Inner Product Spaces

Definition : An inner product on a vector space 𝑉 is a function

that associates a real number < 𝒖, 𝒗 > with each pair of vectors
in 𝑉 in such a way that the following axioms are satisfied for all
vectors 𝒖, 𝒗, 𝒘 in 𝑉 and all scalers 𝑘.
1. < 𝒖, 𝒗 > =< 𝒗, 𝒖 > [Symmetry axiom]
2. < 𝒖 + 𝒗, 𝒘 > =< 𝒖, 𝒘 >+< 𝒗, 𝒘 > [Additive axiom]

3. < 𝑘𝒖, 𝒗 > = 𝑘 < 𝒖, 𝒗 >

4. < 𝒗, 𝒗 > ≥ 0 and < 𝒗, 𝒗 > = 0 if and only if 𝒗 = 𝟎
[Positivity axiom]
 Inner Product Spaces

Definition : If 𝑉 = 𝑅𝑛 and inner product define on 𝑉 as

< 𝒖, 𝒗 > = 𝒖. 𝒗 = 𝑢1 𝑣1 + 𝑢2 𝑣2 +. . . . 𝑢𝑛 𝑣𝑛
This inner product is called Euclidian inner product (or Standard
inner product) on 𝑅𝑛 . We call 𝑅𝑛 with Euclidian inner product
Euclidian n-space.
 Inner Product Spaces

Definition: If 𝑉 is a inner product space, then the norm

(or length) of a vector 𝒗 in 𝑉 is denoted by 𝒗 and defined by
𝒗 = < 𝒗, 𝒗 >
A vector of norm 1 is called a unit vector.
and distance between two vectors is denoted by 𝑑(𝒖, 𝒗) and is
defined by
𝑑 𝒖, 𝒗 = 𝒖 − 𝒗 = < 𝒖 − 𝒗, 𝒖 − 𝒗 >
 Inner Product Spaces
Theorem: If 𝒖 and 𝒗 are vectors in a inner product space 𝑉,
and if 𝑘 is any scaler, then
a) 𝒗 ≥ 0 and 𝒗 = 0 if and only if 𝒗 = 𝟎.
b) 𝑑 𝒖, 𝒗 ≥ 0 and 𝑑 𝒖, 𝒗 = 0 if and only if 𝒖 = 𝒗.
c) 𝑑 𝒖, 𝒗 = 𝑑 𝒗, 𝒖 .
d) 𝑘𝒗 = 𝑘 𝒗 .
 Inner Product Spaces
Definition: If 𝑤1 , 𝑤2 , . . . . . , 𝑤𝑛 are positive real numbers.
𝒖 = (𝑢1 , 𝑢2 , . . . , 𝑢𝑛 ) and 𝒗 = (𝑣1 , 𝑣2 , . . . , 𝑣𝑛 ) are vectors in
𝑅𝑛 ,then the formula
< 𝒖, 𝒗 > = 𝑤1 𝑢1 𝑣1 + 𝑤2 𝑢2 𝑣2 +. . . . 𝑤𝑛 𝑢𝑛 𝑣𝑛
defines an inner product on 𝑅 𝑛 and we call the weighted
Euclidian inner product with weights 𝑤1 , 𝑤2 , . . . . . , 𝑤𝑛 .
 Inner Product Spaces
Example 1: (Weighted Euclidian Inner Product)
Let 𝒖 = (𝑢1 , 𝑢2 ) and 𝒗 = (𝑣1 , 𝑣2 ) be vectors in 𝑅2 . Is the
weighted Euclidian inner product defined by
< 𝒖, 𝒗 > = 3𝑢1 𝑣1 + 2𝑢2 𝑣2
Satisfies the four inner product axioms.
 Inner Product Spaces
Example 2: (norm and distance)
It is important to keep in mind that norm and distance depends on inner
product being used.
Let 𝒖 = (1,0) and 𝒗 = (0,1) in 𝑅2 .
With Euclidian inner product:
𝒖 = 12 + 02 = 1 and 𝑑 𝒖, 𝒗 = 𝒖 − 𝒗 = (1, −1) = 12 + (−1)2 = 2
With Weighted Euclidian inner product:
< 𝒖, 𝒗 > = 3𝑢1 𝑣1 + 2𝑢2 𝑣2
𝒖 = < 𝒖, 𝒖 >= 3 1 1 + 2(0)(0) = 3
𝑑 𝒖, 𝒗 = 𝒖 − 𝒗 = < 1, −1 , (1, −1) >
= 3 1 1 + 2 −1 −1 = 5
 Inner Product Spaces
Example: Let 𝑉 = 𝑅𝑛 . Let 𝒖 and 𝒗 are vectors in 𝑅𝑛 that are
expressed in column vectors 𝑛 × 1, in such a case the formula
< 𝒖, 𝒗 > = 𝒖𝑇 𝒗
defines an inner product on 𝑅 𝑛 .
Example: (An inner product on 𝑴𝒏𝒏 )
If 𝑈 and 𝑉 are 𝑛 × 𝑛 matrices then the formula
< 𝑈, 𝑉 > = 𝑡𝑟(𝑈 𝑇 𝑉)
Defines an inner product on 𝑀𝑛𝑛 .
< 𝑈, 𝑉 > = 𝑡𝑟 𝑈 𝑇 𝑉 = 𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + 𝑢4 𝑣4
 Inner Product Spaces
Example: (The standard inner product on 𝑷𝒏 )
If 𝑝 = 𝑎0 + 𝑎1 𝑥+ . . . +𝑎𝑛 𝑥 𝑛 and q = 𝑏0 + 𝑏1 𝑥+ . . . +𝑏𝑛 𝑥 𝑛
are polynomials in 𝑃𝑛 , then
< 𝑝, 𝑞 > = 𝑎0 𝑏0 + 𝑎1 𝑏1 +. . . . . . +𝑎𝑛 𝑏𝑛
defines an inner product on 𝑃𝑛 called standard inner product.
And norm is 𝑝 = < 𝑝, 𝑝 >= 𝑎0 2 + 𝑎1 2 + . . . . +𝑎𝑛 2
Example: (Another inner product on 𝑷𝒏 )
< 𝑝, 𝑞 > = 𝑝 𝑥0 𝑞 𝑥0 + 𝑝 𝑥1 𝑞 𝑥1 +. . . . +𝑝 𝑥𝑛 𝑞 𝑥𝑛
Defines an inner product on 𝑷𝒏 . Where 𝑥0 , 𝑥1 , . . , 𝑥𝑛 are distinct real
numbers. And norm of polynomial is
𝑝 = < 𝑝, 𝑝 >= [𝑝 𝑥0 ]2 +[𝑝 𝑥1 ]2 + . . . +[𝑝 𝑥𝑛 ]2
 Inner Product Spaces
Example: Let 𝑉 = 𝑃2 and
𝑥0 = −2, 𝑥1 = 0, 𝑥2 = 2
Compute < 𝑝, 𝑞 > and 𝑝 for polynomials 𝑝 = 𝑝 𝑥 = 𝑥 2 and
𝑞 = 𝑞 𝑥 = 1 + 𝑥.
Angle and orthogonality in inner product spaces
Theorem: (Cauchy-Schwarz inequality)
If 𝒖 and 𝒗 are vectors in a vector space 𝑉, then
| < 𝒖, 𝒗 > | ≤ 𝒖 𝒗
Remark: Angle 𝜃 between 𝒖 and 𝒗 defines as
−1
< 𝒖, 𝒗 >
𝜃 = 𝑐𝑜𝑠
𝒖 𝒗
Example: Let 𝑉 = 𝑅4 have Euclidian inner product. Find the
angle 𝜃 between the vectors 𝒖 = 4,3,1, −2 , 𝒗 = (−2,1,2,3)
Angle and orthogonality in inner product spaces
Theorem: If 𝒖, 𝒗, 𝒘 are vectors in a vector space 𝑉, then
a) 𝒖 + 𝒗 ≤ 𝒖 + 𝒗 [Triangle inequality for vectors]
b) 𝑑 𝒖, 𝒗 ≤ 𝑑 𝒖, 𝒘 + 𝑑(𝒘, 𝒗) [Triangle inequality for distance]

Definition: Two vectors 𝒖 and 𝒗 are in an inner product space

are called orthogonal if < 𝒖, 𝒗 > = 0
Angle and orthogonality in inner product spaces
Example: (Orthogonality depends on inner product)
The vectors 𝒖 = (1,1) and 𝒗 = (1, −1) are orthogonal with
respect to Euclidian inner product on 𝑅2 , since
< 𝒖, 𝒗 > = 𝒖. 𝒗 = (1)(1) + (1)(−1) = 0
But they are not orthogonal with respect to weighted Euclidian
inner product < 𝒖, 𝒗 > = 3𝑢1 𝑣1 + 2𝑢2 𝑣2 , since
< 𝒖, 𝒗 > = 3 1 1 + 2 1 −1 = 1 ≠ 0
Angle and orthogonality in inner product spaces
Definition: If 𝑊 is a subspace of a vector space 𝑉, then the set
of all vectors in 𝑉 that are orthogonal to every vector in 𝑊 is
called the orthogonal compliment of 𝑾 and is denoted by 𝑊 ⊥ .

Theorem: If 𝑊 is a subspace of inner product space 𝑉, then

1. 𝑊 ⊥ is a subspace of 𝑉
2. 𝑊 ∩ 𝑊 ⊥ = {𝟎}.
Angle and orthogonality in inner product spaces
Example: Basis for orthogonal compliment
Let 𝑊 be the subspace of 𝑅6 spanned by the vectors
𝒘𝟏 = 1,3, −2,0,2,0 , 𝒘𝟐 = 2,6, −5, −2,4, −3
𝒘𝟑 = 0,0,5,10,0,15 , 𝒘𝟒 = (2,6,0,8,4,18)
Find a basis for 𝑊 ⊥ (orthogonal compliment).