Page 114 - Linear Algebra Done Right
P. 114

Inner Products
                                                    1

                                                      p(x)q(x) dx,
                      6.2
                                            p, q =
                                                    0
                      as you should verify. Once again, if F = R, then the complex conjugate               101
                      is not needed.
                                   Let’s agree for the rest of this chapter that
                               V is a finite-dimensional inner-product space over F.
                         In the definition of an inner product, the conditions of additivity
                      and homogeneity in the first slot can be combined into a requirement
                      of linearity in the first slot. More precisely, for each fixed w ∈ V, the
                      function that takes v to  v, w  is a linear map from V to F. Because
                      every linear map takes 0 to 0, we must have
                                                   0,w = 0

                      for every w ∈ V. Thus we also have

                                                   w, 0 = 0
                      for every w ∈ V (by the conjugate symmetry property).
                         In an inner-product space, we have additivity in the second slot as
                      well as the first slot. Proof:

                                          u, v + w =  v + w, u
                                                    =  v, u + w, u
                                                    =  v, u +  w, u
                                                    = u, v + u, w ;

                      here u, v, w ∈ V.
                         In an inner-product space, we have conjugate homogeneity in the
                      second slot, meaning that  u, av = ¯ a u, v  for all scalars a ∈ F.
                      Proof:

                                               u, av =  av, u
                                                      = a v, u
                                                      = ¯ a v, u
                                                      = ¯ a u, v ;

                      here a ∈ F and u, v ∈ V. Note that in a real vector space, conjugate
                      homogeneity is the same as homogeneity.
   109   110   111   112   113   114   115   116   117   118   119