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=32v=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=cos1u,vuv=cos11(2)+2(1)+3(1)+2(0)326=cos116384.4782°\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=[111]\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[111201111]=[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=v1v1=1(1)2+22+12[121]=[162616]v^2=v2v2=112+02+12[101]=[12012]v^3=v3v3=1(1)2+(1)2+12[111]=[131313]\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],[131313]}.\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[111120121110]=[10012010120011]v4=12v1+12v2v3\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 nZ+n\in\Z^+:

xn,xn=01x2n ⁣dx=x2n2n+101=12n2n+1=12n+1xn=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,mZ+n,m\in\Z^+.

θ=xn,xmxnxm=cos101xnm ⁣dx01x2n ⁣dx01x2m ⁣dx=cos11nmnm+112n2n+112m2m+1=cos11(nm+1)1(2n+1)(2m+1)=cos1(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 nm1(2n+1)(2m+1)0nm\neq-1\land(2n+1)(2m+1)\ge0.

(iii) Show that for any mnm\neq n, sin2πmx\sin 2\pi mx and sin2πnx\sin2\pi nx are always mutually orthogonal. (Hint: Check out product-to-sum formula)

Again, assuming m,nZ+m,n\in\Z^+. Suppose sin2πmx,sin2πnx=0  nm\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,nZ+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:

sin2πmx,sin2πnx=sin(2πx),sin2πx=01sin(2πx)sin2πx ⁣dx=1201cos(4πx)cos(0) ⁣dx=1201cos(4πx)1201cos(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

sinαsinβ=12(cos(αβ)cos(α+β)),\sin\alpha\sin\beta = \frac{1}{2}(\cos(\alpha-\beta)-\cos(\alpha+\beta)),

the inner product can be written as follows:

sin2πmx,sin2πnx=01(sin2πmx)(sin2πnx) ⁣dx=0112(cos(2πmx2πnx)cos(2πmx+2πnx)) ⁣dx=1201cos2πx(mn)cos2πx(m+n) ⁣dx=1201cos2πx(mn) ⁣dx1201cos2πx(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 mnm\neq n, then xx must always be a factor of 2π2\pi in both terms.

Since

01cos2πx ⁣dx=0xZ+,\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 mnm\neq n.

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

sin2πmx,sin2πnx=1201cos2πx(mn) ⁣dx1201cos2πx(m+n) ⁣dx=careful calculations=14π(sin2π(mn)mnsin2π(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=acv2+(ad+bc)v,w+bdw2.\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=acv,v+adv,w+bcw,v+bdw,w=acv2+(ad+bc)v,w+bdw2\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+y2+xy2=2(x2+y2).||\mathbf{x} + \mathbf{y}||^2 + ||\mathbf{x} − \mathbf{y}||^2 = 2(||\mathbf{x}||^2 + ||\mathbf{y}||^2). (This is called the parallelogram identity)

x+y2=(x+y)2=x2+y2+2xyxy2=(x+y)2=x2+y22xyx+y2+xy2=x2+y2  +  2xy+x2+y2    2xy=x2+y2+x2+y2=2(x2+y2)||\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+y2xy2)\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+y2xy2).\langle \mathbf{x}, \mathbf{y}\rangle = \frac{1}{4}(||\mathbf{x} + \mathbf{y}||^2 − ||\mathbf{x} − \mathbf{y}||^2).

14(x+y2xy2)=14(x+y,x+yxy,xy)=14(x+y,x+x+y,y(xy,xxy,y))=14(x,x+x,y+x,y+y,y(x,xx,y(x,yy,y)))=14(x,x+x,y+x,y+y,y(x,xx,yx,y+y,y))=14(x,x+x,y+x,y+y,yx,x+x,y+x,yy,y)=14(4x,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+v2=u2+v2.||\mathbf{u}+\mathbf{v}||^2=||\mathbf{u}||^2+||\mathbf{v}||^2. (This is Pythagorean Theorem)

u+v2=u+v,u+v=u+v,u+u+v,v=u,u  +  v,u+u,v+v,vuv=u2+v2\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=[111]\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.