Homework 9

1. Consider R4\R^4 with standard inner product ⟨u,v⟩\langle\mathbf{u},\mathbf{v}\rangle.

(i) Find the norm of the vectors u=(1,2,3,2)\mathbf{u} = (1, 2, 3, 2) and v=(2,1,−1,0)\mathbf{v} = (2, 1, −1, 0).

∣∣u∣∣=12+22+32+22=32∣∣v∣∣=22+12+(−1)2+02=6||\mathbf{u}|| = \sqrt{1^2+2^2+3^2+2^2} = 3\sqrt{2}\\ ||\mathbf{v}|| = \sqrt{2^2+1^2+(−1)^2+0^2} = \sqrt{6}

(ii) What is the angle between u\mathbf{u} and v\mathbf{v}?

θ=cos⁡−1⟨u,v⟩∣∣u∣∣⋅∣∣v∣∣=cos⁡−11(2)+2(1)+3(−1)+2(0)326=cos⁡−1163≈84.4782°\theta = \cos^{-1}\frac{\langle\mathbf{u},\mathbf{v}\rangle}{||\mathbf{u}||\cdot||\mathbf{v}||} = \cos^{-1}\frac{1(2)+2(1)+3(-1)+2(0)}{3\sqrt{2}\sqrt{6}} = \cos^{-1}\frac{1}{6\sqrt{3}} \approx 84.4782\degree

2. Consider v1=[−121],v2=[101],v3=[−1−11]\mathbf{v}_1=\begin{bmatrix} -1 \\ 2 \\ 1\end{bmatrix},\mathbf{v}_2=\begin{bmatrix} 1 \\ 0 \\ 1\end{bmatrix},\mathbf{v}_3=\begin{bmatrix} -1 \\ -1 \\ 1\end{bmatrix}.

(i) Show that v1,v2,v3\mathbf{v}_1, \mathbf{v}_2, \mathbf{v}_3 form an orthogonal basis for R3\R^3.

The inner product for all pairs of v1,v2,v3\mathbf{v}_1, \mathbf{v}_2, \mathbf{v}_3 are zero.

⟨v1,v2⟩=(−1)(1)+2(0)+1(1)=0=⟨v2,v3⟩=1(−1)+0(−1)+1(1)=0=⟨v1,v3⟩=(−1)(−1)+2(−1)+1(1)=0\begin{align*} \langle\mathbf{v}_1,\mathbf{v}_2\rangle &= (-1)(1) + 2(0) + 1(1) &= 0 \\ = \langle\mathbf{v}_2,\mathbf{v}_3\rangle &= 1(-1) + 0(-1) + 1(1) &= 0 \\ = \langle\mathbf{v}_1,\mathbf{v}_3\rangle &= (-1)(-1) + 2(-1) + 1(1) &= 0 \end{align*}

And a matrix composed of these vectors is full rank.

rref⁡[∣∣∣v1v2v3∣∣∣]=rref⁡[−11−120−1111]=[100010001]\operatorname{rref}\begin{bmatrix} | & | & | \\ \mathbf{v}_1 & \mathbf{v}_2 & \mathbf{v}_3 \\ | & | & | \\ \end{bmatrix} = \operatorname{rref}\begin{bmatrix} -1 & 1 & -1 \\ 2 & 0 & -1 \\ 1 & 1 & 1 \end{bmatrix} = \begin{bmatrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{bmatrix}

Hence, v1,v2,v3\mathbf{v}_1, \mathbf{v}_2, \mathbf{v}_3 form an orthogonal basis for R3\R^3.

(ii) Find the orthonormal basis generated by v1,v2,v3\mathbf{v}_1, \mathbf{v}_2, \mathbf{v}_3.

v^1=v1∣∣v1∣∣=1(−1)2+22+12[−121]=[−162616]v^2=v2∣∣v2∣∣=112+02+12[101]=[12012]v^3=v3∣∣v3∣∣=1(−1)2+(−1)2+12[−1−11]=[−13−1313]\mathbf{\hat{v}}_1 = \frac{\mathbf{v}_1}{||\mathbf{v}_1||} = \frac{1}{\sqrt{(-1)^2+2^2+1^2}}\begin{bmatrix} -1 \\ 2 \\ 1 \end{bmatrix} = \begin{bmatrix} -\frac{1}{\sqrt{6}} \\[.5em] \frac{2}{\sqrt{6}} \\[.5em] \frac{1}{\sqrt{6}} \end{bmatrix} \\[1em] \mathbf{\hat{v}}_2 = \frac{\mathbf{v}_2}{||\mathbf{v}_2||} = \frac{1}{\sqrt{1^2+0^2+1^2}}\begin{bmatrix} 1 \\ 0 \\ 1 \end{bmatrix} = \begin{bmatrix} \frac{1}{\sqrt{2}} \\[.5em] 0 \\ \frac{1}{\sqrt{2}} \end{bmatrix} \\[1em] \mathbf{\hat{v}}_3 = \frac{\mathbf{v}_3}{||\mathbf{v}_3||} = \frac{1}{\sqrt{(-1)^2+(-1)^2+1^2}}\begin{bmatrix} -1 \\ -1 \\ 1 \end{bmatrix} = \begin{bmatrix} -\frac{1}{\sqrt{3}} \\[.5em] -\frac{1}{\sqrt{3}} \\[.5em] \frac{1}{\sqrt{3}} \end{bmatrix}

The orthonormal basis { v^1,v^2,v^3 }\set{\mathbf{\hat{v}}_1,\mathbf{\hat{v}}_2,\mathbf{\hat{v}}_3} genetrated by v1,v2,v3\mathbf{v}_1, \mathbf{v}_2, \mathbf{v}_3 is

{ [−162616],[12012],[−13−1313] }.\Set{ \begin{bmatrix} -\frac{1}{\sqrt{6}} \\[.5em] \frac{2}{\sqrt{6}} \\[.5em] \frac{1}{\sqrt{6}} \end{bmatrix}, \begin{bmatrix} \frac{1}{\sqrt{2}} \\[.5em] 0 \\[.5em] \frac{1}{\sqrt{2}} \end{bmatrix}, \begin{bmatrix} -\frac{1}{\sqrt{3}} \\[.5em] -\frac{1}{\sqrt{3}} \\[.5em] \frac{1}{\sqrt{3}} \end{bmatrix} }.

(iii) Express v4=[120]\mathbf{v}_4=\begin{bmatrix}1 \\ 2 \\ 0\end{bmatrix} as a linear combination of v1,v2,v3\mathbf{v}_1, \mathbf{v}_2, \mathbf{v}_3.

rref⁡[∣∣∣∣v1v2v3v4∣∣∣∣]=rref⁡[−11−1120−121110]=[1001201012001−1]∴v4=12v1+12v2−v3\operatorname{rref}\left[ \begin{array}{ccc|c} | & | & | & | \\ \mathbf{v}_1 & \mathbf{v}_2 & \mathbf{v}_3 & \mathbf{v}_4 \\ | & | & | & | \\ \end{array} \right] = \operatorname{rref}\left[ \begin{array}{ccc|c} -1 & 1 & -1 & 1 \\ 2 & 0 & -1 & 2 \\ 1 & 1 & 1 & 0 \end{array} \right] = \left[ \begin{array}{ccc|c} 1 & 0 & 0 & \frac{1}{2} \\[.3em] 0 & 1 & 0 & \frac{1}{2} \\[.3em] 0 & 0 & 1 & -1 \end{array} \right] \\[1em] \therefore\mathbf{v}_4 = \frac{1}{2}\mathbf{v}_1 + \frac{1}{2}\mathbf{v}_2 - \mathbf{v}_3

3. Consider the space of all continuous functions on [0,1][0, 1], C[0,1]C[0, 1] with the standard inner product. ⟨f,g⟩=∫01f(x)g(x) ⁣dx\langle f, g\rangle = \int_0^1 f(x)g(x)\d x

(i) Find the norm of f(x)=xnf(x) = x^n, for any positive integer nn.

For n∈Z+n\in\Z^+:

⟨xn,xn⟩=∫01x2n ⁣dx=x2n2n+1∣01=12n2n+1=12n+1∣∣xn∣∣=⟨xn,xn⟩=12n+1\langle x^n , x^n\rangle = \int_0^1 x^{2n} \d x = \left.\frac{x^{2n}}{2n+1}\right|_0^1 = \frac{1^{2n}}{2n+1} = \frac{1}{2n+1}\\[1em] ||x^n|| = \sqrt{\langle x^n , x^n\rangle} = \frac{1}{\sqrt{2n+1}}

(ii) Find the angle between xnx^n and xmx^m.

Assuming n,m∈Z+n,m\in\Z^+.

θ=⟨xn,xm⟩∣∣xn∣∣⋅∣∣xm∣∣=cos⁡−1∫01xnm ⁣dx∫01x2n ⁣dx∫01x2m ⁣dx=cos⁡−11nmnm+112n2n+112m2m+1=cos⁡−11(nm+1)1(2n+1)(2m+1)=cos⁡−1(2n+1)(2m+1)nm+1\begin{align*} \theta = \frac{\langle x^n, x^m\rangle}{||x^n||\cdot||x^m||} &=\cos^{-1} \frac{\displaystyle\int_0^1 x^{nm}\d x} {\displaystyle\int_0^1 x^{2n}\d x\int_0^1 x^{2m}\d x} \\[2.5em] &=\cos^{-1} \frac{\displaystyle\frac{1^{nm}}{nm+1}} {\sqrt{\displaystyle\frac{1^{2n}}{2n+1}\frac{1^{2m}}{2m+1}}} \\[2.5em] &=\cos^{-1} \frac{1}{(nm+1)\displaystyle\frac{1}{\sqrt{(2n+1)(2m+1)}}} \\[2.5em] &=\cos^{-1} \frac{\sqrt{(2n+1)(2m+1)}}{nm+1} \end{align*}

Since it wasn’t specified in the question, if nn and mm are not restricted to positive integers, then this solution is valid for all nn and mm such that nm≠−1∧(2n+1)(2m+1)≥0nm\neq-1\land(2n+1)(2m+1)\ge0.

(iii) Show that for any m≠nm\neq n, sin⁡2πmx\sin 2\pi mx and sin⁡2πnx\sin2\pi nx are always mutually orthogonal. (Hint: Check out product-to-sum formula)

Again, assuming m,n∈Z+m,n\in\Z^+. Suppose ⟨sin⁡2πmx,sin⁡2πnx⟩=0  ∀n≠m\langle\sin2\pi mx, \sin2\pi nx\rangle = 0 \; \forall n\neq m.

Again, since it wasn’t specified in the question, we assume m,n∈Z+m,n\in\Z^+. Note that the assumption do not hold if either mm or nn are not positive integers.

For example, take m=−1m=-1 and n=1n=1:

⟨sin⁡2πmx,sin⁡2πnx⟩=⟨sin⁡(−2πx),sin⁡2πx⟩=∫01sin⁡(−2πx)sin⁡2πx ⁣dx=12∫01cos⁡(−4πx)−cos⁡(0) ⁣dx=12∫01cos⁡(−4πx)−12∫01cos⁡(0) ⁣dx=−12\begin{align*} \langle\sin2\pi mx, \sin2\pi nx\rangle &= \langle\sin(-2\pi x), \sin2\pi x\rangle \\ &= \int_0^1 \sin(-2\pi x) \sin2\pi x \d x \\ &= \frac{1}{2}\int_0^1\cos(-4\pi x) - \cos(0) \d x \\ &= \frac{1}{2}\int_0^1\cos(-4\pi x) - \frac{1}{2}\int_0^1\cos(0) \d x \\ &= -\frac{1}{2} \end{align*}

Then, using the product-to-sum formula

sin⁡αsin⁡β=12(cos⁡(α−β)−cos⁡(α+β)),\sin\alpha\sin\beta = \frac{1}{2}(\cos(\alpha-\beta)-\cos(\alpha+\beta)),

the inner product can be written as follows:

⟨sin⁡2πmx,sin⁡2πnx⟩=∫01(sin⁡2πmx)(sin⁡2πnx) ⁣dx=∫0112(cos⁡(2πmx−2πnx)−cos⁡(2πmx+2πnx)) ⁣dx=12∫01cos⁡2πx(m−n)−cos⁡2πx(m+n) ⁣dx=12∫01cos⁡2πx(m−n) ⁣dx−12∫01cos⁡2πx(m+n) ⁣dx\begin{align*} \langle\sin2\pi mx, \sin2\pi nx\rangle &= \int_0^1 (\sin2\pi mx)(\sin2\pi nx ) \d x \\ &= \int_0^1 \frac{1}{2}(\cos(2\pi mx - 2\pi nx) - \cos(2\pi mx + 2\pi nx))\d x \\ &= \frac{1}{2}\int_0^1 \cos2\pi x(m-n) - \cos2\pi x(m+n)\d x \\ &= \frac{1}{2}\int_0^1 \cos2\pi x(m-n) \d x - \frac{1}{2}\int_0^1 \cos2\pi x(m+n)\d x \end{align*}

Notice that if mm and nn are positive integers such that m≠nm\neq n, then xx must always be a factor of 2π2\pi in both terms.

Since

∫01cos⁡2πx ⁣dx=0∀x∈Z+,\int_0^1 \cos2\pi x \d x = 0 \quad\forall x\in\Z^+,

then the inner product must be zero for all positive integers m≠nm\neq n.

Or more clearly, if we recall our Calculus II nightmare by performing uu-substitution:

⟨sin⁡2πmx,sin⁡2πnx⟩=12∫01cos⁡2πx(m−n) ⁣dx−12∫01cos⁡2πx(m+n) ⁣dx=careful calculations=14π(sin⁡2π(m−n)m−n−sin⁡2π(m+n)m+n)\begin{align*} \langle\sin2\pi mx, \sin2\pi nx\rangle &= \frac{1}{2}\int_0^1 \cos2\pi x(m-n) \d x - \frac{1}{2}\int_0^1 \cos2\pi x(m+n)\d x \\ &= \href{https://www.wolframalpha.com/input?i=%5Cint_0%5E1+%28%5Csin%282%5Cpi+mx%29%29%28%5Csin%282%5Cpi+nx%29%29+dx+} {\text{careful calculations}} \\ &= \frac{1}{4\pi}\( \frac{\sin2\pi(m-n)}{m-n} - \frac{\sin2\pi(m+n)}{m+n} \) \end{align*}

We can see that the argument of sin⁡\sin will be always be a multiple of 2π2\pi (and hence is always zero). Additionally, the inner product will not be defined for m=nm=n.

4. Prove the identity ⟨av+bw,cv+dw⟩=ac∣∣v∣∣2+(ad+bc)⟨v,w⟩+bd∣∣w∣∣2.\langle a\mathbf{v} + b\mathbf{w}, c\mathbf{v} + d\mathbf{w}\rangle = ac||\mathbf{v}||^2 + (ad + bc)\langle \mathbf{v}, \mathbf{w}\rangle + bd||\mathbf{w}||^2.

⟨av+bw,cv+dw⟩=⟨av,cv+dw⟩+⟨bw,cv+dw⟩=⟨av,cv⟩+⟨av,dw⟩+⟨bw,cv⟩+⟨bw,dw⟩=ac⟨v,v⟩+ad⟨v,w⟩+bc⟨w,v⟩+bd⟨w,w⟩=ac∣∣v∣∣2+(ad+bc)⟨v,w⟩+bd∣∣w∣∣2\begin{align*} \langle a\mathbf{v} + b\mathbf{w}, c\mathbf{v} + d\mathbf{w}\rangle &= \langle a\mathbf{v}, c\mathbf{v} + d\mathbf{w}\rangle + \langle b\mathbf{w}, c\mathbf{v} + d\mathbf{w}\rangle \\ &= \langle a\mathbf{v}, c\mathbf{v}\rangle + \langle a\mathbf{v},d\mathbf{w}\rangle + \langle b\mathbf{w},c\mathbf{v}\rangle + \langle b\mathbf{w},d\mathbf{w}\rangle \\ &= ac \langle \mathbf{v},\mathbf{v}\rangle + ad \langle \mathbf{v},\mathbf{w}\rangle + bc \langle\mathbf{w},\mathbf{v}\rangle + bd \langle\mathbf{w},\mathbf{w}\rangle \\ &= ac||\mathbf{v}||^2 + (ad + bc)\langle \mathbf{v}, \mathbf{w}\rangle + bd||\mathbf{w}||^2 \end{align*}

5. Given an inner product space VV.

(i) Show that ∣∣x+y∣∣2+∣∣x−y∣∣2=2(∣∣x∣∣2+∣∣y∣∣2).||\mathbf{x} + \mathbf{y}||^2 + ||\mathbf{x} − \mathbf{y}||^2 = 2(||\mathbf{x}||^2 + ||\mathbf{y}||^2). (This is called the parallelogram identity)

∣∣x+y∣∣2=(∣∣x∣∣+∣∣y∣∣)2=∣∣x∣∣2+∣∣y∣∣2+2∣∣x∣∣∣∣y∣∣∣∣x−y∣∣2=(∣∣x∣∣+∣∣y∣∣)2=∣∣x∣∣2+∣∣y∣∣2−2∣∣x∣∣∣∣y∣∣∴∣∣x+y∣∣2+∣∣x−y∣∣2=∣∣x∣∣2+∣∣y∣∣2  +  2∣∣x∣∣∣∣y∣∣+∣∣x∣∣2+∣∣y∣∣2  −  2∣∣x∣∣∣∣y∣∣=∣∣x∣∣2+∣∣y∣∣2+∣∣x∣∣2+∣∣y∣∣2=2(∣∣x∣∣2+∣∣y∣∣2)||\mathbf{x}+\mathbf{y}||^2 = (||\mathbf{x}||+||\mathbf{y}||)^2 = ||\mathbf{x}||^2 + ||\mathbf{y}||^2 + 2||\mathbf{x}|| ||\mathbf{y}|| \\ ||\mathbf{x}-\mathbf{y}||^2 = (||\mathbf{x}||+||\mathbf{y}||)^2 = ||\mathbf{x}||^2 + ||\mathbf{y}||^2 - 2||\mathbf{x}|| ||\mathbf{y}|| \\[1em] \begin{align*} \therefore ||\mathbf{\mathbf{x}} + \mathbf{\mathbf{y}}||^2 + ||\mathbf{\mathbf{x}} − \mathbf{\mathbf{y}}||^2 &= ||\mathbf{x}||^2 + ||\mathbf{y}||^2 \;\cancel{+\; 2||\mathbf{x}|| ||\mathbf{y}||}+ ||\mathbf{x}||^2 + ||\mathbf{y}||^2 \;\cancel{-\; 2||\mathbf{x}|| ||\mathbf{y}||} \\ &= ||\mathbf{x}||^2 + ||\mathbf{y}||^2 + ||\mathbf{x}||^2 + ||\mathbf{y}||^2 \\ &= 2(||\mathbf{x}||^2 + ||\mathbf{y}||^2) \end{align*}

(ii) Show that ⟨u,v⟩=14(∣∣x+y∣∣2−∣∣x−y∣∣2)\langle \mathbf{u}, \mathbf{v}\rangle = \frac{1}{4}(||\mathbf{x} + \mathbf{y}||^2 − ||\mathbf{x} − \mathbf{y}||^2) (This is called the polarization identity)

Assuming the left-hand side is meant to be ⟨x,y⟩\langle \mathbf{x}, \mathbf{y}\rangle i.e., proving
⟨x,y⟩=14(∣∣x+y∣∣2−∣∣x−y∣∣2).\langle \mathbf{x}, \mathbf{y}\rangle = \frac{1}{4}(||\mathbf{x} + \mathbf{y}||^2 − ||\mathbf{x} − \mathbf{y}||^2).

14(∣∣x+y∣∣2−∣∣x−y∣∣2)=14(⟨x+y,x+y⟩−⟨x−y,x−y⟩)=14(⟨x+y,x⟩+⟨x+y,y⟩−(⟨x−y,x⟩−⟨x−y,y⟩))=14(⟨x,x⟩+⟨x,y⟩+⟨x,y⟩+⟨y,y⟩−(⟨x,x⟩−⟨x,y⟩−(⟨x,y⟩−⟨y,y⟩)))=14(⟨x,x⟩+⟨x,y⟩+⟨x,y⟩+⟨y,y⟩−(⟨x,x⟩−⟨x,y⟩−⟨x,y⟩+⟨y,y⟩))=14(⟨x,x⟩+⟨x,y⟩+⟨x,y⟩+⟨y,y⟩−⟨x,x⟩+⟨x,y⟩+⟨x,y⟩−⟨y,y⟩)=14(4⟨x,y⟩)=⟨x,y⟩\def<{\langle}\def>{\rangle} \def X{\mathbf{x}} \def Y{\mathbf{y}} \begin{align*} \frac{1}{4}(||X+Y||^2 - ||X-Y||^2) &= \frac{1}{4}(<X+Y,X+Y> - <X-Y,X-Y>) \\ &= \frac{1}{4}(<X+Y,X>+<X+Y,Y>-(<X-Y,X>-<X-Y,Y>)) \\ &= \frac{1}{4}(<X,X>+<X,Y>+<X,Y>+<Y,Y>-(<X,X>-<X,Y>-(<X,Y>-<Y,Y>))) \\ &= \frac{1}{4}(<X,X>+<X,Y>+<X,Y>+<Y,Y>-(<X,X>-<X,Y>-<X,Y>+<Y,Y>)) \\ &= \frac{1}{4}(\cancel{<X,X>}+<X,Y>+<X,Y>+\cancel{<Y,Y>}-\cancel{<X,X>}+<X,Y>+<X,Y>-\cancel{<Y,Y>}) \\ &= \frac{1}{4}(4<X,Y>) \\ &= <X,Y> \end{align*}

(iii) Show that if u\mathbf{u} and v\mathbf{v} are orthogonal, then ∣∣u+v∣∣2=∣∣u∣∣2+∣∣v∣∣2.||\mathbf{u}+\mathbf{v}||^2=||\mathbf{u}||^2+||\mathbf{v}||^2. (This is Pythagorean Theorem)

∣∣u+v∣∣2=⟨u+v,u+v⟩=⟨u+v,u⟩+⟨u+v,v⟩=⟨u,u⟩  +  ⟨v,u⟩+⟨u,v⟩+⟨v,v⟩∵u⊥v=∣∣u∣∣2+∣∣v∣∣2\begin{align*} ||\mathbf{u}+\mathbf{v}||^2 &= \langle\mathbf{u}+\mathbf{v}, \mathbf{u}+\mathbf{v}\rangle \\ &= \langle\mathbf{u}+\mathbf{v}, \mathbf{u}\rangle + \langle\mathbf{u}+\mathbf{v}, \mathbf{v}\rangle \\ &= \langle\mathbf{u},\mathbf{u}\rangle \;\cancel{+\;\langle\mathbf{v},\mathbf{u}\rangle + \langle\mathbf{u},\mathbf{v}\rangle} + \langle \mathbf{v},\mathbf{v}\rangle &\quad\boxed{\because\mathbf{u}\perp \mathbf{v}}\\ &= ||\mathbf{u}||^2+||\mathbf{v}||^2 \end{align*}

Homework 9

  1. Consider R4\R^4 with standard inner product ⟨u,v⟩\langle\mathbf{u},\mathbf{v}\rangle.
  1. Consider v1=[−121],v2=[101],v3=[−1−11]\mathbf{v}_1=\begin{bmatrix} -1 \\ 2 \\ 1\end{bmatrix},\mathbf{v}_2=\begin{bmatrix} 1 \\ 0 \\ 1\end{bmatrix},\mathbf{v}_3=\begin{bmatrix} -1 \\ -1 \\ 1\end{bmatrix}.
  1. Consider the space of all continuous functions on [0,1][0, 1], C[0,1]C[0, 1] with the standard inner product. ⟨f,g⟩=∫01f(x)g(x) ⁣dx\langle f, g\rangle = \int_0^1 f(x)g(x)\d x
  1. Given an inner product space VV.
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