inner product space#Related products
{{short description|Vector space with generalized dot product}}
{{redirect|Inner product|the inner product of coordinate vectors|Dot product}}
File:Product Spaces Drawing (1).png
In mathematics, an inner product space (or, rarely, a Hausdorff pre-Hilbert space{{sfn|Trèves|2006|pp=112-125}}{{sfn|Schaefer|Wolff|1999|pp=40-45}}) 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.{{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}}
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.{{sfn|Trèves|2006|pp=112-125}} If an inner product space {{mvar|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.{{sfn|Trèves|2006|pp=112-125}}{{sfn|Schaefer|Wolff|1999|pp=36-72}}
Definition
In this article, {{math|F}} denotes a field that is either the real numbers or the complex numbers A scalar is thus an element of {{math|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 {{math|0}}.
An inner product space is a vector space {{math|V}} over the field {{math|F}} together with an inner product, that is, a map
that satisfies the following three properties for all vectors and all scalars {{nowrap|.{{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}}{{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}}}}
- Conjugate symmetry: As if and only if is real, conjugate symmetry implies that is always a real number. If {{math|F}} is , conjugate symmetry is just symmetry.
- Linearity in the first argument: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.
\langle ax+by, z \rangle = a \langle x, z \rangle + b \langle y, z \rangle.
- Positive-definiteness: if is not zero, then
\langle x, x \rangle > 0
(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 .{{sfn|Schaefer|Wolff|1999|p=44}}
= Basic properties =
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.
- 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 {{em|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.
\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,
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
:= x^{\operatorname{T}} \mathbf{M} y
= \left[x_1, x_2\right] \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.
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 {{closed-closed|−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 {{em|continuous}} function.
=Random variables=
For real random variables and the expected value of their product
is an inner product.{{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}}{{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}}{{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}} 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 {{anchor|Norm}}===
Every inner product space induces a norm, called its {{em|{{visible anchor|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:
{{glossary}}
{{term|Absolute homogeneity}}{{defn|
for every and
(this results from ).
}}
{{term|Triangle inequality}}{{defn|
for
These two properties show that one has indeed a norm.}}
{{term|Cauchy–Schwarz inequality}}{{defn|
for every
with equality if and only if and are linearly dependent.
}}
{{term|Parallelogram law}}{{defn|
for every
The parallelogram law is a necessary and sufficient condition for a norm to be defined by an inner product.
}}
{{term|Polarization identity}}{{defn|
for every
The inner product can be retrieved from the norm by the polarization identity, since its imaginary part is the real part of
}}
{{term|Ptolemy's inequality}}{{defn|
for every
Ptolemy's inequality is a necessary and sufficient condition for a seminorm to be the norm defined by an inner product.{{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}}
}}
{{glossary end}}
=Orthogonality=
{{glossary}}
{{term|Orthogonality}}{{defn|
Two vectors and are said to be {{em|{{visible anchor|orthogonal|Orthogonal vectors}}}}, often written if their inner product is zero, that is, if
This happens if and only if for all scalars {{sfn|Rudin|1991|pp=306-312}} 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 and thus that
is a real number. This allows defining the (non oriented) {{em|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.
Furthermore, if
{{glossary end}}
=Real and complex parts of inner products=
Suppose that
If
= \operatorname{Re} \langle x, y \rangle
= \frac{1}{4} \left(\|x + y\|^2 - \|x - y\|^2\right)
and the imaginary part (also called the {{em|complex part}}) of
Assume for the rest of this section that
The polarization identity for complex vector spaces shows that
\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}
The map defined by
\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}
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
For example, suppose that
==Real vs. complex inner products==
Let
The real part of the complex inner product
For example, if
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
Given any
If
Suppose that
Orthonormal sequences
{{See also|Orthogonal basis|Orthonormal basis}}
Let
This definition of orthonormal basis generalizes to the case of infinite-dimensional inner product spaces in the following way. Let
is a {{em|basis}} for
if
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).{{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 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 Let Let Let Next, if Finally, for all |
Parseval's identity leads immediately to the following theorem:
Theorem. Let
is an isometric linear map
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
Theorem. Let
is an orthonormal basis of the space
is an isometric linear map with dense image.
Orthogonality of the sequence
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
Operators on inner product spaces
{{Main|Operator theory}}
Several types of linear maps
- {{em|Continuous linear maps}}:
A : V \to W is linear and continuous with respect to the metric defined above, or equivalently,A is linear and the set of non-negative reals\{ \|Ax\| : \|x\| \leq 1\}, wherex ranges over the closed unit ball ofV, is bounded. - {{em|Symmetric linear operators}}:
A : V \to W is linear and\langle Ax, y \rangle = \langle x, Ay \rangle for allx, y \in V. - {{em|Isometries}}:
A : V \to W satisfies\|A x\| = \|x\| for allx \in V. A {{em|linear isometry}} (resp. an {{em|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 thatA is an isometry if and only if\langle Ax, Ay \rangle = \langle x, y \rangle for allx, y \in V. All isometries are injective. The Mazur–Ulam theorem establishes that every surjective isometry between two {{em|real}} normed spaces is an affine transformation. Consequently, an isometryA between real inner product spaces is a linear map if and only ifA(0) = 0. Isometries are morphisms between inner product spaces, and morphisms of real inner product spaces are orthogonal transformations (compare with orthogonal matrix). - {{em|Isometrical isomorphisms}}:
A : V \to W 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.{{harvnb|Rudin|1991}}
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
makes sense and satisfies all the properties of norm except that
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|Pseudo-Euclidean space}}
Alternatively, one may require that the pairing be a nondegenerate form, meaning that for all non-zero
Purely algebraic statements (ones that do not use positivity) usually only rely on the nondegeneracy (the injective homomorphism
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
More abstractly, the outer product is the bilinear map
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 {{em|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 {{em|outer product}} (alternatively, {{em|wedge product}}). 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}}
- Riemannian manifold
Notes
{{reflist|group="Note"|refs=
}}
References
{{reflist}}
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