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Intro To Information Systems Class Notes
Intro To Information Systems Class Notes
Outline. These are the notes of the Inner Product Space lecture.
• Inner Product in Cn
~ Y
Let X, ~ ∈ Cn .
~ Y
(X, ~ ) = x1 y¯1 + x2 y¯2 + ... + xn y¯n = Y
~ ∗X
~
Where y¯i is the complex conjugate of yi .
2 Norm of a vector
Norm represents the absolute Length of a vector
• Norm in Rn q
~ ~ X)
~
p
n 2 2 2
Let X ∈ R then kxk = x1 + x2 + ... + xn = (X,
• Norm in Cn q
Let X ∈ C then kxk = |x1 |2 + |x2 |2 + ... + |xn |2
~ n
√
q
~ X)
= x1 x¯1 + x2 x¯2 + ... + xn x¯n = (X, ~
Let
x1 a1 + ib1
x2 a2 + ib2
x3 a3 + ib3
~ = . =
X .
(1)
. .
. .
xn an + ibn
Then q
kxk = (a21 + b21 ) + (a22 + b22 ) + ... + (a2n + b2n )
v
u n
uX
=⇒ kxk = t a2k + b2k
k=1
1
3 Hermitian Adjoint of a Matrix A
A∗ = ĀT
~ + βY
• Linearity (αX ~ , Z)
~ = α(X,
~ Z)
~ + β(Y
~ , Z)
~ ~ Y
∀ X, ~ ,Z
~ ∈ V and α, β ∈ F
~ X)
• Non-negativity (X, ~ >= 0 ~ ∈V
∀X
~ X)
• Non-degeneracy (X, ~ = 0 if and only if X
~ =0
We verify that the Frobenius Inner Product satisfies all the properties of the inner Product.
5 Lemma
Let X~ ∈ V , then X
~ = 0 iff (X,
~ Y~)=0 ~ ∈V.
∀Y
~
If X = 0,
~ ~y ) = 0 ∀ Y
Then (X, ~ ∈V.
~ Y
Proof: Let (X, ~)=0 ~ ∈ V , then for Y
∀Y ~ = X;
~ i.e.:
~ ~
(X, X) = 0 =⇒ X~ = 0.
Implications
~ Y
• Let X, ~ ∈ V , then
~ ~
(X, Z) = (Y ~ , Z)
~ ∀Z∈V
~ =Y
iff X ~ (Using linearity property of inner spaces)
(X~ −Y ~ , Z)
~ = 0∀Z ~ ∈V.
~
Replacing X by ~x − Y ~ in the lemma;
• Let A, B ∈ L(U, V )
(AX,~ Y
~ ) = (B X,
~ Y~) ~ ∈ U, Y
∀X ~ ∈V
iff A = B.
(AX,~ Y
~ ) = (B X,
~ Y~) ~ Y
=⇒ ((A − B)X, ~ ) = 0.
~
=⇒ (A − B)X = 0 ~
∀X ∈ U .
=⇒ A − B = 0 =⇒ A=B
2
6 Cauchy Schwartz Inequality
Let V be a vector space with inner product.
~ Y
Let X, ~ ∈ U , then
~ ~
(X, Y ) ≤ kXk · kY k
~ − tY
(X ~ ,X
~ − tY
~ ) = (X,
~ X~ − tY
~ ) − (tY
~ ,X
~ − tY~)
~ X)
= (X, ~ − t(X,
~ Y~ ) − t(Y
~ , X)
~ + tt̄(Y
~ ,Y
~)
= kXk2 + |t|2 kY k2 − t̄(X,
~ Y~ ) − t(Y
~ , X)
~ ≥0
~ Y
(X, ~)
Let t = ~ 2 , then
kY k
~ ~ 2 ~ ~ 2
~ ~ ~ ~ ( X, Y ) ( X, Y )
~ ) = kXk2 − (X, Y )(X, Y )
~ − tY
(X ~ ,X
~ − tY
2 +
2 −
2 (X, ~ Y
~)
~
~
~
Y
Y
Y
2
~ ~
(X, Y )
2
= kXk −
2 ≥ 0 ...........(1)
~
Y
~ Y
Note: If X, ~ are two vectors,
~ Y
(X, ~)
cos(θ) = kXk·kY k
~ Y
~)
(X, ~ Y~)≤
~
~
=⇒ |cos(θ)| = kXk·kY k ≤ 1 =⇒ ( X,
X
·
Y