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Chapter 6. Inner-Product Spaces
                       98
                                              Inner Products
                                                To motivate the concept of inner product, let’s think of vectors in R 2
                                                   3
                                              and R as arrows with initial point at the origin. The length of a vec-
                                                              3
                                                       2
                                              tor x in R or R is called the norm of x, denoted  x . Thus for

                                                             2
                                                                                2
                                                                                      2
                         If we think of vectors  x = (x 1 ,x 2 ) ∈ R , we have  x = x 1 + x 2 .
                          as points instead of
                                                                    x -axis
                            arrows, then  x                          2
                        should be interpreted
                         as the distance from
                           the point x to the                                 (x , x )
                                                                                1  2
                                     origin.
                                                                        x
                                                                                     x -axis
                                                                                      1

                                                                                               2
                                                                                          2
                                                           The length of this vector x is  x 1 + x 2 .

                                                                             3                   2     2     2
                                              Similarly, for x = (x 1 ,x 2 ,x 3 ) ∈ R , we have  x =  x 1 + x 2 + x 3 .
                                              Even though we cannot draw pictures in higher dimensions, the gener-
                                                          n
                                              alization to R is obvious: we define the norm of x = (x 1 ,...,x n ) ∈ R n
                                              by

                                                                            2
                                                                                        2
                                                                   x = x 1 +· · ·+ x n .
                                                                         n
                                                The norm is not linear on R . To inject linearity into the discussion,
                                                                                        n
                                              we introduce the dot product. For x, y ∈ R , the dot product of x
                                              and y, denoted x · y, is defined by
                                                                 x · y = x 1 y 1 +· · ·+ x n y n ,
                                              where x = (x 1 ,...,x n ) and y = (y 1 ,...,y n ). Note that the dot product
                                                               n                                             2
                                              of two vectors in R is a number, not a vector. Obviously x · x = x
                                                                                              n
                                                         n
                                              for all x ∈ R . In particular, x · x ≥ 0 for all x ∈ R , with equality if
                                                                          n
                                              and only if x = 0. Also, if y ∈ R is fixed, then clearly the map from R n
                                                                  n
                                              to R that sends x ∈ R to x · y is linear. Furthermore, x · y = y · x
                                                           n
                                              for all x, y ∈ R .
                                                An inner product is a generalization of the dot product. At this
                                              point you should be tempted to guess that an inner product is defined
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