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    CHAPTER 14 Inner Product Spaces, Orthogonality ‘The definition of a vector space V involves an arbitrary eld K. In this chapter we restrict K to be either the real field R or the complex field C. Specifically, we first assume, unless otherwise stated or implied, that K=R, in which case V is called a rea! vector space, and in the last sections we extend our results to the case that K=C, in which case V is called a complex vector space. Recall that the concepts of “length” and “orthogonality” did not appear in the investigation of arbitrary vector spaces [although they did appear in Chapter 1 on the spaces R” and C", In this chapter we place an additional structure on @ vector space V to obtain an inner product space, and in this context these ‘concepts are defined, 14.1 INNER PRODUCT SPACES 14d 14.2 14.3 144 4s 14.6 14.7 Define an inner product and an inner produet space, ff Let V be a real vector space. Suppose to each pair of vectors u,v EV there is assigned a real number, denoted by (u,v), This function is called a (real) inner product on V if it satisfies the following axioms [where 1,,4,,u,vEV and a,b, kER): (RIP,] (Linear Property) (au, + buy, 0) =a(u,,v} + B(us,¥) oF, equivalently, (du, # ug, 0) = (usu) + (ug, v) and (b) Clas, v) = kus, v). (RIP,] (Symmetric Property) (u,v) = (v, u). [RIP,] (Positive Definite Property) If uO, then (u,u)>0. ‘The vector space V with an inner product is called an inner product space. {Sometimes a real inner product space is called a Euclidean space.] Show that {0,v)=0= (v,0) for every » in V. [Thus, in particular, 0,0) =0.] # (0,0) = (Ov, v) =0(v, v) Also, (v,0)=(0,v) =0. IRIP;] says that an inner product is linear with respect to its first position. Problems 14.3-14.4 show that f real inner product is also linear with respect to its second position. Show that (u,v, +v,) = (u,v) +(u, v2). A By [RIP,] and [RIP], we have (u, vy tu.) = (v, # vp, 10) = (v,, ue) + (va, u) = (us 04) + (us BQ) Show that (u, ku) = k(w,v). ' (us, kv) = (ku, a) = k(y, u) = ku, v). [Remark: We emphasize that this result is slightly different for complex inner product spaces as seen by Problem 14.219.] Define the norm or length of a vector w in an inner product space V. F By [RPI], (u, u) is nonnegative and hence its positive real square root exists. We use the notation lJull= Vu, u). ‘This nonnegative real number |u|] is called the norm or length of u. [The relation lll? = (uu) will be frequently used.] Expand (Su, +8ug, 60; - 703). I Use the linearity in both positions to get (Su, + 8g, 60; — 70g) = (Suy, 6,) + (Ste, ~70,) + (Sug, 604) + (Sidg,~70,) =30(1e,,0)) = 35(H,, Dg) + 48(Hs, 0) ~36(ug, 0). [Remark: Observe the similarity between the above expansion and the expansion of (5a+8b)(6c—7d) in ordinary algebra.) Expand (3u+5v,4u~6v). Fut Su, 4u— 60) = 12(u, «) ~ 18(u, v) +20(v, «) ~30(u, v) = 12(x, u) ~ 18(u, v) + 20(u, 0) = 30(u, v) =12{u, u) +2(u, v) ~30(v, 0) = I2]fud? +2(u, 0) 20 ff 319 320 7 CHAPTER 14 146.8 14.9 14.10 14.aL 14.12 14.13 14.34 14.15 14.16 14.17 14.18 Expand [|2u~3ul% H i2u—3ull? = (2u—30, 2u~3u) = 4{u, u) — 6(u, v) ~6(, u) + 9(v, v) = Alu]? ~ 12(44, 0) + 90, Expand (31; +2u,, 5, ~ 60, +45). FF Take the scalar product of each term on the left with each term on the right to get (31, + 2ttg, Sd, = 60, + 404) =15(u,, vy) ~ 18(4,, Ug) + 12(tG, vg) + 10(u,, 5) — 12, Dg) + 8(us, v5). Define the usual or standard inner product on R". # Let u=(q) and v=(b,) be vectors in R". Then the dot product in R" defined by w-u= yb, + a,b, ++"++ a,b, is an inner product on R”. Although there are many different ways to define an inner product on R" [sce Problem 14.18] we shall assume this inner product on R" unless otherwise stated or implied, and we denote this inner product by u-v rather than (u,v) Remark: Assuming u and v are column vectors, then the above inner product may be defined by (u,v) =u where u7 refers to the product of the row vector u” and the column vector v under matrix multiplication, e.g., (B)) meen Problems 14.11-14.17 refer to the following vectors in R*: w= (1,2, 4), 4,2, -3). w Find uv, # Multiply corresponding components and add to get x 6 +20= 16, Find u-w. To wws4ea-n= Find v-w, Pousw=8-6-15= Find (wt yw. H First find w+v=(3,-1,9). Then (u-v) w= 12-2-27= (eto): weue whoo -4—13= 17, 17, Alternatively, using [RIP,], Find {jul 4 First find |u|? by squaring the components of « and adding: Ju(|? ‘Then full = V2. P44 a1 444 1621, Find [lo 4 lel Find jju+ off. +9425=38 and so. jul] =V38. 4H First find wtu=(3,-1,9). Hence [ju tolf?=941481=91, Thus Ju ol|=-VIL. ‘Verify that the following is an inner product in R* (u,v) = x,y, x,y ~ 4a), +3%gy'g, where u= Gat), 2 = (9192) J We verify the three axioms of an inner product. Letting w=(z,, 23), wefind au+ bw= (ps 2) + (2,5 22) = (ax, + bz,, ax, + bz), 14.19 14.20 M421 14.22 4.3 14.24 14.25, 14.26 14.27 14.28 14.29 14.30 INNER PRODUCT SPACES, ORTHOGONALITY 0 321 ‘Thus (aut + bw, v) = ((ax, & bz, a5 B25), ay Ya) fax, + bz,)y) ~ (ax, + bz,)yy— (ary + bzp)y, + 3(axy + bea)ys (Xs) — XsYo Kar 3xa¥2) + Gam Fae Fas t 320y'2) (u,v) + bw, o) Accordingly, [RIP,] is satisfied. Also (0, 0) = yoxy “= Yyte— Yat, + 3Ya%a = HY Xan Mays $3Naa (u,v) _ and so axiom [RIP,] is satisfied. Finally when x #0 (uty) =) ~ 28,8, 43xg = 2] — Dey + ab +2x3=(x,—2,)'+2x}>0. Hence the last axiom [RIP] is satisfied. Show that (u,v) =2yy%¥2 isnot an inner product on R? where u= (ps2), V= (Jar Ia)> Hotet k=2 and w=(1,3), v= (1,1). Then ku=(2,6) and we have (u,v) =1-3-1-1=3 and (ku, 0 ‘Thus k(u,v)=2-3=6 is not equal to (ku, wv); and so axiom [RIP,] is not satisfied. Show that (u,v) =a, a¥p—¥sy3_ is not an inner product on R where w==(8,,.%3)2%3) and v= (O's Jas Is) ‘ FP Let u=(,4,5). Then (u,u)=3-3-+4-4-5-5=9416~25=0; and so axiom [RIP] is not satisfied, Problems 14.21-14.28 refer to the following vectors in Rs w= (1,5), v=(G,4), w= (7,~2). Find (u,v) with respect to the usual inner product in R®, F (u,v) #3420" 23, Find (u, v) with respect to the inner product in R* in Problem 14.18, Po (u,v) s4-3-1-4-5-343-5-4= 34-15 +60 4, Find (u, Ww) with respect to the ustal inner product in R% FT (uw) =7- 102-3. Find (1,1) using the inner product in R? in Problem 14.18. Do (ayy) 217122) 5-735 (2) TF 2-35-30 Find [Jul] using the uswal inner produet in R® F |jol? = (v, v) = (3,4), G,4)) =9 +16 = 25; hence Jo! R? in Problem 14.18. Find [Jol] using the inner product i F lj? = (v, v) = (3,4), G4) <9 12-12 + 48= 33; hence ju] = V33. Find [Jl] using the usual inner produet in R, Fw)? = (0, 9) 494453; ence [}l] = V5B. Find [[1]] using the inner product in R? in Problem 14.18. T pol = Gv, w) =494 144 144 12-89; hence [Iw] = VB. Define a unit vector. Ff [jull=1 0, equivalently, if (u,u)=1, then w is called a unit vector and is said to be normalized. Show that [lv[[>0 for any vector v#0. F By [RIP,}, (v, ») is positive. Hence [lvl] = Vo. ¥) i 322 0 CHAPTER 14 14.31 14.32 14.33 14.34 14.35 14.36 14.37 14,38 Show that if #0, then [ld process of obtaining 6 from u is called normalizing v.] A. Then i= |lul|?= (kv, ko) = #2 (v, 0) = lol]? 1 5 te ins, a Jog” 18 the unique unit vector that is a positive multiple of v. [The F Suppose o=kv where k>O and [fol Since & is positive, we get k=1/lu]]. Normalize 2=(2,1,~1) in Euclidean 3-space R®, F Note (u, 1) és the sum of the squares of the entries of us that is, (a, uate (1% =6. Hence divide u by [lull = V(u, 4) = V6 to obtain the required unit vector: = uillull = (2/V%, LIV, ~1V6) Normalize v=(4,3,—4) in Euclidean 3-space R4 4H Fist mul ply v by 12 t0 “clear” of fractions obtaining 12v=(6,8,~3). We have (12, 120) = 6 +8? +(~3)'= 109. Then the required unit vector is_ 6 = 12v/]]120| (6/V 109, 8/109, ~3V 709). Normalize uv = (3,4) in R*: (a) using the usual inner product in R%, (6) using the inner product in R® defined ia Problem 14.18, F (@)_ By Problem 14.25, |lul]=5; hence #=v/|ful]=(3, 4). (6) By Problem 14.26, |ju[|=V33. Thus v = vi|lell = (G35, 4V33). Define the distance between vectors wand v, denoted by d(w, v), in an inner product space V. J The distance d(u, v) is defined in terms of the norm as follows: d(w, v) = ||u~ ol] Show how the above definition of distance in an inner product space V agrees with the usual notion of (Buclidean) distance in R*. A Let P(a,, da, dy) and Q(b,» by» Bs) be points in R? [with corresponding vectors w and v from the origin to P and Q, respectively] as pictured in Fig. 14-1. Then the distance d between P and Q is as follows: =VG by) (a, ~ Ba), which agrees with du, v)= [lu ol] = [](a, ~ 8,, a, ~ yy a= ba)? + (@— by) (by, bas ba) Play, a3, a5) y 14 Problems 14.37~-14.39 refer to the following vectors in Euclidean space R*: u (1,2,3,4), w= (4, -3,2,-1), Find d(u, v). A First find wv = (5~1,5-2,8-3,8--4)=(4,3,5,4). ‘Then find [fe 164+94+25+16=66, Hence d(u, v) = V66. oP as eta +4 = Find d(u, »). Fo u-w=(1,8,6,9) and lew? =1464+36+81=182. Thus d(u, w) = VIB, 14.39 4.40 4h 14.42 14.43 4.44 14.45 14.46 14.47 INNER PRODUCT SPACES, ORTHOGONALITY 0 323 Find d(v, w). Foy w=(-3,5,1,5) and lv— wl]? =9425+41425=60. Thus adv, w) = VO0=2VTS. Find d(u,v) where w=(5,4), v= (2,~6) in Buelidean space R® Fo u-v=(3,10) and [lu 94100109, Hence du, v)=VI05. | Find d(, ») for w, v in Problem 14.40 using the inner product in R? in Problem 14.18. FT Wehave 1-v=(@,10). Hence [lu ~ olf? = (G, 10), G, 10)) =3-3-3-10-10-34+3-10-10=9~ 30-30+300=249, Thus d(x, v) = V245. Remark: The above examples show that the distance between vectors depends on the way the inner product is defined. Let V be a vector space of real continuous functions on the interval a=<1:5b. Show that the following is an inner product on V: (nade [nose 1 Let f, g, h be functions in V. Then, using results from calculus, (rean)= [cao aconnca ar= [onc are [Com a= (HH) + (a) end (ui ed=[osteneto armel sae d= eC 8) ‘Thus [RIP,} is satisfied. Also (f,g)= f S(g(9 at= . e(O f(t) dt=(g, f) and so [RIP,] is satisfied. Finally, if 740, then (f, f)= [ (fy de>0. Thus (RIP,] is satisfied. Consequently, this product is an inner product on ¥. Problems 14.43-14.49 refer to the vector space V of polynomials with inner product defined by f fg de and the polynomials f()=1+2, g()=3e-2, and b= P= 2-3. Find (f, g)- . ! (iad fcr 290r—2) dem [Ge 44a) dem fe 2 =a = 1 Find (f,h). 1 (an)= [sae 20-3) Find |[/[l- ' (a= [eene+2 aes and Isle VET AVE Awe. Find [isl . f (g, 3) = | Ge-2)Gr-2)=15 hence []gl| = VI=1. Normalize f. F since [lll = 4V57, OL LLL LLL nnn 924 0 CHAPTER 14 14.48 Normalize g. F Note g is already a unit vector since [gl hence g= g=3/~2, 14.49 Find d(f, g). F Weave f)~g()=~2144. Then Wralt=(f-a faa) = [are amare at (4? 161 + 16) = [82 + 161 9 Hence d(f, g)=V¥ = 3vZi. Problems 14.50-14.65 refer to the vector space V of mn matrices over R and the faner product (,) on V defined by (A,B) =tr(B"A) where ir stands for trace, the sum of the diagonal elements, In Particular, Problems 14.50-14.52 show zhat (,) does satisty the three axioms of a1 inves product. 14.50 Show that (, ) satisfies [RIP,]. 1 Using properties of the trace function, (A, + A,B) =u[B%(Aa, + A,)) = t[B7A, + BTA,) w(BTA,) + (B7A,) = (4,, BY + (Ay, B) and (kA, 8) =tr[B"(kA)] = [k(B7A)] = ktr(B7A) KA, BY. 14.51 Show that (,) satisfies [RIP,]. 4 Using the fact that t(M)=tr(M7), we have (A, B) = te(B7A) = ef(B7)7] = 478") = t(ATB) = (B, A). M52 Let A=(a,). Show that (4, A) =un(Atay= 3S) aij, the sum of squares of all the elements of A, ‘Thus (,) satisfies (RIP). HF Let A= (b,) andso by~a,, andiet A= Ce 2 bya, and so (ATA) -3 Cu 453 Let A=[C,, Cy...) and B=[D,,D.,...,D,) here the Cand D, are, respectively, the columns Of the matrices and B.” Show shat (A, B)'= DICT DEC. to's DIC, H Let B%=(c,), Then c,=D]C, and so (A, B) = (B7A)= DIG, +++ DTC, Problems 14.54.-14.65 refer to the following matrices: 4=(6 5 4) sa) oS 2) Find (4, B). t (4,8) 0.(6) +2.9)(§)+6,0(2) =(9 +20 +(16+25)+ e424 185 Find (4, C). T (A, C) = 07 +6)4 (4040) + (1416) 56 Find (B,C). FH (B,C) = (344) +10 + 0) + (6-24) = 14.57 14.58 14.59, 14.60 14.61 14.62 14.63, 14.64 14.65, 14.2 14.66 14.67 14.68 INNER PRODUCT SPACES, ORTHOGONALITY 0 325 Find (A,B+C). I Fist find BeC=($ “3 Alternatively, (A, B+ C)=(A,B)#(4,C)= ). Then (A, B+ C) = (36-430) + (24 +25) + (35-48) = 110. 19+ (-9)=110. Find (24 -+3B,4C). Fe (2A4-+3B,4C) = 8(A, C) + 12(B, C) = 8(-9) + 12(-21) = Find {]Al). I First find (A, A) =ILAl[? by squaring the components of A and adding: (4, A) =9* + 8°47 + Crees =271, Hence |All = 271. Find [|B]. 1 (2,8) =||B[P=P e245 44 45° +E =91 and so [Bl = VII. Normalize B. t p= p--a (Nat UVvoL aval) Tay O > Ver avr siv5T ov ot. Find [Cl]. FB (C,C)=|[C]?=94+25+441416=55 and so ||Cl] = v55. Normalize C. I Divide each entry of C by [Cl] to get BIV55 -SIVSS 238) NSS 0 ANS: Find d(A, B). B First find A~B J. Then [A= BI? 614364 1644 #044124, Thus =2, (A, B)=||A~ Bl] = V124 = 2V3T. Find d(A, C). so [JA~ CI? =36 + 169-+25 +25 +25 +64=344, Hence d(A, C)= V3ME= PROPERTIES OF INNER PRODUCTS AND NORMS Show that an inner product ( ,) satisfies the following nondegeneracy axiom: IND] (u,v) =0 for every vEV if and only if u=0. Fig w=0, then (u,v) =40,v) = (Ov, v) =0(v, 0) =0. On the other hand, if u#0, then, for yeu, wehave (u,v)=(u,u) 70. Show that (ayily +++ au, 0) ay (u,, ¥) # y(t, v) #0 a CU.) J. The proof is by induction on r, By [RIP,], the result holds for r=1. Suppose r>1. Then et Hef tl VA Catt, FE Oy ats BDF Laat BY Hy (H,, VY # My Cttg, BY Hom Hai, ad) Fa, (1,0). Show that (3 att, 2, b 7) SD abju,u). a ithe 326 J CHAPTER 14 14.69 14.70 14.71 14.72 14.73, 14.74 14.75 FT By Problem 14,7 and [RIP,], (Saas Son) -Salundn9}~Sal$ sa) 4 ZZ edly ud= ZS aarhayr,) iia Show that fu + olf? = Jul]? #2(u,v) + fol, MWe all's (xt out 0) = (uu) + (a0) + (0, u) + (0,0) = (ait) #45 v) + (uy) + hu, v)= ful +2(u, 0) + [ol Show that [[oe— vl]? = [ul]? -2(u, v) + [fol Flu olf = (uo, u~ 0) = (uu) ~ (uv) = (0, u) + (0, 0) = (1 1) ~ (re, v) = (uv) + (0,0) = lal? 2 (u,v) lvl Show that (usu, w~v) = [Jul] ~ Jol]? t (ut ou o) = (usu) ~ (ut) + (0, 4) ~ (v, 0) fill? (x, 0) + (a, 0) ~ ol = ful? — oi, Verify the Paralletogram Law: ju+ ull*+ [lu ol*=2)h|| +2full. [See Fig. 14-2. F Add the equations in Problems 14.69 and 14.70 to get Ju uj? + lu ~ olf 2full*+ 22 7 Pig. 14.2 Verify the following polar form for (1, »} [which shows that the inner product can be obtained from the norm function}: (u,v) = $({fu + uff fu — vl). 4 Subtract the equation in Problem 14.70 from the equation in Problem 14,69 to get {fu + vf]? — lu ~ ull? =4{u, v). Dividing by 4 gives us the result, Problems 14.74-14.80 refer to two inner products f and g on the same vector space V. [Here we use the functional notation far, v) and g(u, v) to denote the inner products of u and v under f and ¢, respectively.) Show that if f and g have equal associated norm functions, i.e,, lvl] = [fel], for every veV, then fag. F Use the polar form of the inner product in Problem 14.73 to get flu, v) = (luc ull ~ []u v2) Alu off, —lu~vl[3)=g(u, 0). Thus f=g. Problems 14.75-14.77 show that the sum fg, defined by (f+ g)(u,v) = lw, ») +e(an ), fs also an inner product on ¥. Show that f+ g satisfies axiom [RIP,], 1 CF ¥ g)(ati, + but, v) = flaw, + but, v) + gan, + bug, v) = aft, 0) + bflitg, v) + age, v) + Belg, v) Ufa.) + glut, v)] + B[ fw, v) + glug, ¥)] [CF + g)ler, v)] + ICE ¥ g)(u,, vy] ‘Thus f+ g satisfies [RIP,]. INNER PRODUCT SPACES, ORTHOGONALITY [] 327 14.76 Show that f +g satisfies exiom [RIP]. TF (f+ glee 0) = flu, 0) + elie ¥) =fl0, uw) +2, =(F +90, u). Thus f+ g satisfies [RIP]. 14.77 Show that fg satisfies axiom [RIP,]. f Suppose u#0. Then f(t, u) and g(u, u) are both positive, Hence (f+ g)(u,u) = fu, u) + g(u, ¥) is positive. Thus f-+g satisies [RIP,]. Problems 14.78-14.80 show that the scalar multiple Xf, defined by (Kf)(u, v) = kg(H, v), is also an inner product on V when k>0. 14.78 Show that kf satisfies [RIP,]- Be (4p) aut, + duty, v) = KL fla, + bury, v)] = KLaflee,, 0) + Bflia, w)] = al Aft, W)] + BUG (uy, vd] = AIH ¥) +b(Af ur, »). Thus fie setisfies (RIP,). 14,79 Show that Bf satisfies [RIP,|- Fe Uf)(u, 2) = kf, v) = Kflv, «) = (EF)(H, v). ‘Thus Af satisfies [RIP,]. 14.80 Show that Af satisfies [RIP,]. I if u#0, then flu, u) is positive. But kis positive. Thus (kf)(w,u) = kf(w, 1) is also positive. Thus Af satisfies [RIP]. 14.3. CAUCHY-SCHWARZ INEQUALITY AND APPLICATIONS “This section uses the following important theorem, proved in Problem 14.92, Theorem 14.1 (Cauchy-Schwarz Inequality): For any vectors u,vEV, (u,v)?=|u*fjljoll for, equivalently, | lull? =25 +1 =26, fol?=449=13. Thus ~ 7 Since cos @ is negative, @ lies in the second quadrant. Pind cos @ for the angle @ between w= (5,1) and v=(~2, 3) in? Problem 14.18. [Compare with Problem 14.88.] 1 Compute (u,v) = 10 154249=—14, fal? 44+6464+27=43. Thus and the inner product defined in 4, U)=25-5-543—18, full : ger 5 80° TiBVE ~~ VE | 190 Find cos @ for the angle @petween fle) =2r—1 and -g(i) : inner product (f, g) = { SOs) ae. 1 Compuce (hem [ar Ayare[t | WP (6A= [GPa and Hel = (552) = 1 Find cos 6 for the angle @ between a=( i), a=(9 3) in the vector space of 22 real ‘matrices with faner product defined by (4, B) =tr(B). [See Problems 14,50-14,53.] 14.92 14.93 14.94 14.95 14.96 INNER PRODUCT SPACES, ORTHOGONALITY [7 329 FT Compute (A,B) =(0+6)+(-1-3)=2, llalP=4ei49+1=15, [[BIP = ‘Thus F1b449= 14, 2 2 008 = SSViE ~ V5I0 Prove Theorem 14.1 (Cauchy-Schwarz): (u,v)? |u|? [lull F For any real number t, (suv, tut v) = P(u,u) +21Qu, v) + (v, 0) = jul? + 2c(u, v) + [lv Let anful2, b=2¢u,v), and c=lfol Since [t+ vl?#0, we have a? br+ c=0 for every value oft, This means that the quadratic polynomial cannot have two real roots, ‘This implies that b* — dacs 0 or Bt4ac. Thus (u,v)? s4[lull olf. Dividing by 4 gives us our result. Remark: The Cauchy-Schwarz inequality for complex inner product spaces appears in Problem 14.233. Problems 14.93+14.95 show that the norm coming from an inner product does satisfy the three axioms of anorm, {See Section 14.10.] Prove (Nik [loll = FM o#0, then (0) 0 and Renee Joll=Veoy>o. If v=0 then (0,0)=0 and so {Jol|= vO=0. Prove [Ny]: kollel F We have [\koll? and |lvll=0 if and only if v=0. ‘kv, kv) = k*(v, v) = ]]u|)?. Taking the square root of both sides gives [N;]. Prove [Nj]: l]u + ol] = [lull + Jo}. FP Using the Cauchy-Schwarz inequality, [ue wll? = (uv, wv) = (at) + (uv) (u,v) + (0, v) = lull? + 2lfeel loll + ull? = (lull + [ivl])*. Taking the square root of both sides yields [1V,]. Axiom [N,] is frequently called the triangle inequality. Why? I Ifwe view uty. as the side of the triangle formed with u and v [as pictured in Fig. 14-3), then [N,] states that the length of one side of a triangle is less than or equal to the sum of the lengths of the other two sides. ute ™ Fig, 143 14.4 ORTHOGONALITY, ORTHOGONAL COMPLEMENTS 14.97 14.98 14.99 Define orthogonality in an inner product space V. I ‘The vectors u,v EV_ are said to be orthogonal or, equivalently, w is said to be orthogonal to v, writen wiv, if (w,v)=0. Show that the relation of orthogonality is symmetric, ie., if ue, then vin. Toit wiv, then (u,v) =0. Hence (v,it)=(u,v)=0 andso viu, Show that 0GV is orthogonal to every vEV. F We have (0,0) = (0v,v) =0(v, v) =0; hence 0 is orthogonal to every vEV. 330 1 CHAPTER 14 14.100 14.101 14.102 14.103 14.104, 14,105 14.106 14.107 Show that if w is orthogonal to every VEV then u~0, Fit (u,v) =0 forevery veV, then (1,u)=0 and hence u=0. Remark: Observe that Problems 14.99 and 14.100 are a restatement that an inner product satisties the nondegeneracy axiom [ND] in Problem 14.66. Suppose u and v are nonzero in V. Show that w and v are orthogonal if and only if they are “perpendicular,” i.e., 8= 1/2 (or 9=90°) where 0 is the angle between uv and v. FF We have w and v are orthogonal iff (u,v) =0 iff cosd=0 iff @=n/2, Show that if w is orthogonal to v, then every scalar multiple of w is aiso orthogonal to v. Tif (uv) =0 then (Aw,0) = (u,v) = k-0=0, as required, Find a unit vector orthogonal to vj =(1,1,2) and v,=(0,1,3) ink # Let w=(x,y,2). We want 0=(w,u)sxty+22 and O= (iv, 0g)=y43z. Thus we obtain the homogeneous system x+y t2z=0, yt3z=0. Set z=1 tofind y=~—3 and x=1; then w= (2,~3,1), Normalize w to obtain the required unit vector" orthogonal t0 v5 and vy: "= wilh = (UV, ~3/VT1, 1). Use cross products (Section 1.12) to find a unit veetor orthogonal to. w=(1,2,3) and v=(3, 1,4). F Find wewxe tom steamy (12 3) wae fw] = (LIV TSS, SIV 19S, -7/V 735), (11,5,-7). Normalize w to obtain the required unit vector Remark: We emphasize that cross products only exist in R° and hence cross products can only be used in R’ in problems involving orthogonality. Suppose W is a subset of V. Define the orthogonal complement of WW, denoted by W+ (tead “W perp") TW consists of those vectors in V which are orthogonal to every wEW; that is, Wi=(ve V:{v,w)=0 for every weW}. Show that W* is a subspace of ¥. F Clearly, DEW". Now suppose wv GW. Then for any abEK and any wEW, (au+bv, w) ma(u,w) + d(v,w) = a-046-0%0. Thus au+bvGW* and therefore W is a subspace of ¥. Let w be a nonzero vector in R*. Give a geometrical description of u*, 1 The subspace 1 is the plane in R® through the origin 0 and perpendicular to the vector u, as pictured in Fig. 14-4, —>y x Fig. 144 INNER PRODUCT SPACES, ORTHOGONALITY 331 14.108 Let w=(1,3,-4) in R* Find a basis for u*. Ff Note u* consists of all vectors (x, y, 2) such that (x, y, 2), (1,3, -4)) or x+3y—42=0. The free variables are y and z, Set _y=—1, 2=0 to obtain the solution w,=(3,—1,0) andset_ y= to bain the solution | ma (4.0, 1). The vectors w, and w, form a Basi forthe colton space Pe the equation and hence a basis for w 14.109 Let W consist of the vectors w= (1,2,3,-1,2) and v=(2,4,7,2,—1) in R% Find a basis of the orthogonal complement W* of W. I We seek all vectors w= (x,y, z,5,1) such that (wu) = xt 2p 432-542 (wy) 2x by + Tet 28— =0 Eliminating x from the second equation, we find the equivalent system xtdy$3z— s42t=0 zH4s~5t=0 “The free variables are y, s, and, Set y=—l, s=0, 1=0 to obtain the solution w,=(2,—1,0,0,0). Set y=0, s=1, 120. to find the solution w,=(13,0,-4,1,0). Set y=0, s=0, f=1 to obtain the solution 1, =(-17,0,5,0,1). The set (v4, a, Wy} is a basis of W*. 14.110 Consider u=(0,1,~2,5) ia R& Find 2 basis for the orthogonal complement «* of u. TF We seek all vectors (x, y, 2, f) in R* such that ((x, ¥4 2,9, Os . “The free variables are x, z, ands, Set x=1, z=0, £=0 to obtain the solution w,=(1,0,0,0). Set x=0, z=1, 1=0 to obtain the solution i7,=(0,2,1,0). Set x=0, z=0, s=1. to obtain the solution 1; =(0,—5,0, 1). ‘The vectors 1,, 2, #3 form a basis of the solution space of the equation and hence a basis for wu’, 14111 Consider a homogeneous system of linear equations over R: 4:8, + Agata AagXy + aay FF ayy yyy F Byas t or in matrix notation AX=0, Recall that the solution space W may be viewed as the kernel of the linear mapping A. Give another interpretation of W using the notion of orthogonality. FH Each solution vector v=(x,,¥21-+-4%,) 18 orthogonal to each row of A, Thus W is the orthogonal ‘complement of the row space of A. 14.112 Show that O* =V. I Each uv €V_ is orthogonal to 0, hence 0* 14.113, Show that ¥* =0, I since (0,v)=0 for every veV, DEVS If wx0, then {uju)#0; hence ugV" Thus ve 14.114 Suppose 7, CW. Show that WCW. To Let weWws. Then (w,v)=0 forevery vEW,. Since WCW, (w,v)=0 forevery vG W,. Thus wEW}, andhence W}CWt 14115 Show that W+ =span(¥) T Since WCspan(W), we have span(W)* CW*, Suppose: wew* and suppose v € span(1V). ‘Then there exist 1), Wayee-) Mp in Wesuch that v= ay, -ta,w,+--hayw,. Then, using we W*, we have (4,8) = (i, GW gig Foot ay Wg) (Uy we) al Wy) bene adie, Wy) = ey OF ayO0+t+4, 0-0, Thus wespan(W)! ‘Accordingly, W* Cspan(W)*. Both inclusions give W+ = span(W’)* SEE’? TE TTT 832 J CHAPTER 14 44116 Show that Wo W4, HF olet weW. Then (wu) =0 for every VEW*; hence weEW*+ Accordingly, WOW, 14.117 Suppose W is a subspace of a finite-dimensional space V. Space that W= Wet, 1 By Theorem 14.11, v= WEW* and, alo, V=wt owe Hence dim W= dim V—dim Wand Gin" = dim V~ im W4. This yields aim W=edim W*2 But WOW** bythe above; hence W- W**, as required. 44.5 ORTHOGONAL SETS AND BASES The following definitions are used throughout the section, Pefinidons: Consider a set $= (uy, tas... 14) of vectors in ‘an inner product space V. § is said to be Grthogonal f each of is vectors are nonzero and if its vectors ane mutually orthogonal, i.e., if (ti) #0 but (uy uy)=0 for Taf Sis said te he orthonormal if 5 is orthogonal and if cach of its vectors have unit length or; in other words, if afi fi Gummo, = {5 inj Sarrnalizing refers to the process of dividing each vector in an ortho, ‘SIs transformed into an orthonormal set S$ which is also orthogonal (orthono:mal), gonal set S by its length so ‘An orthogonal (orthonormal) basis refers to 2 basis 44.118 Show that the followin, 8 SS of vectors in Ris orthogonal: $= (u~=(1,2, -3,4), w=(3,-2,1,1)}. (34,1, -2), (4,0) =34+8~3-8=9 i (4, W) =3-4-344=0 (v, w) =9-841-2 Each pair of vectors is orthogonal; hence 5 is orthogonal. 14119 Nomnatize the orthogonal set S in Problem 14.118 to obtain an orthonormal set, T Divide each vector in $ by its Jength, First find Juli? =144494 16=30, lull? =9+16+14+4=30, IwlP=9444141215, Then LIV30, 2/V30, ~3/\V35, 4130), ba GIV30, 4/V30, L/V30, —2IV30), = (3/V8, ~21V30, VIB UV) Form, the desired orthonormal set of vectors, 14-120 Consider the usual basis of Euclidean 3-space R®: f= fe Orthogonal? Is £ orthonormal? 4H We have (e1,0,)=0, Ces.e,) <0, and es, €5) =0. Ce, ¢,) =1, (é,@)=1, and (€5,@5) = 1. “00,0, = (1,0), €=(0,0,0}. is E Thus E is orthogonal. Furthermore, ‘Thus Eis an orthonormal basis of RS, / f Kemark: The above is true in general; i., the usual baste of R" is orthonormal for every 1, M4121 LetV be the vector space of real continuous fi netions on the interval zs with inner product defined by (f8)= J" fe) de The following set 5 of functions plays a fundam nental role in the theory of Fourier sevies!| $= {1, sin cos, sin 21, ©0821, 4 Is S orthogonal? Is § orthonormal? 1 Sis orthogonal sinc, for any funetion BES, we have f {Og(0) dt=0. On the other hand, $ is cos? rdr= a, 201 orthonormal since, for example, (cos t,¢0s 1) = [ 4.122 Show that an orthogonal set S of vectors is linearly independent, F suppose S=(u,.t3,.-.4u,) and suppose Oye, tage, Fo au, = 0 a ——— ee INNER PRODUCT SPACES, ORTHOGONALITY [ 333 ‘Taking the inner product of (1) with w, we get ag tg, ty) Foe Gy y Wy) = A (tly, ) Fay OE, “0 Since $s orthogonal, (ie, t,) #0; hence a,=0, Similarly, for i=2,...,7, taking the inner product of (1) with 1, 0 (On u,) = Caagey s+ # ayy te) ay (ayy te) Foe hay t,) Hee a Cals Hy) = ay Uys t,). BL (u,.t) #0 and hence a,=0. Thus S is linearly independent. (0, ty) = att, # lly #22 Myles My) = ay Cites Wy) + (ily Hy) Problems 14.123-14.127 refer to the fotlo uz = GB, ~2, I}. ing set Sof vectors in Rs $= {u,= (12,1), t= (21-4) 14.123 Show that S is orthogonal. Pivuye y= 242-450, uyeuy=3—441=0, uy-t=6-2—4=0. Thus $ is orthogonal. 14.124 Is Sa basis of R57 I Since $ is orthogonal it is linearly independent, and any three linearly independent vectors form a basis for R’, 14.125 Write v= (4,1, 18) as @ linear combination of t,, tay Ms. F Set v asa linear combination of u,, 14, u; using unknowns x, ¥, z as follows: (4,1, 18) =x(1,2, 1) + y@, 1, -4) + 23, -2,1) @ Method 1: Expand (1) obtaining the system xb2y$3z—4 0 Qety—2es1 0 xndy 2-18 Solve the system to obtain x=4, y 3, 2=2. Thus v=du,—3u, +215. Method 2: [This method uses the fact that the basis vectors are orthogonal, and the arithmetic is much simpler.] Take the inner product of (1) with u, to get (4, 1, 18)-(1,2,1)=4(1:2, 1)-(1,2,1) or 24% 6x or x=4, [The two lest terms drop out since w, is orthogonal to tz, and to w,.) Take the inner product of (1) with ws, to get (4,1, 18)- (2,1, 4) =, 1,~4)2,1,—4) or ~63=21y oF y=—3. Take the inner product of (1) with ws to got (4,1, 18)" (3, ~2, 1) = 2(3,-2, 1)-(3,-2,1) or 28= dz or 2=2, Thus vadu,—3u,+2u;. 14,126 Write w 3,4,5) asa linear combination of ty, ts, Hy. I Fisst form the equesion (34,5) =3(1,2, 1) +92, 1, 4) +23, -2, 1) Mo ‘Take the inner product of (1) with respect to 1, to get_(3,4,5)-(1,2,1)=a(1,2,1)-(4,2.1)_ or 16 or x==§. Take the inner product of (1) with respect to u, to get (3,4, 5)-(2,1, ~4) = Qs, @,1,-4) or -10=21y or y=—. Take the inner product of (1) with respect to 1, to get 16.4.5)" GB, -2,1)=2G,-2,1)G, 2,1) or GS 14z or z= 4. Thus w= $u,~ Met Huy 14,127 Normalize $ to obtain an orthonormal basis of R°. ! JuIP

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