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{{short description|Generalization of the dot product; used to define Hilbert spaces}} | |||
An '''inner product space''' is a ] with additional structure, an '''inner product''' or '''scalar product''', which allows to talk about angles and lengths of vectors. Inner product spaces are generalizations of ]. | |||
{{redirect|Inner product|the inner product of coordinate vectors|Dot product}} | |||
] | |||
] | |||
In ], an '''inner product space''' (or, rarely, a '''] pre-Hilbert space'''{{sfn|Trèves|2006|pp=112-125}}{{sfn|Schaefer|Wolff|1999|pp=40-45}}) is a ] or a ] with an ] called an '''inner product'''. The inner product of two vectors in the space is a ], often denoted with ] such as in <math>\langle a, b \rangle</math>. Inner products allow formal definitions of intuitive geometric notions, such as lengths, ]s, and ] (zero inner product) of vectors. Inner product spaces generalize ]s, in which the inner product is the ] or ''scalar product'' of ]. Inner product spaces of infinite ] are widely used in ]. Inner product spaces over the ] of ]s are sometimes referred to as '''unitary spaces'''. The first usage of the concept of a vector space with an inner product is due to ], in 1898.<ref>{{cite journal|last1=Moore|first1=Gregory H.|title=The axiomatization of linear algebra: 1875-1940|journal=Historia Mathematica|date=1995|volume=22|issue=3|pages=262–303|doi=10.1006/hmat.1995.1025|doi-access=free}}</ref> | |||
Formally, an inner product space is a ] or ] vector space ''V'' together with a map ''f'' : ''V'' x ''V'' → ''F'' where ''F'' is the ground field (either '''R''' or '''C'''). We write <''x'', ''y''> instead of ''f''(''x'', ''y'') and require that the following axioms be satisfied: | |||
An inner product naturally induces an associated ], (denoted <math>|x|</math> and <math>|y|</math> in the picture); so, every inner product space is a ]. If this normed space is also ] (that is, a ]) then the inner product space is a ].{{sfn|Trèves|2006|pp=112-125}} If an inner product space {{mvar|H}} is not a Hilbert space, it can be ''extended'' by ] to a Hilbert space <math>\overline{H}.</math> This means that <math>H</math> is a ] of <math>\overline{H},</math> the inner product of <math>H</math> is the ] of that of <math>\overline{H},</math> and <math>H</math> is ] in <math>\overline{H}</math> for the ] defined by the norm.{{sfn|Trèves|2006|pp=112-125}}{{sfn|Schaefer|Wolff|1999|pp=36-72}} | |||
#for any ''x'' in ''V'', <''x'', ''x''> ≥ 0 and <''x'', ''x''> = 0 if and only if ''x'' = 0 | |||
#<''z'', ''ax+y''> = ''a'' <''z'', ''x''> + <''z'', ''y''> for any ''a'' in ''F'' and ''x'', ''y'' in ''V''. | |||
#<''x'', ''y''> = <''y'', ''x''><sup>*</sup> whenever ''x'', ''y'' are in V. Here <sup>*</sup> denotes complex conjugation; if ''F'' = '''R''', we have <''x'', ''y''> = <''y'', ''x''>. | |||
== Definition == | |||
A function which follows the second and third axioms is called a ''sesqui-linear operator'' | |||
In this article, {{math|''F''}} denotes a ] that is either the ]s <math>\R,</math> or the ]s <math>\Complex.</math> A ] is thus an element of {{math|''F''}}. A bar over an expression representing a scalar denotes the ] of this scalar. A zero vector is denoted <math>\mathbf 0</math> for distinguishing it from the scalar {{math|0}}. | |||
(one-and-a-half linear operator). A sesqui-linear operator which is ''positive'' | |||
(<''x'', ''x''> ≥ 0) is called a ''semi inner product''. | |||
An ''inner product'' space is a ] {{math|''V''}} over the field {{math|''F''}} together with an ''inner product'', that is, a map | |||
Note that many authors require an inner product to be linear in the first and conjugate-linear in the second argument, contrary to the convention adopted above. This change is immaterial, but the definition above ensures a smoother connection to the ] popular in ]. | |||
:<math> \langle \cdot, \cdot \rangle : V \times V \to F </math> | |||
that satisfies the following three properties for all vectors <math>x,y,z\in V</math> and all scalars {{nowrap|<math>a,b\in F</math>.<ref name= Jain>{{cite book |title=Functional Analysis |first1=P. K. |last1=Jain |first2=Khalil |last2=Ahmad |chapter-url=https://books.google.com/books?id=yZ68h97pnAkC&pg=PA203 |page=203 |chapter=5.1 Definitions and basic properties of inner product spaces and Hilbert spaces |isbn=81-224-0801-X |year=1995 |edition=2nd |publisher=New Age International}}</ref><ref name="Prugovec̆ki">{{cite book |title=Quantum Mechanics in Hilbert Space |first=Eduard |last=Prugovečki |chapter-url=https://books.google.com/books?id=GxmQxn2PF3IC&pg=PA18 |chapter=Definition 2.1 |pages=18ff |isbn=0-12-566060-X |year=1981 |publisher=Academic Press |edition =2nd}}</ref>}} | |||
* ''Conjugate symmetry'': <math display=block>\langle x, y \rangle = \overline{\langle y, x \rangle}.</math> As <math display="inline"> | |||
Here and in the sequel, we will write ||''x''|| for √<''x'', ''x''>. This is well defined by axiom 1 and is thought of as the length of the vector ''x''. | |||
a = \overline{a} | |||
</math> if and only if <math>a</math> is real, conjugate symmetry implies that <math>\langle x, x \rangle </math> is always a real number. If {{math|''F''}} is <math>\R</math>, conjugate symmetry is just symmetry. | |||
* ] in the first argument:<ref group="Note">By combining the ''linear in the first argument'' property with the ''conjugate symmetry'' property you get ''conjugate-linear in the second argument'': <math display="inline"> \langle x,by \rangle = \langle x,y \rangle \overline{b} </math>. This is how the inner product was originally defined and is used in most mathematical contexts. A different convention has been adopted in theoretical physics and quantum mechanics, originating in the ] notation of ], where the inner product is taken to be ''linear in the second argument'' and ''conjugate-linear in the first argument''; this convention is used in many other domains such as engineering and computer science.</ref> <math display=block> | |||
\langle ax+by, z \rangle = a \langle x, z \rangle + b \langle y, z \rangle.</math> | |||
* ]: if <math>x</math> is not zero, then <math display=block> | |||
\langle x, x \rangle > 0 | |||
</math> (conjugate symmetry implies that <math>\langle x, x \rangle</math> is real). | |||
If the positive-definiteness condition is replaced by merely requiring that <math>\langle x, x \rangle \geq 0</math> for all <math>x</math>, then one obtains the definition of ''positive semi-definite Hermitian form''. A positive semi-definite Hermitian form <math>\langle \cdot, \cdot \rangle</math> is an inner product if and only if for all <math>x</math>, if <math>\langle x, x \rangle = 0</math> then <math>x = \mathbf 0</math>.{{sfn|Schaefer|Wolff|1999|p=44}} | |||
From these axioms, we can conclude the following: | |||
=== Basic properties === | |||
*Theorem (]): |<''x'', ''y''>| ≤ ||''x''||·||''y''|| for any ''x'', ''y'' in ''V'' | |||
In the following properties, which result almost immediately from the definition of an inner product, {{math|''x'', ''y''}} and {{mvar|z}} are arbitrary vectors, and {{mvar|a}} and {{mvar|b}} are arbitrary scalars. | |||
*Theorem (]): ||''x'' + ''y''|| ≤ ||''x''|| + ||''y''|| | |||
*<math>\langle \mathbf{0}, x \rangle=\langle x,\mathbf{0}\rangle=0.</math> | |||
*Theorem (Pythagoras): Whenever ''x'', ''y'' are in ''V'' and <''x'', ''y''> = 0, then ||x||<sup>2</sup> + ||y||<sup>2</sup> = ||x+y||<sup>2</sup>. | |||
*<math> \langle x, x \rangle</math> is real and nonnegative. | |||
*<math>\langle x, x \rangle = 0</math> if and only if <math>x=\mathbf{0}.</math> | |||
*<math>\langle x, ay+bz \rangle= \overline a \langle x, y \rangle + \overline b \langle x, z \rangle.</math><br>This implies that an inner product is a ]. | |||
*<math>\langle x + y, x + y \rangle = \langle x, x \rangle + 2\operatorname{Re}(\langle x, y \rangle) + \langle y, y \rangle,</math> where <math>\operatorname{Re}</math><br>denotes the ] of its argument. | |||
Over <math>\R</math>, conjugate-symmetry reduces to symmetry, and sesquilinearity reduces to bilinearity. Hence an inner product on a real vector space is a ''positive-definite symmetric ]''. The ] of a square becomes | |||
An induction on Pythagoras yields: | |||
: <math>\langle x + y, x + y \rangle = \langle x, x \rangle + 2\langle x, y \rangle + \langle y, y \rangle .</math> | |||
=== Notation === | |||
*Theorem (Pythagoras): If ''x''<sub>1</sub>, ..., ''x''<sub>''n''</sub> are orthogonal vectors, that is, <''x''<sub>''j''</sub>, ''x''<sub>''k''</sub>> = 0 whenever ''j'' ≠ ''k'', then | |||
:∑ ||''x''<sub>''k''</sub>||<sup>2</sup> = ||∑ ''x''<sub>''k''</sub>||<sup>2</sup> | |||
Several notations are used for inner products, including | |||
Because of the triangle inequality and because of axiom 2, we see that ||·|| is a norm which turns ''V'' into a ] and hence also into a ]. The most important inner product spaces are the ones which are complete with respect to this metric; they are called ]. | |||
<math> \langle \cdot, \cdot \rangle </math>, | |||
<math> \left ( \cdot, \cdot \right ) </math>, | |||
<math> \langle \cdot | \cdot \rangle </math> and | |||
<math> \left ( \cdot | \cdot \right ) </math>, as well as the usual dot product. | |||
=== Convention variant === | |||
In view of the Cauchy-Schwarz inequality, we also note that <·,·> is ] from ''V'' x ''V'' to ''F''. This allows us to extend Pythagoras' theorem a tiny bit more, and rename it: | |||
Some authors, especially in ] and ], prefer to define inner products and sesquilinear forms with linearity in the second argument rather than the first. Then the first argument becomes conjugate linear, rather than the second. ] in ] also uses slightly different notation, i.e. <math> \langle \cdot | \cdot \rangle </math>, where <math> \langle x | y \rangle := \left ( y, x \right ) </math>. | |||
*Theorem (Parseval's Identity): If ''x''<sub>''k''</sub> are mutually orthogonal vectors in ''V'' and if ∑ ''x''<sub>''k''</sub> converges to ''x'' in ''V'', then | |||
:∑ ||''x''<sub>''k''</sub>||<sup>2</sup> = ||''x''||<sup>2</sup> | |||
==Examples== | |||
Another consequence of the Cauchy-Schwarz inequality is that it is possible to define the ] φ between two non-zero vectors ''x'' and ''y'' (at least in the case ''F'' = '''R''') by writing | |||
:cos(φ) = <''x'', ''y''> / (||''x''||·||''y''||) | |||
in analogy to the situation in ]. | |||
===Real and complex numbers=== | |||
Several types of maps ''A'' : ''V'' <tt>-></tt> ''W'' between inner product spaces are of relevance: | |||
* ], i.e. ''A''(''ax'' + ''y'') = ''a'' ''A''(''x'') + ''A''(''y'') for all ''a'' in ''F'' and all ''x'' and ''y'' in ''V''. | |||
* ] linear maps, i.e. ''A'' is linear and continuous with respect to the metric defined above, or equivalently, ''A'' is linear and the set { ||''Ax''|| : ''x'' in ''V'' with ||''x''|| ≤ 1 } is bounded. | |||
* Isometries, i.e. ''A'' is linear and <''Ax'', ''Ay''> = <''x'', ''y''> for all ''x'', ''y'' in ''V'', or equivalently, ''A'' is linear and ||''Ax''|| = ||''x''|| for all ''x'' in ''V''. | |||
* Isometrical isomorphism, i.e. ''A'' is a surjective isometry. | |||
Among the simplest examples of inner product spaces are <math>\R</math> and <math>\Complex.</math> | |||
The ]s <math>\R</math> are a vector space over <math>\R</math> that becomes an inner product space with arithmetic multiplication as its inner product: | |||
<math display=block>\langle x, y \rangle := x y \quad \text{ for } x, y \in \R.</math> | |||
The ]s <math>\Complex</math> are a vector space over <math>\Complex</math> that becomes an inner product space with the inner product | |||
<math display=block>\langle x, y \rangle := x \overline{y} \quad \text{ for } x, y \in \Complex.</math> | |||
Unlike with the real numbers, the assignment <math>(x, y) \mapsto x y</math> does {{em|not}} define a complex inner product on <math>\Complex.</math> | |||
===Euclidean vector space=== | |||
More generally, the ] <math>\R^n</math> with the ] is an inner product space, an example of a ]. | |||
<math display=block> | |||
\left\langle | |||
\begin{bmatrix} x_1 \\ \vdots \\ x_n \end{bmatrix}, | |||
\begin{bmatrix} y_1 \\ \vdots \\ y_n \end{bmatrix} | |||
\right\rangle | |||
= x^\textsf{T} y = \sum_{i=1}^n x_i y_i = x_1 y_1 + \cdots + x_n y_n, | |||
</math> | |||
where <math>x^{\operatorname{T}}</math> is the ] of <math>x.</math> | |||
A function <math>\langle \,\cdot, \cdot\, \rangle : \R^n \times \R^n \to \R</math> is an inner product on <math>\R^n</math> if and only if there exists a ] ] <math>\mathbf{M}</math> such that <math>\langle x, y \rangle = x^{\operatorname{T}} \mathbf{M} y</math> for all <math>x, y \in \R^n.</math> If <math>\mathbf{M}</math> is the ] then <math>\langle x, y \rangle = x^{\operatorname{T}} \mathbf{M} y</math> is the dot product. For another example, if <math>n = 2</math> and <math>\mathbf{M} = \begin{bmatrix} a & b \\ b & d \end{bmatrix}</math> is positive-definite (which happens if and only if <math>\det \mathbf{M} = a d - b^2 > 0</math> and one/both diagonal elements are positive) then for any <math>x := \left^{\operatorname{T}}, y := \left^{\operatorname{T}} \in \R^2,</math> | |||
<math display=block>\langle x, y \rangle | |||
:= x^{\operatorname{T}} \mathbf{M} y | |||
= \left \begin{bmatrix} a & b \\ b & d \end{bmatrix} \begin{bmatrix} y_1 \\ y_2 \end{bmatrix} | |||
= a x_1 y_1 + b x_1 y_2 + b x_2 y_1 + d x_2 y_2.</math> | |||
As mentioned earlier, every inner product on <math>\R^2</math> is of this form (where <math>b \in \R, a > 0</math> and <math>d > 0</math> satisfy <math>a d > b^2</math>). | |||
===Complex coordinate space=== | |||
The general form of an inner product on <math>\Complex^n</math> is known as the ] and is given by | |||
<math display=block>\langle x, y \rangle = y^\dagger \mathbf{M} x = \overline{x^\dagger \mathbf{M} y},</math> | |||
where <math>M</math> is any ] ] and <math>y^{\dagger}</math> is the ] of <math>y.</math> For the real case, this corresponds to the dot product of the results of directionally-different ] of the two vectors, with positive ]s and orthogonal directions of scaling. It is a ] version of the dot product with positive weights—up to an orthogonal transformation. | |||
===Hilbert space=== | |||
The article on ] has several examples of inner product spaces, wherein the metric induced by the inner product yields a ]. An example of an inner product space which induces an incomplete metric is the space <math>C()</math> of continuous complex valued functions <math>f</math> and <math>g</math> on the interval <math>.</math> The inner product is | |||
<math display=block>\langle f, g \rangle = \int_a^b f(t) \overline{g(t)} \, \mathrm{d}t.</math> | |||
This space is not complete; consider for example, for the interval {{closed-closed|−1, 1}} the sequence of continuous "step" functions, <math>\{ f_k \}_k,</math> defined by: | |||
<math display=block>f_k(t) = \begin{cases} 0 & t \in \\ 1 & t \in \left \\ kt & t \in \left(0, \tfrac{1}{k}\right) \end{cases}</math> | |||
This sequence is a ] for the norm induced by the preceding inner product, which does not converge to a {{em|continuous}} function. | |||
===Random variables=== | |||
For real ]s <math>X</math> and <math>Y,</math> the ] of their product | |||
<math display="block">\langle X, Y \rangle = \mathbb{E}</math> | |||
is an inner product.<ref>{{cite web|last1=Ouwehand|first1=Peter|title=Spaces of Random Variables|url=http://users.aims.ac.za/~pouw/Lectures/Lecture_Spaces_Random_Variables.pdf|website=AIMS|access-date=2017-09-05|date=November 2010|archive-date=2017-09-05|archive-url=https://web.archive.org/web/20170905225616/http://users.aims.ac.za/~pouw/Lectures/Lecture_Spaces_Random_Variables.pdf|url-status=dead}}</ref><ref>{{cite web|last1=Siegrist|first1=Kyle|title=Vector Spaces of Random Variables|url=http://www.math.uah.edu/stat/expect/Spaces.html|website=Random: Probability, Mathematical Statistics, Stochastic Processes|access-date=2017-09-05|date=1997}}</ref><ref>{{cite thesis|last1=Bigoni|first1=Daniele|title=Uncertainty Quantification with Applications to Engineering Problems|date=2015|type=PhD|publisher=Technical University of Denmark|chapter-url=http://orbit.dtu.dk/files/106969507/phd359_Bigoni_D.pdf|access-date=2017-09-05|chapter=Appendix B: Probability theory and functional spaces}}</ref> In this case, <math>\langle X, X \rangle = 0</math> if and only if <math>\mathbb{P} = 1</math> (that is, <math>X = 0</math> ]), where <math>\mathbb{P}</math> denotes the ] of the event. This definition of expectation as inner product can be extended to ]s as well. | |||
===Complex matrices=== | |||
The inner product for complex square matrices of the same size is the ] <math>\langle A, B \rangle := \operatorname{tr}\left(AB^\dagger\right)</math>. Since trace and transposition are linear and the conjugation is on the second matrix, it is a sesquilinear operator. We further get Hermitian symmetry by, | |||
<math display=block>\langle A, B \rangle = \operatorname{tr}\left(AB^\dagger\right) = \overline{\operatorname{tr}\left(BA^\dagger\right)} = \overline{\left\langle B,A \right\rangle}</math> | |||
Finally, since for <math>A</math> nonzero, <math>\langle A, A\rangle = \sum_{ij} \left|A_{ij}\right|^2 > 0 </math>, we get that the Frobenius inner product is positive definite too, and so is an inner product. | |||
===Vector spaces with forms=== | |||
On an inner product space, or more generally a vector space with a ] (hence an isomorphism <math>V \to V^*</math>), vectors can be sent to covectors (in coordinates, via transpose), so that one can take the inner product and outer product of two vectors—not simply of a vector and a covector. | |||
==Basic results, terminology, and definitions== | |||
===Norm properties {{anchor|Norm}}===<!-- This section is linked from ] --> | |||
Every inner product space induces a ], called its {{em|{{visible anchor|canonical norm}}}}, that is defined by | |||
<math display=block>\|x\| = \sqrt{\langle x, x \rangle}.</math> | |||
With this norm, every inner product space becomes a ]. | |||
So, every general property of normed vector spaces applies to inner product spaces. <!-- In particular, an inner product space is a ], for the distance defined by | |||
<math display=block>d(x, y) = \|y - x\|.</math> --> | |||
In particular, one has the following properties: | |||
{{glossary}} | |||
{{term|]}}{{defn| | |||
<math display=block>\|ax\| = |a| \, \|x\|</math> | |||
for every <math>x \in V</math> and <math>a \in F</math> | |||
(this results from <math>\langle ax, ax \rangle = a\overline a \langle x, x \rangle</math>). | |||
}} | |||
{{term|]}}{{defn| | |||
<math display=block>\|x + y\| \leq \|x\| + \|y\|</math> | |||
for <math>x, y\in V.</math> | |||
These two properties show that one has indeed a norm.}} | |||
{{term|]}}{{defn| | |||
<math display=block>|\langle x, y \rangle| \leq \|x\| \, \|y\|</math> | |||
for every <math>x, y\in V,</math> | |||
with equality if and only if <math>x</math> and <math>y</math> are ]. | |||
}} | |||
{{term|]}}{{defn| | |||
<math display=block>\|x + y\|^2 + \|x - y\|^2 = 2\|x\|^2 + 2\|y\|^2</math> | |||
for every <math>x, y\in V.</math> | |||
The parallelogram law is a necessary and sufficient condition for a norm to be defined by an inner product. | |||
}} | |||
{{term|]}}{{defn| | |||
<math display=block>\|x + y\|^2 = \|x\|^2 + \|y\|^2 + 2\operatorname{Re}\langle x, y \rangle</math> | |||
for every <math>x, y\in V.</math> | |||
The inner product can be retrieved from the norm by the polarization identity, since its imaginary part is the real part of <math>\langle x, iy \rangle.</math> | |||
}} | |||
{{term|]}}{{defn| | |||
<math display=block>\|x - y\| \, \|z\| ~+~ \|y - z\| \, \|x\| ~\geq~ \|x - z\| \, \|y\|</math> | |||
for every <math>x, y,z\in V.</math> | |||
Ptolemy's inequality is a necessary and sufficient condition for a ] to be the norm defined by an inner product.<ref>{{Cite journal|last=Apostol|first=Tom M.|date=1967|title=Ptolemy's Inequality and the Chordal Metric|url=https://www.tandfonline.com/doi/pdf/10.1080/0025570X.1967.11975804|journal=Mathematics Magazine|volume=40|issue=5|pages=233–235|language=en|doi=10.2307/2688275|jstor=2688275}}</ref> | |||
}} | |||
{{glossary end}} | |||
===Orthogonality=== | |||
{{glossary}} | |||
{{term|]}}{{defn| | |||
Two vectors <math>x</math> and <math>y</math> are said to be {{em|{{visible anchor|orthogonal|Orthogonal vectors}}}}, often written <math>x \perp y,</math> if their inner product is zero, that is, if <math>\langle x, y \rangle = 0.</math> <br> | |||
This happens if and only if <math>\|x\| \leq \|x + s y\|</math> for all scalars <math>s,</math>{{sfn|Rudin|1991|pp=306-312}} and if and only if the real-valued function <math>f(s) := \|x + s y\|^2 - \|x\|^2</math> is non-negative. (This is a consequence of the fact that, if <math>y \neq 0</math> then the scalar <math>s_0 = - \tfrac{\overline{\langle x, y \rangle}}{\|y\|^2}</math> minimizes <math>f</math> with value <math>f\left(s_0\right) = - \tfrac{|\langle x, y \rangle|^2}{\|y\|^2},</math> which is always non positive).<br> | |||
For a {{em|complex}} inner product space <math>H,</math> a linear operator <math>T : V \to V</math> is identically <math>0</math> if and only if <math>x \perp T x</math> for every <math>x \in V.</math>{{sfn|Rudin|1991|pp=306-312}} This is not true in general for real inner product spaces, as it is a consequence of conjugate symmetry being distinct from symmetry for complex inner products. A counterexample in a real inner product space is <math>T</math> a 90° rotation in <math>\mathbb{R}^2</math>, which maps every vector to an orthogonal vector but is not identically <math>0</math>. | |||
}} | |||
{{term|]}}{{defn|The ''orthogonal complement'' of a subset <math>C \subseteq V</math> is the set <math>C^{\bot}</math> of the vectors that are orthogonal to all elements of {{mvar|C}}; that is, | |||
<math display=block>C^{\bot} := \{\,y \in V : \langle y, c \rangle = 0 \text{ for all } c \in C\,\}.</math> | |||
This set <math>C^{\bot}</math> is always a closed vector subspace of <math>V</math> and if the ] <math>\operatorname{cl}_V C</math> of <math>C</math> in <math>V</math> is a vector subspace then <math>\operatorname{cl}_V C = \left(C^{\bot}\right)^{\bot}.</math> | |||
}} | |||
{{term|]}}{{defn| | |||
If <math>x</math> and <math>y</math> are orthogonal, then | |||
<math display=block>\|x\|^2 + \|y\|^2 = \|x + y\|^2.</math> | |||
This may be proved by expressing the squared norms in terms of the inner products, using additivity for expanding the right-hand side of the equation.<br> | |||
The name {{em|Pythagorean theorem}} arises from the geometric interpretation in ]. | |||
}} | |||
{{term|]}}{{defn| | |||
An ] on the Pythagorean theorem yields: if <math>x_1, \ldots, x_n</math> are pairwise orthogonal, then | |||
<math display=block>\sum_{i=1}^n \|x_i\|^2 = \left\|\sum_{i=1}^n x_i\right\|^2.</math> | |||
}} | |||
{{term|]}}{{defn| | |||
When <math>\langle x, y \rangle</math> is a real number then the Cauchy–Schwarz inequality implies that <math display=inline>\frac{\langle x, y \rangle}{\|x\| \, \|y\|} \in ,</math> and thus that | |||
<math display=block>\angle(x, y) = \arccos \frac{\langle x, y \rangle}{\|x\| \, \|y\|},</math> | |||
is a real number. This allows defining the (non oriented) {{em|angle}} of two vectors in modern definitions of ] in terms of ]. This is also used in ], under the name "]", for comparing two vectors of data.}} | |||
{{glossary end}} | |||
===Real and complex parts of inner products=== | |||
Suppose that <math>\langle \cdot, \cdot \rangle</math> is an inner product on <math>V</math> (so it is antilinear in its second argument). The ] shows that the ] of the inner product is | |||
<math display=block>\operatorname{Re} \langle x, y \rangle = \frac{1}{4} \left(\|x + y\|^2 - \|x - y\|^2\right).</math> | |||
If <math>V</math> is a real vector space then | |||
<math display=block>\langle x, y \rangle | |||
= \operatorname{Re} \langle x, y \rangle | |||
= \frac{1}{4} \left(\|x + y\|^2 - \|x - y\|^2\right)</math> | |||
and the ] (also called the {{em|complex part}}) of <math>\langle \cdot, \cdot \rangle</math> is always <math>0.</math> | |||
Assume for the rest of this section that <math>V</math> is a complex vector space. | |||
The ] for complex vector spaces shows that | |||
:<math>\begin{alignat}{4} | |||
\langle x, \ y \rangle | |||
&= \frac{1}{4} \left(\|x + y\|^2 - \|x - y\|^2 + i\|x + iy\|^2 - i\|x - iy\|^2 \right) \\ | |||
&= \operatorname{Re} \langle x, y \rangle + i \operatorname{Re} \langle x, i y \rangle. \\ | |||
\end{alignat}</math> | |||
The map defined by <math>\langle x \mid y \rangle = \langle y, x \rangle</math> for all <math>x, y \in V</math> satisfies the axioms of the inner product except that it is antilinear in its {{em|first}}, rather than its second, argument. The real part of both <math>\langle x \mid y \rangle</math> and <math>\langle x, y \rangle</math> are equal to <math>\operatorname{Re} \langle x, y \rangle</math> but the inner products differ in their complex part: | |||
:<math>\begin{alignat}{4} | |||
\langle x \mid y \rangle | |||
&= \frac{1}{4} \left(\|x + y\|^2 - \|x - y\|^2 - i\|x + iy\|^2 + i\|x - iy\|^2 \right) \\ | |||
&= \operatorname{Re} \langle x, y \rangle - i \operatorname{Re} \langle x, i y \rangle. \\ | |||
\end{alignat}</math> | |||
The last equality is similar to the formula ] in terms of its real part. | |||
These formulas show that every complex inner product is completely determined by its real part. Moreover, this real part defines an inner product on <math>V,</math> considered as a real vector space. There is thus a one-to-one correspondence between complex inner products on a complex vector space <math>V,</math> and real inner products on <math>V.</math> | |||
For example, suppose that <math>V = \Complex^n</math> for some integer <math>n > 0.</math> When <math>V</math> is considered as a real vector space in the usual way (meaning that it is identified with the <math>2 n-</math>dimensional real vector space <math>\R^{2n},</math> with each <math>\left(a_1 + i b_1, \ldots, a_n + i b_n\right) \in \Complex^n</math> identified with <math>\left(a_1, b_1, \ldots, a_n, b_n\right) \in \R^{2n}</math>), then the ] <math>x \,\cdot\, y = \left(x_1, \ldots, x_{2n}\right) \, \cdot \, \left(y_1, \ldots, y_{2n}\right) := x_1 y_1 + \cdots + x_{2n} y_{2n}</math> defines a real inner product on this space. The unique complex inner product <math>\langle \,\cdot, \cdot\, \rangle</math> on <math>V = \C^n</math> induced by the dot product is the map that sends <math>c = \left(c_1, \ldots, c_n\right), d = \left(d_1, \ldots, d_n\right) \in \Complex^n</math> to <math>\langle c, d \rangle := c_1 \overline{d_1} + \cdots + c_n \overline{d_n}</math> (because the real part of this map <math>\langle \,\cdot, \cdot\, \rangle</math> is equal to the dot product). | |||
'''Real vs. complex inner products''' | |||
Let <math>V_{\R}</math> denote <math>V</math> considered as a vector space over the real numbers rather than complex numbers. | |||
The ] of the complex inner product <math>\langle x, y \rangle</math> is the map <math>\langle x, y \rangle_{\R} = \operatorname{Re} \langle x, y \rangle ~:~ V_{\R} \times V_{\R} \to \R,</math> which necessarily forms a real inner product on the real vector space <math>V_{\R}.</math> Every inner product on a real vector space is a ] and ]. | |||
For example, if <math>V = \Complex</math> with inner product <math>\langle x, y \rangle = x \overline{y},</math> where <math>V</math> is a vector space over the field <math>\Complex,</math> then <math>V_{\R} = \R^2</math> is a vector space over <math>\R</math> and <math>\langle x, y \rangle_{\R}</math> is the ] <math>x \cdot y,</math> where <math>x = a + i b \in V = \Complex</math> is identified with the point <math>(a, b) \in V_{\R} = \R^2</math> (and similarly for <math>y</math>); thus the standard inner product <math>\langle x, y \rangle = x \overline{y},</math> on <math>\Complex</math> is an "extension" the dot product . Also, had <math>\langle x, y \rangle</math> been instead defined to be the {{EquationNote|Symmetry|symmetric map}} <math>\langle x, y \rangle = x y</math> (rather than the usual {{EquationNote|Conjugate symmetry|conjugate symmetric map}} <math>\langle x, y \rangle = x \overline{y}</math>) then its real part <math>\langle x, y \rangle_{\R}</math> would {{em|not}} be the dot product; furthermore, without the complex conjugate, if <math>x \in \C</math> but <math>x \not\in \R</math> then <math>\langle x, x \rangle = x x = x^2 \not\in [0, \infty)</math> so the assignment <math>x \mapsto \sqrt{\langle x, x \rangle}</math> would not define a norm. | |||
The next examples show that although real and complex inner products have many properties and results in common, they are not entirely interchangeable. | |||
For instance, if <math>\langle x, y \rangle = 0</math> then <math>\langle x, y \rangle_{\R} = 0,</math> but the next example shows that the converse is in general {{em|not}} true. | |||
Given any <math>x \in V,</math> the vector <math>i x</math> (which is the vector <math>x</math> rotated by 90°) belongs to <math>V</math> and so also belongs to <math>V_{\R}</math> (although scalar multiplication of <math>x</math> by <math>i = \sqrt{-1}</math> is not defined in <math>V_{\R},</math> the vector in <math>V</math> denoted by <math>i x</math> is nevertheless still also an element of <math>V_{\R}</math>). For the complex inner product, <math>\langle x, ix \rangle = -i \|x\|^2,</math> whereas for the real inner product the value is always <math>\langle x, ix \rangle_{\R} = 0.</math> | |||
If <math>\langle \,\cdot, \cdot\, \rangle</math> is a complex inner product and <math>A : V \to V</math> is a continuous linear operator that satisfies <math>\langle x, A x \rangle = 0</math> for all <math>x \in V,</math> then <math>A = 0.</math> This statement is no longer true if <math>\langle \,\cdot, \cdot\, \rangle</math> is instead a real inner product, as this next example shows. | |||
Suppose that <math>V = \Complex</math> has the inner product <math>\langle x, y \rangle := x \overline{y}</math> mentioned above. Then the map <math>A : V \to V</math> defined by <math>A x = ix</math> is a linear map (linear for both <math>V</math> and <math>V_{\R}</math>) that denotes rotation by <math>90^{\circ}</math> in the plane. Because <math>x</math> and <math>A x</math> are perpendicular vectors and <math>\langle x, Ax \rangle_{\R}</math> is just the dot product, <math>\langle x, Ax \rangle_{\R} = 0</math> for all vectors <math>x;</math> nevertheless, this rotation map <math>A</math> is certainly not identically <math>0.</math> In contrast, using the complex inner product gives <math>\langle x, Ax \rangle = -i \|x\|^2,</math> which (as expected) is not identically zero. | |||
==Orthonormal sequences== | |||
{{See also|Orthogonal basis|Orthonormal basis}} | |||
Let <math>V</math> be a finite dimensional inner product space of dimension <math>n.</math> Recall that every ] of <math>V</math> consists of exactly <math>n</math> linearly independent vectors. Using the ] we may start with an arbitrary basis and transform it into an orthonormal basis. That is, into a basis in which all the elements are orthogonal and have unit norm. In symbols, a basis <math>\{e_1, \ldots, e_n\}</math> is orthonormal if <math>\langle e_i, e_j \rangle = 0</math> for every <math>i \neq j</math> and <math>\langle e_i, e_i \rangle = \|e_a\|^2 = 1</math> for each index <math>i.</math> | |||
This definition of orthonormal basis generalizes to the case of infinite-dimensional inner product spaces in the following way. Let <math>V</math> be any inner product space. Then a collection | |||
<math display=block>E = \left\{ e_a \right\}_{a \in A}</math> | |||
is a {{em|basis}} for <math>V</math> if the subspace of <math>V</math> generated by finite linear combinations of elements of <math>E</math> is dense in <math>V</math> (in the norm induced by the inner product). Say that <math>E</math> is an {{em|]}} for <math>V</math> if it is a basis and | |||
<math display=block>\left\langle e_{a}, e_{b} \right\rangle = 0</math> | |||
if <math>a \neq b</math> and <math>\langle e_a, e_a \rangle = \|e_a\|^2 = 1</math> for all <math>a, b \in A.</math> | |||
Using an infinite-dimensional analog of the Gram-Schmidt process one may show: | |||
'''Theorem.''' Any ] inner product space has an orthonormal basis. | |||
Using the ] and the fact that in a ] orthogonal projection onto linear subspaces is well-defined, one may also show that | |||
'''Theorem.''' Any ] has an orthonormal basis. | |||
The two previous theorems raise the question of whether all inner product spaces have an orthonormal basis. The answer, it turns out is negative. This is a non-trivial result, and is proved below. The following proof is taken from Halmos's ''A Hilbert Space Problem Book'' (see the references).{{citation needed|date=October 2017}} | |||
:{| class="toccolours collapsible collapsed" width="90%" style="text-align:left" | |||
!Proof | |||
|- | |||
| Recall that the dimension of an inner product space is the ] of a maximal orthonormal system that it contains (by ] it contains at least one, and any two have the same cardinality). An orthonormal basis is certainly a maximal orthonormal system but the converse need not hold in general. If <math>G</math> is a dense subspace of an inner product space <math>V,</math> then any orthonormal basis for <math>G</math> is automatically an orthonormal basis for <math>V.</math> Thus, it suffices to construct an inner product space <math>V</math> with a dense subspace <math>G</math> whose dimension is strictly smaller than that of <math>V.</math> | |||
Let <math>K</math> be a ] of dimension ] (for instance, <math>K = \ell^2(\N)</math>). Let <math>E</math> be an orthonormal basis of <math>K,</math> so <math>|E| = \aleph_0.</math> Extend <math>E</math> to a ] <math>E \cup F</math> for <math>K,</math>where <math>E \cap F = \varnothing.</math> Since it is known that the ] of <math>K</math> is <math>c,</math> the cardinality of the continuum, it must be that <math>|F| = c.</math> | |||
Let <math>L</math> be a Hilbert space of dimension <math>c</math> (for instance, <math>L = \ell^2(\R)</math>). Let <math>B</math> be an orthonormal basis for <math>L</math> and let <math>\varphi : F \to B</math> be a bijection. Then there is a linear transformation <math>T : K \to L</math> such that <math>T f = \varphi(f)</math> for <math>f \in F,</math> and <math>Te = 0</math> for <math>e \in E.</math> | |||
Let <math>V = K \oplus L</math> and let <math>G = \{ (k, T k) : k \in K \}</math> be the graph of <math>T.</math> Let <math>\overline{G}</math> be the closure of <math>G</math> in <math>V</math>; we will show <math>\overline{G} = V.</math> Since for any <math>e \in E</math> we have <math>(e, 0) \in G,</math> it follows that <math>K \oplus 0 \subseteq \overline{G}.</math> | |||
Next, if <math>b \in B,</math> then <math>b = T f</math> for some <math>f \in F \subseteq K,</math> so <math>(f, b) \in G \subseteq \overline{G}</math>; since <math>(f, 0) \in \overline{G}</math> as well, we also have <math>(0, b) \in \overline{G}.</math> It follows that <math>0 \oplus L \subseteq \overline{G},</math> so <math>\overline{G} = V,</math> and <math>G</math> is dense in <math>V.</math> | |||
Finally, <math>\{(e, 0) : e \in E \}</math> is a maximal orthonormal set in <math>G</math>; if | |||
<math display=block>0 = \langle (e, 0), (k, Tk) \rangle = \langle e, k \rangle + \langle 0, Tk \rangle = \langle e, k \rangle</math> | |||
for all <math>e \in E</math> then <math>k = 0,</math> so <math>(k, Tk) = (0, 0)</math> is the zero vector in <math>G.</math> Hence the dimension of <math>G</math> is <math>|E| = \aleph_0,</math> whereas it is clear that the dimension of <math>V</math> is <math>c.</math> This completes the proof. | |||
|} | |||
] leads immediately to the following theorem: | |||
'''Theorem.''' Let <math>V</math> be a separable inner product space and <math>\left\{e_k\right\}_k</math> an orthonormal basis of <math>V.</math> Then the map | |||
<math display=block>x \mapsto \bigl\{\langle e_k, x \rangle\bigr\}_{k \in \N}</math> | |||
is an isometric linear map <math>V \rightarrow \ell^2</math> with a dense image. | |||
This theorem can be regarded as an abstract form of ], in which an arbitrary orthonormal basis plays the role of the sequence of ]s. Note that the underlying index set can be taken to be any countable set (and in fact any set whatsoever, provided <math>\ell^2</math> is defined appropriately, as is explained in the article ]). In particular, we obtain the following result in the theory of Fourier series: | |||
'''Theorem.''' Let <math>V</math> be the inner product space <math>C.</math> Then the sequence (indexed on set of all integers) of continuous functions | |||
<math display=block>e_k(t) = \frac{e^{i k t}}{\sqrt{2 \pi}}</math> | |||
is an orthonormal basis of the space <math>C</math> with the <math>L^2</math> inner product. The mapping | |||
<math display=block>f \mapsto \frac{1}{\sqrt{2 \pi}} \left\{\int_{-\pi}^\pi f(t) e^{-i k t} \, \mathrm{d}t \right\}_{k \in \Z}</math> | |||
is an isometric linear map with dense image. | |||
Orthogonality of the sequence <math>\{ e_k \}_k</math> follows immediately from the fact that if <math>k \neq j,</math> then | |||
<math display=block>\int_{-\pi}^\pi e^{-i (j - k) t} \, \mathrm{d}t = 0.</math> | |||
Normality of the sequence is by design, that is, the coefficients are so chosen so that the norm comes out to 1. Finally the fact that the sequence has a dense algebraic span, in the {{em|inner product norm}}, follows from the fact that the sequence has a dense algebraic span, this time in the space of continuous periodic functions on <math></math> with the uniform norm. This is the content of the ] on the uniform density of trigonometric polynomials. | |||
==Operators on inner product spaces== | |||
{{Main|Operator theory}} | |||
Several types of ] maps <math>A : V \to W</math> between inner product spaces <math>V</math> and <math>W</math> are of relevance: | |||
* {{em|]}}: <math>A : V \to W</math> is linear and continuous with respect to the metric defined above, or equivalently, <math>A</math> is linear and the set of non-negative reals <math>\{ \|Ax\| : \|x\| \leq 1\},</math> where <math>x</math> ranges over the closed unit ball of <math>V,</math> is bounded. | |||
* {{em|Symmetric linear operators}}: <math>A : V \to W</math> is linear and <math>\langle Ax, y \rangle = \langle x, Ay \rangle</math> for all <math>x, y \in V.</math> | |||
* {{em|]}}: <math>A : V \to W</math> satisfies <math>\|A x\| = \|x\|</math> for all <math>x \in V.</math> A {{em|linear isometry}} (resp. an {{em|] isometry}}) is an isometry that is also a linear map (resp. an ]). For inner product spaces, the ] can be used to show that <math>A</math> is an isometry if and only if <math>\langle Ax, Ay \rangle = \langle x, y \rangle</math> for all <math>x, y \in V.</math> All isometries are ]. The ] establishes that every surjective isometry between two {{em|real}} normed spaces is an ]. Consequently, an isometry <math>A</math> between real inner product spaces is a linear map if and only if <math>A(0) = 0.</math> Isometries are ]s between inner product spaces, and morphisms of real inner product spaces are orthogonal transformations (compare with ]). | |||
* {{em|Isometrical isomorphisms}}: <math>A : V \to W</math> is an isometry which is ] (and hence ]). Isometrical isomorphisms are also known as unitary operators (compare with ]). | |||
From the point of view of inner product space theory, there is no need to distinguish between two spaces which are isometrically isomorphic. The ] provides a canonical form for symmetric, unitary and more generally ]s on finite dimensional inner product spaces. A generalization of the spectral theorem holds for continuous normal operators in Hilbert spaces.<ref>{{harvnb|Rudin|1991}}</ref> | |||
==Generalizations== | |||
Any of the axioms of an inner product may be weakened, yielding generalized notions. The generalizations that are closest to inner products occur where bilinearity and conjugate symmetry are retained, but positive-definiteness is weakened. | |||
===Degenerate inner products=== | |||
{{Main|Krein space}} | |||
If <math>V</math> is a vector space and <math>\langle \,\cdot\,, \,\cdot\, \rangle</math> a semi-definite sesquilinear form, then the function: | |||
<math display=block>\|x\| = \sqrt{\langle x, x\rangle}</math> | |||
makes sense and satisfies all the properties of norm except that <math>\|x\| = 0</math> does not imply <math>x = 0</math> (such a functional is then called a ]). We can produce an inner product space by considering the quotient <math>W = V / \{x : \|x\| = 0\}.</math> The sesquilinear form <math>\langle \,\cdot\,, \,\cdot\, \rangle</math> factors through <math>W.</math> | |||
This construction is used in numerous contexts. The ] is a particularly important example of the use of this technique. Another example is the representation of ]s on arbitrary sets. | |||
===Nondegenerate conjugate symmetric forms=== | |||
{{Main|Pseudo-Euclidean space}} | |||
Alternatively, one may require that the pairing be a ], meaning that for all non-zero <math>x \neq 0</math> there exists some <math>y</math> such that <math>\langle x, y \rangle \neq 0,</math> though <math>y</math> need not equal <math>x</math>; in other words, the induced map to the dual space <math>V \to V^*</math> is injective. This generalization is important in ]: a manifold whose tangent spaces have an inner product is a ], while if this is related to nondegenerate conjugate symmetric form the manifold is a ]. By ], just as every inner product is similar to the dot product with positive weights on a set of vectors, every nondegenerate conjugate symmetric form is similar to the dot product with {{em|nonzero}} weights on a set of vectors, and the number of positive and negative weights are called respectively the positive index and negative index. Product of vectors in ] is an example of indefinite inner product, although, technically speaking, it is not an inner product according to the standard definition above. Minkowski space has four ] and indices 3 and 1 (assignment of ] to them ]). | |||
Purely algebraic statements (ones that do not use positivity) usually only rely on the nondegeneracy (the injective homomorphism <math>V \to V^*</math>) and thus hold more generally. | |||
==Related products== | |||
The term "inner product" is opposed to ] (]), which is a slightly more general opposite. Simply, in coordinates, the inner product is the product of a <math>1 \times n</math> {{em|covector}} with an <math>n \times 1</math> vector, yielding a <math>1 \times 1</math> matrix (a scalar), while the outer product is the product of an <math>m \times 1</math> vector with a <math>1 \times n</math> covector, yielding an <math>m \times n</math> matrix. The outer product is defined for different dimensions, while the inner product requires the same dimension. If the dimensions are the same, then the inner product is the {{em|]}} of the outer product (trace only being properly defined for square matrices). In an informal summary: "inner is horizontal times vertical and shrinks down, outer is vertical times horizontal and expands out". | |||
More abstractly, the outer product is the bilinear map <math>W \times V^* \to \hom(V, W)</math> sending a vector and a covector to a rank 1 linear transformation (] of type (1, 1)), while the inner product is the bilinear evaluation map <math>V^* \times V \to F</math> given by evaluating a covector on a vector; the order of the domain vector spaces here reflects the covector/vector distinction. | |||
The inner product and outer product should not be confused with the ] and ], which are instead operations on ]s and ]s, or more generally on the ]. | |||
As a further complication, in ] the inner product and the {{em|exterior}} (Grassmann) product are combined in the geometric product (the Clifford product in a ]) – the inner product sends two vectors (1-vectors) to a scalar (a 0-vector), while the exterior product sends two vectors to a bivector (2-vector) – and in this context the exterior product is usually called the {{em|outer product}} (alternatively, {{em|]}}). The inner product is more correctly called a {{em|scalar}} product in this context, as the nondegenerate quadratic form in question need not be positive definite (need not be an inner product). | |||
==See also== | |||
* {{annotated link|Bilinear form}} | |||
* {{annotated link|Biorthogonal system}} | |||
* {{annotated link|Dual space}} | |||
* {{annotated link|Energetic space}} | |||
* {{annotated link|L-semi-inner product}} | |||
* {{annotated link|Minkowski distance}} | |||
* {{annotated link|Orthogonal basis}} | |||
* {{annotated link|Orthogonal complement}} | |||
* {{annotated link|Orthonormal basis}} | |||
* ] | |||
==Notes== | |||
{{reflist|group="Note"|refs=<!-- | |||
<ref group="Note" name=ConjugateNotation>A line over an expression or symbol, such as <math>\overline{s}</math> or <math>\overline{\langle y, x \rangle},</math> denotes ]. A scalar <math>s</math> is real if and only if <math>s = \overline{s}.</math></ref> | |||
<ref group="Note" name=DefAsPosDefSesquilinear>This is because {{EquationNote|Additivity in the 1st argument|condition (1)}} (that is, linearity in the first argument) and {{EquationNote|Positive definite|positive definiteness}} implies that <math>\langle x, x \rangle</math> is always a real number. And as mentioned before, a sesquilinear form is Hermitian if and only if <math>\langle x, x \rangle</math> is real for all <math>x.</math></ref> | |||
<ref group="Note" name=DefByPolarization>Let <math>R(x, y) := \frac{1}{4} \left(\|x + y\|^2 - \|x - y\|^2\right).</math> If <math>\mathbb{F} = \R</math> then let <math>\langle x,\, y \rangle_P := R(x, y)</math> while if <math>\mathbb{F} = \C</math> then let <math>\langle x,\, y \rangle_P := R(x, y) + i R(x, i y).</math> See the ] article for more details.</ref> | |||
<ref group="Note: name=SuggestsConjHom>If <math>\langle x,\, c y \rangle</math> can be written as <math>\langle x,\, c y \rangle = f(c, y) \langle x,\, y \rangle</math> for some function <math>f</math> (in particular, this assumes that the scalar in front of <math>\langle x,\, y \rangle</math> that results from trying to "pull <math>c</math> out of <math>\langle x,\, c y \rangle</math>" does not depend on <math>x</math>) then <math>\langle y,\, c y \rangle = \overline{c} \langle y,\, y \rangle</math> implies that <math>f(c, y) = \overline{c}</math> (when <math>y \neq 0</math>) and consequently, <math>\langle x,\, c y \rangle = \overline{c} \langle x,\, y \rangle</math> will hold for all <math>x, y, \text{ and } c.</math></ref> | |||
--> | |||
}} | |||
<!-- | |||
'''Proofs''' | |||
{{reflist|group=proof|refs= | |||
<ref group=proof name=ZeroVecProduces0AndRationalHomogeneousProof>{{EquationNote|Homogeneity in the 1st argument}} implies <math> \langle q x, y \rangle = 0 \langle x, y \rangle</math> for all rational <math>q</math> so that <math>\langle \mathbf{0}, y \rangle = \langle 0 y, y \rangle = 0 \langle y, y \rangle = 0.</math> <math>\blacksquare</math> Assume {{EquationNote|Additivity in the 1st argument|additivity in the 1st argument}}. Then <math>\langle \mathbf{0}, y \rangle = \langle \mathbf{0} + \mathbf{0}, y \rangle = \langle \mathbf{0}, y \rangle + \langle \mathbf{0}, y \rangle</math> so adding <math>- \langle \mathbf{0}, y \rangle</math> to both sides proves <math>\langle \mathbf{0}, y \rangle = 0.</math> Consequently, <math>0 = \langle \mathbf{0}, y \rangle = \langle x + (-x), y \rangle = \langle x, y \rangle + \langle -x, y \rangle,</math> which implies <math>\langle - x, y \rangle = - \langle x, y \rangle.</math> Induction shows that <math>\langle m x, y \rangle = m \langle x, y \rangle</math> for all integers <math>m.</math> If <math>n > 0</math> is an integer then <math>\langle x, y \rangle = \langle n \left(\tfrac{1}{n} x\right), y \rangle = n \langle \tfrac{1}{n} x, y \rangle</math> so that <math>\langle \tfrac{1}{n} x, y \rangle = \tfrac{1}{n} \langle x, y \rangle.</math> It follows that <math>\langle q x, y \rangle = q \langle x, y \rangle</math> for all rational <math>q \in \Q.</math> <math>\blacksquare</math> An analogous proof show that {{EquationNote|Additivity in the 2nd argument|additivity in the 2nd argument}} and {{EquationNote|Conjugate homogeneity in the 2nd argument|conjugate homogeneity in the 2nd argument}} each individually imply that <math>\langle x, q y \rangle = q \langle x, y \rangle</math> for all rational <math>q \in \Q.</math></ref> | |||
<ref group=proof name=SesqHermEquivProof>Assume that it is a sesquilinear form that satisfies <math>\langle x, x \rangle \in \R</math> for all <math>x.</math> To conclude that <math>\langle x, y \rangle = \overline{\langle y, x \rangle},</math> it is necessary and sufficient to show that the real parts of <math>\langle y, x \rangle</math> and <math>\langle x, y \rangle</math> are equal and that their imaginary parts are negatives of each other. For all <math>x, y,</math> because <math>\langle x + y, x + y \rangle - \langle x, x \rangle - \langle y, y \rangle = \langle y, x \rangle + \langle x, y \rangle</math> and the left hand side is real, <math>\langle y, x \rangle + \langle x, y \rangle</math> is also real, which implies that the <math>0 = \operatorname{im} \left = \left(\operatorname{im} \langle y, x \rangle\right) + \operatorname{im} \langle x, y \rangle.</math> Similarly, <math>\langle i y, x \rangle + \langle x, i y \rangle \in \R.</math> But sesquilinearity implies <math>\langle i y, x \rangle + \langle x, i y \rangle = i (\langle y, x \rangle - \langle x, y \rangle),</math> which is only possible if the real parts of <math>\langle y, x \rangle</math> and <math>\langle x, y \rangle</math> are equal. <math>\blacksquare</math></ref> | |||
<ref group=proof name=HermSymImpliesRealProof>A complex number <math>c</math> is a real number if and only if <math>c = \overline{c}.</math> Using <math>y = x</math> in {{EquationNote|Conjugate symmetry|condition (2)}} gives <math>\langle x, x \rangle = \overline{\langle x, x \rangle},</math> which implies that <math>\langle x, x \rangle</math> is a real number. <math>\blacksquare</math></ref> | |||
<ref group=proof name=BilinearRangeIsCProof>Assume that <math>\langle \,\cdot, \cdot\, \rangle</math> is a ] and that <math>x \in V</math> satisfies <math>\langle x, x \rangle \neq 0.</math> Let <math>N : \mathbb{F} \to \mathbb{F}</math> be defined by <math>N(c) := \langle c x, c x \rangle</math> where bilinearity implies that <math>N(c) = \langle c x, c x \rangle = c^2 \langle x, x \rangle = c^2 N(1)</math> holds for all scalars <math>c.</math> Since <math>N(1) = \langle x, x \rangle \neq 0,</math> the scalar <math>1/N(1)</math> is well-defined and so <math>N(c) = 0</math> if and only if <math>c = 0.</math> If <math>c \in \Complex</math> is a scalar such that <math>c^2 \not\in \R</math> (which implies <math>c \neq 0</math> and <math>\frac{1}{c^2} \not\in \R</math>) then <math>N(1) \in \R</math> implies <math>N(c) = c^2 N(1) \not\in \R</math> and similarly, <math>N(c) \in \R</math> implies <math>N(1) = \frac{1}{c^2} N(c) \not\in \R;</math> this shows that for such a <math>c,</math> at most one of <math>N(1) \text{ and } N(c)</math> can be real. <math>\blacksquare</math> | |||
If <math>\mathbb{F} = \Complex</math> and <math>s \in \mathbb{F}</math> then pick <math>c \in \Complex</math> such that <math>c^2 = \frac{s}{N(1)},</math> which implies that <math>N(c) = c^2 N(1) = \frac{s}{N(1)} N(1) = s;</math> thus <math>N(\Complex) = \Complex</math> so <math>N : \Complex \to \Complex</math> is surjective. If <math>\mathbb{F} = \R</math> and <math>R(1) > 0</math> (resp. <math>R(1) < 0</math>) then for any <math>s \geq 0</math> (resp. any <math>s \leq 0</math>), <math>N\left(\sqrt{s/N(1)}\right) = s,</math> which shows that <math>N(\R) = </math>). <math>\blacksquare</math></ref> | |||
<ref group=proof name=parallelogramLawSatisfiedProof>Note that <math>\|x+y\|^2 = \langle x+y, x+y\rangle = \langle x, x\rangle + \langle x, y\rangle + \langle y, x\rangle + \langle y, y\rangle</math> and <math>\|x-y\|^2 = \langle x-y, x-y\rangle = \langle x, x\rangle - \langle x, y\rangle - \langle y, x\rangle + \langle y, y\rangle,</math> which implies that <math>\|x+y\|^2 + \|x-y\|^2 = 2\langle x, x\rangle + 2\langle y, y\rangle = 2\|x\|^2 + 2\|y\|^2.</math> This proves that <math>\|\,\cdot\,\|</math> satisfies the ]. It also follows that <math>\|x+y\|^2 = \|x - y\|^2 + 2,</math> which proves that <math>\langle x, y \rangle + \langle y, x \rangle</math> is a real number and thus that its ] is <math>0.</math> This implies that <math>\operatorname{im} \langle x, y \rangle = - \operatorname{im} \langle y, x \rangle.</math> If <math>\mathbb{F} = \Complex</math> then also <math>\langle x, iy \rangle + \langle iy, x \rangle = -.</math> <math>\blacksquare</math></ref> | |||
<ref group=proof name=InnerProductOfxANDixProof>Combining <math>\|i x\| = |i| \|x\| = \|x\|</math> and <math>2\|x\|^2 = |1+i|^2 \, \|x\|^2 = \|(1+i)x\|^2 = \langle x + i x, x + i x \rangle = \|x\|^2 + \langle x, ix \rangle + \langle i x, x \rangle + \|ix\|^2</math> proves that <math>0 = \langle x, ix \rangle + \langle i x, x \rangle.</math> <math>\blacksquare</math></ref> | |||
<ref group=proof name=RealHomIfContinuousProof>Fix <math>x, y \in V.</math> The equality <math>\langle q x, y \rangle = q \langle x, y \rangle</math> will be discussed first. Define <math>L, R : \R \to \mathbb{F}</math> by <math>L(q) := \langle q x, y \rangle</math> and <math>R(q) := q \langle x, y \rangle.</math> Because <math>\langle q x, y \rangle = q \langle x, y \rangle</math> for all <math>q \in \Q,</math> <math>L</math> and <math>R</math> are equal on a ] of <math>\R.</math> Since <math>\langle x, y \rangle</math> is constant, the map <math>R : \R \to \mathbb{F}</math> is continuous (where the ] <math>\mathbb{F},</math> which is either <math>\R</math> or <math>\Complex,</math> has its usual ]). Consequently, if <math>L : \R \to \mathbb{F}</math> is also continuous then <math>L</math> and <math>R</math> will necessarily be equal on all of <math>\R;</math> that is, <math>\langle q x, y \rangle = q \langle x, y \rangle</math> will hold for all {{em|real}} <math>q \in \R.</math> If <math>f : \R \to V \text{ and } g : V \to \mathbb{F}</math> are defined by <math>f(q) := q x</math> and <math>g(v) := \langle v, y \rangle</math> then <math>L = g \circ f.</math> So for <math>L</math> to be continuous, it suffices for there to exist some topology <math>\tau</math> on <math>V</math> that makes both <math>f</math> and <math>g</math> continuous (or even just ]). The map <math>f : \R \to (V, \tau)</math> will automatically be continuous if <math>\tau</math> is a ] topology, such as a topology induced by a norm. The map <math>g : (V, \tau) \to \mathbb{F}</math> will be continuous if <math>\langle \,\cdot, \cdot\, \rangle : V \times V \to \mathbb{F}</math> is ] (which will be true if <math>\langle \,\cdot, \cdot\, \rangle</math> is continuous). The discussion of the equality <math>\langle x, q y \rangle = q \langle x, y \rangle</math> is nearly identical, with the main difference being that <math>L, f, g</math> must be redefined as <math>L(q) := \langle x, q y \rangle,</math> <math>f(q) := q y,</math> and <math>g(v) := \langle x, v \rangle.</math> <math>\blacksquare</math></ref> | |||
<ref group=proof name=LinAndHermSymImplyAntilinearProof>Let <math>x, y, z</math> be vectors and let <math>s</math> be a scalar. Then <math>\langle x, s y \rangle = \overline{\langle s y, x \rangle} = \overline{s} \overline{\langle y, x \rangle} = \overline{s} \langle x, y \rangle</math> and <math>\langle x, y + z \rangle = \overline{\langle y + z, x \rangle} = \overline{\langle y, x \rangle} + \overline{\langle z, x \rangle} = \langle x, y \rangle + \langle x, z \rangle.</math> <math>\blacksquare</math></ref> | |||
}} | |||
--> | |||
==References== | |||
{{reflist}} | |||
==Bibliography== | |||
* {{Cite book|last1=Axler|first1=Sheldon|title=Linear Algebra Done Right|publisher=]|location=Berlin, New York|edition=2nd|isbn=978-0-387-98258-8|year=1997}} | |||
* {{cite book|first=Jean|last=Dieudonné|author-link=Jean Dieudonné|title=Treatise on Analysis, Vol. I |publisher=]|year=1969|isbn=978-1-4067-2791-3|edition=2nd}} | |||
* {{Cite book|last1=Emch|first1=Gerard G.|title=Algebraic Methods in Statistical Mechanics and Quantum Field Theory|publisher=]|isbn=978-0-471-23900-0|year=1972}} | |||
* {{Halmos A Hilbert Space Problem Book 1982}} <!-- {{sfn|Halmos|1982|pp=}} --> | |||
* {{Lax Functional Analysis}} <!-- {{sfn|Lax|2002|p=}} --> | |||
* {{Rudin Walter Functional Analysis|edition=2}} <!-- {{sfn|Rudin|1991|p=}} --> | |||
* {{Schaefer Wolff Topological Vector Spaces|edition=2}} <!-- {{sfn|Schaefer|Wolff|1999|p=}} --> | |||
* {{Schechter Handbook of Analysis and Its Foundations}} <!-- {{sfn|Schechter|1996|p=}} --> | |||
* {{Swartz An Introduction to Functional Analysis}} <!-- {{sfn|Swartz|1992|p=}} --> | |||
* {{Trèves François Topological vector spaces, distributions and kernels}} <!-- {{sfn|Trèves|2006|p=}} --> | |||
* {{Cite book|last1=Young|first1=Nicholas|title=An Introduction to Hilbert Space|publisher=]|isbn=978-0-521-33717-5|year=1988}} | |||
* Zamani, A.; Moslehian, M.S.; & Frank, M. (2015) "Angle Preserving Mappings", ''Journal of Analysis and Applications'' 34: 485 to 500 {{doi|10.4171/ZAA/1551}} | |||
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Latest revision as of 00:51, 3 December 2024
Generalization of the dot product; used to define Hilbert spaces "Inner product" redirects here. For the inner product of coordinate vectors, see Dot product.In mathematics, an inner product space (or, rarely, a Hausdorff pre-Hilbert space) is a real vector space or a complex vector space with an operation called an inner product. The inner product of two vectors in the space is a scalar, often denoted with angle brackets such as in . Inner products allow formal definitions of intuitive geometric notions, such as lengths, angles, and orthogonality (zero inner product) of vectors. Inner product spaces generalize Euclidean vector spaces, in which the inner product is the dot product or scalar product of Cartesian coordinates. Inner product spaces of infinite dimension are widely used in functional analysis. Inner product spaces over the field of complex numbers are sometimes referred to as unitary spaces. The first usage of the concept of a vector space with an inner product is due to Giuseppe Peano, in 1898.
An inner product naturally induces an associated norm, (denoted and in the picture); so, every inner product space is a normed vector space. If this normed space is also complete (that is, a Banach space) then the inner product space is a Hilbert space. If an inner product space H is not a Hilbert space, it can be extended by completion to a Hilbert space This means that is a linear subspace of the inner product of is the restriction of that of and is dense in for the topology defined by the norm.
Definition
In this article, F denotes a field that is either the real numbers or the complex numbers A scalar is thus an element of F. A bar over an expression representing a scalar denotes the complex conjugate of this scalar. A zero vector is denoted for distinguishing it from the scalar 0.
An inner product space is a vector space V over the field F together with an inner product, that is, a map
that satisfies the following three properties for all vectors and all scalars .
- Conjugate symmetry: As if and only if is real, conjugate symmetry implies that is always a real number. If F is , conjugate symmetry is just symmetry.
- Linearity in the first argument:
- Positive-definiteness: if is not zero, then (conjugate symmetry implies that is real).
If the positive-definiteness condition is replaced by merely requiring that for all , then one obtains the definition of positive semi-definite Hermitian form. A positive semi-definite Hermitian form is an inner product if and only if for all , if then .
Basic properties
In the following properties, which result almost immediately from the definition of an inner product, x, y and z are arbitrary vectors, and a and b are arbitrary scalars.
- is real and nonnegative.
- if and only if
This implies that an inner product is a sesquilinear form.- where
denotes the real part of its argument.
Over , conjugate-symmetry reduces to symmetry, and sesquilinearity reduces to bilinearity. Hence an inner product on a real vector space is a positive-definite symmetric bilinear form. The binomial expansion of a square becomes
Notation
Several notations are used for inner products, including , , and , as well as the usual dot product.
Convention variant
Some authors, especially in physics and matrix algebra, prefer to define inner products and sesquilinear forms with linearity in the second argument rather than the first. Then the first argument becomes conjugate linear, rather than the second. Bra-ket notation in quantum mechanics also uses slightly different notation, i.e. , where .
Examples
Real and complex numbers
Among the simplest examples of inner product spaces are and The real numbers are a vector space over that becomes an inner product space with arithmetic multiplication as its inner product:
The complex numbers are a vector space over that becomes an inner product space with the inner product Unlike with the real numbers, the assignment does not define a complex inner product on
Euclidean vector space
More generally, the real -space with the dot product is an inner product space, an example of a Euclidean vector space. where is the transpose of
A function is an inner product on if and only if there exists a symmetric positive-definite matrix such that for all If is the identity matrix then is the dot product. For another example, if and is positive-definite (which happens if and only if and one/both diagonal elements are positive) then for any As mentioned earlier, every inner product on is of this form (where and satisfy ).
Complex coordinate space
The general form of an inner product on is known as the Hermitian form and is given by where is any Hermitian positive-definite matrix and is the conjugate transpose of For the real case, this corresponds to the dot product of the results of directionally-different scaling of the two vectors, with positive scale factors and orthogonal directions of scaling. It is a weighted-sum version of the dot product with positive weights—up to an orthogonal transformation.
Hilbert space
The article on Hilbert spaces has several examples of inner product spaces, wherein the metric induced by the inner product yields a complete metric space. An example of an inner product space which induces an incomplete metric is the space of continuous complex valued functions and on the interval The inner product is This space is not complete; consider for example, for the interval [−1, 1] the sequence of continuous "step" functions, defined by:
This sequence is a Cauchy sequence for the norm induced by the preceding inner product, which does not converge to a continuous function.
Random variables
For real random variables and the expected value of their product is an inner product. In this case, if and only if (that is, almost surely), where denotes the probability of the event. This definition of expectation as inner product can be extended to random vectors as well.
Complex matrices
The inner product for complex square matrices of the same size is the Frobenius inner product . Since trace and transposition are linear and the conjugation is on the second matrix, it is a sesquilinear operator. We further get Hermitian symmetry by, Finally, since for nonzero, , we get that the Frobenius inner product is positive definite too, and so is an inner product.
Vector spaces with forms
On an inner product space, or more generally a vector space with a nondegenerate form (hence an isomorphism ), vectors can be sent to covectors (in coordinates, via transpose), so that one can take the inner product and outer product of two vectors—not simply of a vector and a covector.
Basic results, terminology, and definitions
Norm properties
Every inner product space induces a norm, called its canonical norm, that is defined by With this norm, every inner product space becomes a normed vector space.
So, every general property of normed vector spaces applies to inner product spaces. In particular, one has the following properties:
- Absolute homogeneity
- for every and (this results from ).
- Triangle inequality
- for These two properties show that one has indeed a norm.
- Cauchy–Schwarz inequality
- for every with equality if and only if and are linearly dependent.
- Parallelogram law
- for every The parallelogram law is a necessary and sufficient condition for a norm to be defined by an inner product.
- Polarization identity
- for every The inner product can be retrieved from the norm by the polarization identity, since its imaginary part is the real part of
- Ptolemy's inequality
- for every Ptolemy's inequality is a necessary and sufficient condition for a seminorm to be the norm defined by an inner product.
Orthogonality
- Orthogonality
-
Two vectors and are said to be orthogonal, often written if their inner product is zero, that is, if
This happens if and only if for all scalars and if and only if the real-valued function is non-negative. (This is a consequence of the fact that, if then the scalar minimizes with value which is always non positive).
For a complex inner product space a linear operator is identically if and only if for every This is not true in general for real inner product spaces, as it is a consequence of conjugate symmetry being distinct from symmetry for complex inner products. A counterexample in a real inner product space is a 90° rotation in , which maps every vector to an orthogonal vector but is not identically . - Orthogonal complement
- The orthogonal complement of a subset is the set of the vectors that are orthogonal to all elements of C; that is, This set is always a closed vector subspace of and if the closure of in is a vector subspace then
- Pythagorean theorem
-
If and are orthogonal, then
This may be proved by expressing the squared norms in terms of the inner products, using additivity for expanding the right-hand side of the equation.
The name Pythagorean theorem arises from the geometric interpretation in Euclidean geometry. - Parseval's identity
- An induction on the Pythagorean theorem yields: if are pairwise orthogonal, then
- Angle
- When is a real number then the Cauchy–Schwarz inequality implies that and thus that is a real number. This allows defining the (non oriented) angle of two vectors in modern definitions of Euclidean geometry in terms of linear algebra. This is also used in data analysis, under the name "cosine similarity", for comparing two vectors of data.
Real and complex parts of inner products
Suppose that is an inner product on (so it is antilinear in its second argument). The polarization identity shows that the real part of the inner product is
If is a real vector space then and the imaginary part (also called the complex part) of is always
Assume for the rest of this section that is a complex vector space. The polarization identity for complex vector spaces shows that
The map defined by for all satisfies the axioms of the inner product except that it is antilinear in its first, rather than its second, argument. The real part of both and are equal to but the inner products differ in their complex part:
The last equality is similar to the formula expressing a linear functional in terms of its real part.
These formulas show that every complex inner product is completely determined by its real part. Moreover, this real part defines an inner product on considered as a real vector space. There is thus a one-to-one correspondence between complex inner products on a complex vector space and real inner products on
For example, suppose that for some integer When is considered as a real vector space in the usual way (meaning that it is identified with the dimensional real vector space with each identified with ), then the dot product defines a real inner product on this space. The unique complex inner product on induced by the dot product is the map that sends to (because the real part of this map is equal to the dot product).
Real vs. complex inner products
Let denote considered as a vector space over the real numbers rather than complex numbers. The real part of the complex inner product is the map which necessarily forms a real inner product on the real vector space Every inner product on a real vector space is a bilinear and symmetric map.
For example, if with inner product where is a vector space over the field then is a vector space over and is the dot product where is identified with the point (and similarly for ); thus the standard inner product on is an "extension" the dot product . Also, had been instead defined to be the symmetric map (rather than the usual conjugate symmetric map ) then its real part would not be the dot product; furthermore, without the complex conjugate, if but then so the assignment would not define a norm.
The next examples show that although real and complex inner products have many properties and results in common, they are not entirely interchangeable. For instance, if then but the next example shows that the converse is in general not true. Given any the vector (which is the vector rotated by 90°) belongs to and so also belongs to (although scalar multiplication of by is not defined in the vector in denoted by is nevertheless still also an element of ). For the complex inner product, whereas for the real inner product the value is always
If is a complex inner product and is a continuous linear operator that satisfies for all then This statement is no longer true if is instead a real inner product, as this next example shows. Suppose that has the inner product mentioned above. Then the map defined by is a linear map (linear for both and ) that denotes rotation by in the plane. Because and are perpendicular vectors and is just the dot product, for all vectors nevertheless, this rotation map is certainly not identically In contrast, using the complex inner product gives which (as expected) is not identically zero.
Orthonormal sequences
See also: Orthogonal basis and Orthonormal basisLet be a finite dimensional inner product space of dimension Recall that every basis of consists of exactly linearly independent vectors. Using the Gram–Schmidt process we may start with an arbitrary basis and transform it into an orthonormal basis. That is, into a basis in which all the elements are orthogonal and have unit norm. In symbols, a basis is orthonormal if for every and for each index
This definition of orthonormal basis generalizes to the case of infinite-dimensional inner product spaces in the following way. Let be any inner product space. Then a collection is a basis for if the subspace of generated by finite linear combinations of elements of is dense in (in the norm induced by the inner product). Say that is an orthonormal basis for if it is a basis and if and for all
Using an infinite-dimensional analog of the Gram-Schmidt process one may show:
Theorem. Any separable inner product space has an orthonormal basis.
Using the Hausdorff maximal principle and the fact that in a complete inner product space orthogonal projection onto linear subspaces is well-defined, one may also show that
Theorem. Any complete inner product space has an orthonormal basis.
The two previous theorems raise the question of whether all inner product spaces have an orthonormal basis. The answer, it turns out is negative. This is a non-trivial result, and is proved below. The following proof is taken from Halmos's A Hilbert Space Problem Book (see the references).
Proof Recall that the dimension of an inner product space is the cardinality of a maximal orthonormal system that it contains (by Zorn's lemma it contains at least one, and any two have the same cardinality). An orthonormal basis is certainly a maximal orthonormal system but the converse need not hold in general. If is a dense subspace of an inner product space then any orthonormal basis for is automatically an orthonormal basis for Thus, it suffices to construct an inner product space with a dense subspace whose dimension is strictly smaller than that of Let be a Hilbert space of dimension (for instance, ). Let be an orthonormal basis of so Extend to a Hamel basis for where Since it is known that the Hamel dimension of is the cardinality of the continuum, it must be that
Let be a Hilbert space of dimension (for instance, ). Let be an orthonormal basis for and let be a bijection. Then there is a linear transformation such that for and for
Let and let be the graph of Let be the closure of in ; we will show Since for any we have it follows that
Next, if then for some so ; since as well, we also have It follows that so and is dense in
Finally, is a maximal orthonormal set in ; if for all then so is the zero vector in Hence the dimension of is whereas it is clear that the dimension of is This completes the proof.
Parseval's identity leads immediately to the following theorem:
Theorem. Let be a separable inner product space and an orthonormal basis of Then the map is an isometric linear map with a dense image.
This theorem can be regarded as an abstract form of Fourier series, in which an arbitrary orthonormal basis plays the role of the sequence of trigonometric polynomials. Note that the underlying index set can be taken to be any countable set (and in fact any set whatsoever, provided is defined appropriately, as is explained in the article Hilbert space). In particular, we obtain the following result in the theory of Fourier series:
Theorem. Let be the inner product space Then the sequence (indexed on set of all integers) of continuous functions is an orthonormal basis of the space with the inner product. The mapping is an isometric linear map with dense image.
Orthogonality of the sequence follows immediately from the fact that if then
Normality of the sequence is by design, that is, the coefficients are so chosen so that the norm comes out to 1. Finally the fact that the sequence has a dense algebraic span, in the inner product norm, follows from the fact that the sequence has a dense algebraic span, this time in the space of continuous periodic functions on with the uniform norm. This is the content of the Weierstrass theorem on the uniform density of trigonometric polynomials.
Operators on inner product spaces
Main article: Operator theorySeveral types of linear maps between inner product spaces and are of relevance:
- Continuous linear maps: is linear and continuous with respect to the metric defined above, or equivalently, is linear and the set of non-negative reals where ranges over the closed unit ball of is bounded.
- Symmetric linear operators: is linear and for all
- Isometries: satisfies for all A linear isometry (resp. an antilinear isometry) is an isometry that is also a linear map (resp. an antilinear map). For inner product spaces, the polarization identity can be used to show that is an isometry if and only if for all All isometries are injective. The Mazur–Ulam theorem establishes that every surjective isometry between two real normed spaces is an affine transformation. Consequently, an isometry between real inner product spaces is a linear map if and only if Isometries are morphisms between inner product spaces, and morphisms of real inner product spaces are orthogonal transformations (compare with orthogonal matrix).
- Isometrical isomorphisms: is an isometry which is surjective (and hence bijective). Isometrical isomorphisms are also known as unitary operators (compare with unitary matrix).
From the point of view of inner product space theory, there is no need to distinguish between two spaces which are isometrically isomorphic. The spectral theorem provides a canonical form for symmetric, unitary and more generally normal operators on finite dimensional inner product spaces. A generalization of the spectral theorem holds for continuous normal operators in Hilbert spaces.
Generalizations
Any of the axioms of an inner product may be weakened, yielding generalized notions. The generalizations that are closest to inner products occur where bilinearity and conjugate symmetry are retained, but positive-definiteness is weakened.
Degenerate inner products
Main article: Krein spaceIf is a vector space and a semi-definite sesquilinear form, then the function: makes sense and satisfies all the properties of norm except that does not imply (such a functional is then called a semi-norm). We can produce an inner product space by considering the quotient The sesquilinear form factors through
This construction is used in numerous contexts. The Gelfand–Naimark–Segal construction is a particularly important example of the use of this technique. Another example is the representation of semi-definite kernels on arbitrary sets.
Nondegenerate conjugate symmetric forms
Main article: Pseudo-Euclidean spaceAlternatively, one may require that the pairing be a nondegenerate form, meaning that for all non-zero there exists some such that though need not equal ; in other words, the induced map to the dual space is injective. This generalization is important in differential geometry: a manifold whose tangent spaces have an inner product is a Riemannian manifold, while if this is related to nondegenerate conjugate symmetric form the manifold is a pseudo-Riemannian manifold. By Sylvester's law of inertia, just as every inner product is similar to the dot product with positive weights on a set of vectors, every nondegenerate conjugate symmetric form is similar to the dot product with nonzero weights on a set of vectors, and the number of positive and negative weights are called respectively the positive index and negative index. Product of vectors in Minkowski space is an example of indefinite inner product, although, technically speaking, it is not an inner product according to the standard definition above. Minkowski space has four dimensions and indices 3 and 1 (assignment of "+" and "−" to them differs depending on conventions).
Purely algebraic statements (ones that do not use positivity) usually only rely on the nondegeneracy (the injective homomorphism ) and thus hold more generally.
Related products
The term "inner product" is opposed to outer product (tensor product), which is a slightly more general opposite. Simply, in coordinates, the inner product is the product of a covector with an vector, yielding a matrix (a scalar), while the outer product is the product of an vector with a covector, yielding an matrix. The outer product is defined for different dimensions, while the inner product requires the same dimension. If the dimensions are the same, then the inner product is the trace of the outer product (trace only being properly defined for square matrices). In an informal summary: "inner is horizontal times vertical and shrinks down, outer is vertical times horizontal and expands out".
More abstractly, the outer product is the bilinear map sending a vector and a covector to a rank 1 linear transformation (simple tensor of type (1, 1)), while the inner product is the bilinear evaluation map given by evaluating a covector on a vector; the order of the domain vector spaces here reflects the covector/vector distinction.
The inner product and outer product should not be confused with the interior product and exterior product, which are instead operations on vector fields and differential forms, or more generally on the exterior algebra.
As a further complication, in geometric algebra the inner product and the exterior (Grassmann) product are combined in the geometric product (the Clifford product in a Clifford algebra) – the inner product sends two vectors (1-vectors) to a scalar (a 0-vector), while the exterior product sends two vectors to a bivector (2-vector) – and in this context the exterior product is usually called the outer product (alternatively, wedge product). The inner product is more correctly called a scalar product in this context, as the nondegenerate quadratic form in question need not be positive definite (need not be an inner product).
See also
- Bilinear form – Scalar-valued bilinear function
- Biorthogonal system
- Dual space – In mathematics, vector space of linear forms
- Energetic space – subspace of a given real Hilbert space equipped with a new "energetic" inner productPages displaying wikidata descriptions as a fallback
- L-semi-inner product – Generalization of inner products that applies to all normed spaces
- Minkowski distance – Mathematical metric in normed vector space
- Orthogonal basis – Basis for v whose vectors are mutually orthogonal
- Orthogonal complement – Concept in linear algebra
- Orthonormal basis – Specific linear basis (mathematics)
- Riemannian manifold
Notes
- By combining the linear in the first argument property with the conjugate symmetry property you get conjugate-linear in the second argument: . This is how the inner product was originally defined and is used in most mathematical contexts. A different convention has been adopted in theoretical physics and quantum mechanics, originating in the bra-ket notation of Paul Dirac, where the inner product is taken to be linear in the second argument and conjugate-linear in the first argument; this convention is used in many other domains such as engineering and computer science.
References
- ^ Trèves 2006, pp. 112–125.
- Schaefer & Wolff 1999, pp. 40–45.
- Moore, Gregory H. (1995). "The axiomatization of linear algebra: 1875-1940". Historia Mathematica. 22 (3): 262–303. doi:10.1006/hmat.1995.1025.
- Schaefer & Wolff 1999, pp. 36–72.
- Jain, P. K.; Ahmad, Khalil (1995). "5.1 Definitions and basic properties of inner product spaces and Hilbert spaces". Functional Analysis (2nd ed.). New Age International. p. 203. ISBN 81-224-0801-X.
- Prugovečki, Eduard (1981). "Definition 2.1". Quantum Mechanics in Hilbert Space (2nd ed.). Academic Press. pp. 18ff. ISBN 0-12-566060-X.
- Schaefer & Wolff 1999, p. 44.
- Ouwehand, Peter (November 2010). "Spaces of Random Variables" (PDF). AIMS. Archived from the original (PDF) on 2017-09-05. Retrieved 2017-09-05.
- Siegrist, Kyle (1997). "Vector Spaces of Random Variables". Random: Probability, Mathematical Statistics, Stochastic Processes. Retrieved 2017-09-05.
- Bigoni, Daniele (2015). "Appendix B: Probability theory and functional spaces" (PDF). Uncertainty Quantification with Applications to Engineering Problems (PhD). Technical University of Denmark. Retrieved 2017-09-05.
- Apostol, Tom M. (1967). "Ptolemy's Inequality and the Chordal Metric". Mathematics Magazine. 40 (5): 233–235. doi:10.2307/2688275. JSTOR 2688275.
- ^ Rudin 1991, pp. 306–312.
- Rudin 1991
Bibliography
- Axler, Sheldon (1997). Linear Algebra Done Right (2nd ed.). Berlin, New York: Springer-Verlag. ISBN 978-0-387-98258-8.
- Dieudonné, Jean (1969). Treatise on Analysis, Vol. I (2nd ed.). Academic Press. ISBN 978-1-4067-2791-3.
- Emch, Gerard G. (1972). Algebraic Methods in Statistical Mechanics and Quantum Field Theory. Wiley-Interscience. ISBN 978-0-471-23900-0.
- Halmos, Paul R. (8 November 1982). A Hilbert Space Problem Book. Graduate Texts in Mathematics. Vol. 19 (2nd ed.). New York: Springer-Verlag. ISBN 978-0-387-90685-0. OCLC 8169781.
- Lax, Peter D. (2002). Functional Analysis (PDF). Pure and Applied Mathematics. New York: Wiley-Interscience. ISBN 978-0-471-55604-6. OCLC 47767143. Retrieved July 22, 2020.
- Rudin, Walter (1991). Functional Analysis. International Series in Pure and Applied Mathematics. Vol. 8 (Second ed.). New York, NY: McGraw-Hill Science/Engineering/Math. ISBN 978-0-07-054236-5. OCLC 21163277.
- Schaefer, Helmut H.; Wolff, Manfred P. (1999). Topological Vector Spaces. GTM. Vol. 8 (Second ed.). New York, NY: Springer New York Imprint Springer. ISBN 978-1-4612-7155-0. OCLC 840278135.
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