Mathematics.

orthogonality

Inner Product Spaces

Linear Algebra35 minDifficulty5 out of 10

You should know: vector space, orthogonality

Overview

An inner product space is a vector space equipped with an inner product — a function that takes two vectors and returns a scalar, generalizing the familiar dot product. The inner product lets us measure lengths (via the induced norm) and angles (via the sign and size of the inner product), even in abstract spaces like polynomials or functions where 'length' and 'angle' have no obvious geometric meaning otherwise. Every inner product must be symmetric (or conjugate-symmetric over ℂ), linear in one argument, and positive-definite, and it automatically satisfies the Cauchy-Schwarz inequality, which makes the notion of 'angle between vectors' well-defined in any such space.

Intuition

The dot product in ℝⁿ is the most familiar example, but the same idea — a symmetric, bilinear, positive rule for combining two vectors into a number — can be defined on spaces that don't look geometric at all, like polynomials or continuous functions. For instance, defining ⟨f,g⟩ as the integral of f(x)g(x) over an interval turns the space of functions into an inner product space, letting us talk about functions being 'orthogonal' (like sine waves of different frequencies) or measure how 'close' two functions are, exactly as we would with ordinary vectors.

Formal Definition

Definition

An inner product \langle \cdot,\cdot\rangle: V \times V \to \mathbb{R} on a real vector space V satisfies, for all u, v, w \in V and scalars c:

u,v=v,u\langle u,v\rangle = \langle v,u\rangle
Symmetry
u+v,w=u,w+v,w,cu,v=cu,v\langle u+v, w\rangle = \langle u,w\rangle + \langle v,w\rangle, \quad \langle cu,v\rangle = c\langle u,v\rangle
Bilinearity
v,v0, and =0    v=0\langle v,v\rangle \ge 0, \text{ and } = 0 \iff v = \mathbf{0}
Positive definiteness
u,vuv,v=v,v|\langle u,v\rangle| \le \|u\|\,\|v\|, \qquad \|v\| = \sqrt{\langle v,v\rangle}
Cauchy-Schwarz inequality and the induced norm

Worked Examples

  1. Compute the inner product (dot product).

    u,v=1(4)+2(1)+3(2)=42+6=8\langle u,v\rangle = 1(4)+2(-1)+3(2) = 4-2+6 = 8
  2. Compute the norms.

    u=1+4+9=14,v=16+1+4=21\|u\| = \sqrt{1+4+9} = \sqrt{14}, \quad \|v\| = \sqrt{16+1+4} = \sqrt{21}
  3. Check the inequality |⟨u,v⟩| ≤ ‖u‖‖v‖: 8 ≤ √14·√21 = √294 ≈ 17.15.

    829417.158 \le \sqrt{294} \approx 17.15

Answer: ⟨u,v⟩ = 8, and Cauchy-Schwarz holds since 8 ≤ √294 ≈ 17.15.

Practice Problems

Difficulty 4/10

Using the dot product, find ⟨u,v⟩ for u = (2,0,-1), v = (3,1,6), and state whether they are orthogonal.

Difficulty 6/10

On degree-≤1 polynomials with ⟨p,q⟩ = ∫₀¹ p(x)q(x) dx, compute ⟨1,1⟩ and hence the induced norm ‖1‖.

Difficulty 6/10

In Fourier analysis, the inner product ⟨f,g⟩ = ∫ f(x)g(x) dx is used to show sin(x) and sin(2x) are orthogonal on [0, 2π]. Why does this orthogonality matter for decomposing a periodic signal into its frequency components?

Quiz

Which property must an inner product satisfy?
The Cauchy-Schwarz inequality states that:
An inner product can be defined on which of these spaces?

Summary

  • An inner product generalizes the dot product: it must be symmetric, bilinear, and positive-definite.
  • Every inner product induces a norm ‖v‖ = √⟨v,v⟩ and satisfies the Cauchy-Schwarz inequality |⟨u,v⟩| ≤ ‖u‖‖v‖.
  • Inner products extend geometric ideas (length, angle, orthogonality) to abstract spaces like polynomials and functions, underlying Fourier analysis.

References