7 Flashcards
Inner products and orthogonality
For x, y ∈ Rn, the inner product (sometimes called the dot product or scalar product) is
dened to be the number <x, y> given by
<x, y> = xTy = x1y1 + x2y2 + … + xnyn
Nb, The inner product is just a number, not another vector or
a matrix.
An inner product on V is a mapping from (or operation on) pairs of vectors x, y to the real
numbers, the result of which is a real number denoted
<x, y>, which satises the following properties:
(i) <x, x> ≥ 0 for all x ∈ V , and <x, x> = 0 if and only if
- *x** = 0, the zero vector of the vector space
(ii) <x, y> = <y, x> for all x, y ∈ V
(iii) <αx + βy, z> = α<x, z> + β<y, z> for all x, y, z ∈ V and all α,β ∈R.
An inner product space is when
vector space has an inner product defined on it
The norm or length IIxII of a vector x is
IIxII = √<x,x> = √(x12 + x22 + xn2)
This is the standard
Euclidean length of a vector
<x,x> = IIxII2
x and y are
orthogonal if
xTy = 0
<x,y> = 0
x⟂y means x and y are orthogonal
If a set of (non-zero) vectors are pairwise orthogonal
(that is, any two are orthogonal)
then it turns out that the vectors are linearly
independent
{v1, v2, …, vk} is a linearly independent set of vectors if
V is an inner product space and vectors
{v1, v2, …, vk} ∈ V are pairwise orthogonal,
i.e. vi⟂vj where i≠j … so <vi, vj> = 0
A matrix P is
orthogonal if
PT = P-1. Now, this means that PTP = I (which is the condition that means the vectors are length 1 and vs are pairwise orthogonal (vTv =0)
A matrix A is orthogonally diagonsable if there is a
PT = P-1 and PTAP = D
A matrix P is orthogonal if and only if the columns of P form an
orthonormal set of vectors, meaning
When a set of vectors {x1, x2,…, xk} is such that any two are orthogonal and,
furthermore, each has length 1 (IIxiII2 = 1, and so IIxiII = 1
Cauchy-Schwarz inequality
Suppose that V is an inner product space.
Then I<x, y>I ≤ IIxII IIyII
for all x, y ∈ V
Generalised Pythagoras Theorem
IIx + yII2 = IIxII2 + IIyII2
Triangle inequality for norms:
In an inner product space V , if
x, y ∈ V, then
IIx + yII ≤ IIxII + IIyII
The Gram-Schmidt
orthonormalisation process is a way of
producing k vectors that span the same space as
is spanned by {v1, v2,…, vk}, and that form an orthonormal set.
That is, the process produces a set {e1, e2,…, ek} such that:
- Lin {e1, e2,…, ek} = Lin {v1, v2,…, vk}
- {e1, e2,…, ek} is an orthonormal set.
Gram-Schmidt
orthonormalisation process steps:
- Set e1 = v1 / IIv1II
- Define u2 = v2 - <v2,e1>e1
3. Set e2 = u2 / IIu2II
- Define u3 = v3 - <v3,e2>e2 - <v3,e1>e1
5. Set e3 = u3 / IIu3II
- State resulting set {e1, e2,…, ek} is such that:
- Lin {e1, e2,…, ek} = Lin {v1, v2,…, vk}
- {e1, e2,…, ek} is an orthonormal set.
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