,u> u v , then the chain of equalities

above shows that

u proj v ( u ) , u proj v ( u ) > 0. By the positive definite property of the inner

product we have

u proj v ( u )=0 , so u proj v ( u ) . But then u is a scalar multiple of v ;

that is,

u=k v for k R . If k <0, then u ,u> 0<u . v . Hence k 0 and the

theorem is proved.
We now show that the norm associated with a real inner product astisfies all the consitions
given in Definition 4.1.1. This result is well know for the standard inner product on R n. Many of the
important applications of this result are to the infinite-dimensional case. We give a glimpse of such
uses in Secs. 7.3 and 7.4.
1

Theorem 4.1.10 If < , > is a real inner product on V, then

:V R defined by = v , v 2

is a norm on V
Proof :
(i)

v V , k R , we find that

For

kv = kv ,kv

1
2

k < v , kv

2
k < v , kv

k <v , v 2
k . v

(ii)

Let

u , v V . Then
u + v 2=u+ v , u+v >
<u , u>+ u , v >+ v , u>+ u , v >
<u , u>+2<u , v >+ v , v>
2

u + 2u v + v

v
u +

(where the inequality follows by Definition 4.1.8 and Theorem 4.1.9).


Taking square roots given the triangle inequality, and this proves the theorem.
Example 4.1.11 The inner product defined on V= C([0,1],R) by
1

f ( x ) , g ( x )> f ( x ) g ( x ) dx
0

Must satisfy Schwarz inequality. Written out explicitly, we obtain that for all
1

1
2

1
2

)(

1
2

f ( x ) g ( x ) dx f ( x ) dx g ( x) dx
0

f ( x ) g ( x ) V :

1
2

In order to see how useful the techniques of linear algebra are, we invite the reader to try to prove this
result using only the tools of calculus. The norm associated with this inner product is the norm
described in Example 4.1.2 (iv).
We now turn to the case of inner products on complex vector spaces. The situasition is
remarkably similar to the case of real inner products. In fact, in the remaining sections of this chapter,
whenever possible these two cases will be treated simultaneously. After giving the definition of
complex inner product, we will repeat the proofs od Lemma 4.1.7 and Theorems 4.1.9 and 4.1.10. we
do this so that the reader can spot precisely where the difference are.
If

a+bi C

where

a , b R , recall that the complex conjugate of

a+bi is a+bi=abi .
Two important properties of complex conjugation we need are that for all

r , s C , r +s=r + sr . s=r . s
Definition 4.1.3 Let V be a complex vector space. A complex (or hermitian) inner product on V is a
complex-valued function on VxV, usually denoted by < , > which satiesfies:
(i)

v , u> for all u , v V


u , v >

(ii)

ku , v > k <u , v >for all k Call u , v V

(iii)

v 1 +v 2 u>< v 1 ,u>+ v 2 , for all u , v 1 , v 2 V

(iv)

v , v > R v , v >0 for all v V . Moreover ,< v , v > 0 onlyifv =0.

It is customary to refer to the vector space V, together with some complex inner product < , > as a
hermitian inner product space. A finite-dimensional complex inner product space is called a unitary
space.

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