8.2 Inner Product Spaces

这一节讨论内积空间，内容丰富，但都是经典的内容，比如Caucy-Schwarz不等式，orthogonal和orthonormal，Gram-Schmidt正交化过程。后半部分是投影和最小化过程，这是线性代数的核心内容之一。这部分的重要概念是垂直投影（orthogonal projection），垂直补空间（orthogonal complement）。Theorem 5说明任何一个子空间和其垂直补空间直和成为总的空间，其推论说明如果子空间的投影变换是$E$则垂直补空间的投影变换是$I-E$，以及Bessel不等式，任何向量在一组正交基子空间中的投影长度小于等于自身。这个不等式在有限维空间中是显然的情况，但是Bessel不等式并没有限制在有限维空间中。

Exercises

1.Consider $R^4$ with the standard inner product. Let $W$ be the subspace of $R^4$ consisting of all vectors which are orthogonal to both $\alpha =(1,0,-1,1)$ and $\beta =(2,3,-1,2)$. Find a basis for $W$.
Solution: If $x=(x_1,x_2,x_3,x_4)\in W$, then it shall satisfy $(x|\alpha )=0$ and $(x|\beta )=0$, thus from
$$\left[\begin{array}{cccc}1& 0& -1& 1\\ 2& 3& -1& 2\end{array}\right]\to \left[\begin{array}{cccc}1& 0& -1& 1\\ 0& 3& 1& 0\end{array}\right]$$
we can find a basis for $W$ to be $(1,0,0,-1),(0,1,-3,-3)$.

2.Apply the Gram-Schimidt process to the vectors ${\beta }_1=(1,0,1),{\beta }_2=(1,0,-1),{\beta }_3=(0,3,4)$, to obtain an orthonormal basis for $R^3$ with the standard inner product.
Solution: We let ${\alpha }_1={\beta }_1$, and then
$$\begin{gathered} {\alpha }_2=(1,0,-1)-\frac{0}{2}{\alpha }_1=(1,0,-1) \\ {\alpha }_3=(0,3,4)-\frac{4}{2}(1,0,1)-\frac{-4}{2}(1,0,-1)=(0,3,0) \end{gathered}$$
The orthonormal basis for $R^3$ may be $\frac{1}{\sqrt{2}}(1,0,1),\frac{1}{\sqrt{2}}(1,0,-1),(0,1,0)$.

3.Consider $C^3$, with the standard inner product. Find an orthonormal basis for the subspace spanned by ${\beta }_1=(1,0,i)$ and ${\beta }_2=(2,1,1+i)$.
Solution: We have
$$\begin{array}{rl}{\beta }_2-\frac{({\beta }_2|{\beta }_1)}{||{\beta }_1|{|}^2}& =(2,1,1+i)-\frac{2-i(1+i)}{2}(1,0,i)\\ & =(2,1,1+i)-\frac{3-i}{2}(1,0,i)\\ & =\left(\frac{1+i}{2},1,\frac{1-i}{2}\right)\end{array}$$
thus $(1,0,i),\left(\frac{1+i}{2},1,\frac{1-i}{2}\right)$ are one orthogonal basis for the desired subspace. The corresponding orthonormal basis is
$$\left(\frac{1}{\sqrt{2}},0,\frac{i}{\sqrt{2}}\right),\left(\frac{1+i}{2\sqrt{2}},\frac{1}{\sqrt{2}},\frac{1-i}{2\sqrt{2}}\right)$$

4.Let $V$ be an inner product space. The distance between two vectors $\alpha$ and $\beta$ in $V$ is defined by $d(\alpha ,\beta )=||\alpha -\beta ||$. Show that
( a ) $d(\alpha ,\beta )\ge 0$;
( b ) $d(\alpha ,\beta )=0$ if and only if $\alpha =\beta$;
( c ) $d(\alpha ,\beta )=d(\beta ,\alpha )$;
( d ) $d(\alpha ,\beta )\le d(\alpha ,\gamma )+d(\gamma ,\beta )$.
Solution:
( a ) Easy by definition ;
( b ) By Theorem 1(ii), $||\alpha -\beta ||>0$ for $\alpha -\beta \ne 0$;
( c ) We have
$$\begin{array}{rl}||\alpha -\beta |{|}^2& =(\alpha -\beta |\alpha -\beta )\\ & =(\alpha |\alpha )-(\alpha |\beta )-(\beta |\alpha )+(\beta |\beta )\\ & =(\beta -\alpha |\beta -\alpha )=||\beta -\alpha |{|}^2\end{array}$$
thus $d(\alpha ,\beta )=d(\beta ,\alpha )$, which are separately positive roots for $||\alpha -\beta |{|}^2$ and $||\beta -\alpha |{|}^2$.
( d ) By Theorem 1(iv), we have
$$\begin{array}{rl}d(\alpha ,\beta )& =||\alpha -\beta ||=||\alpha -\gamma +\gamma -\beta ||\\ & \le ||\alpha -\gamma ||+||\gamma -\beta ||=d(\alpha ,\gamma )+d(\gamma ,\beta )\end{array}$$

5.Let $V$ be an inner product space, and let $\alpha ,\beta$ be vectors in $V$. Show that $\alpha =\beta$ if and only if $(\alpha |\gamma )=(\beta |\gamma )$ for every $\gamma \in V$.
Solution: One direction is ovbious, conversely, if $(\alpha |\gamma )=(\beta |\gamma )$, then $(\alpha -\beta |\gamma )=0$ for every $\gamma \in V$, let $\gamma =\alpha -\beta$, we see that $||\alpha -\beta |{|}^2=0$, or $||\alpha -\beta ||=d(\alpha ,\beta )=0$, which means $\alpha =\beta$.

6.Let $W$ be the subspace of $R^2$ spanned by the vector $(3,4)$. Using the standard inner product, let $E$ be the orthogonal projection of $R^2$ onto $W$. Find
( a ) a formula for $E(x_1,x_2)$;
( b ) the matrix of $E$ in the standard ordered basis;
( c ) $W^{\perp }$;
( d ) an orthonormal basis in which $E$ is represented by the matrix $\left[\begin{array}{cc}1& 0\\ 0& 0\end{array}\right]$.
Solution:
( a ) $E(x_1,x_2)=\frac{3x_1+4x_2}{25}(3,4)$.
( b ) $E(1,0)=\frac{3}{25}(3,4)=(\frac{9}{25},\frac{12}{25})$ and $E(0,1)=\frac{4}{25}(3,4)=(\frac{12}{25},\frac{16}{25})$. Thus the matrix is
$$[\begin{array}{cc}\frac{9}{25}& \\ \frac{12}{25}& \end{array}$$