CHAPTER 6Inner Product Spaces

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CHAPTER CONTENTS

  1. 6.1 Inner Products
  2. 6.2 Angle and Orthogonality in Inner Product Spaces
  3. 6.3 Gram–Schmidt Process; QR-Decomposition
  4. 6.4 Best Approximation; Least Squares
  5. 6.5 Mathematical Modeling Using Least Squares
  6. 6.6 Function Approximation; Fourier Series

INTRODUCTION

In Chapter 3 we defined the dot product of vectors in Rn, and we used that concept to define notions of length, angle, distance, and orthogonality. In this chapter we will generalize those ideas so they are applicable in any vector space, not just Rn. We will also discuss various applications of these ideas.

6.1 Inner Products

General Inner Products

In Definition 4 of Section 3.2 we defined the dot product of two vectors in Rn, and in Theorem 3.2.2 we listed four fundamental properties of such products. Our first goal in this section is to extend the notion of a dot product to general real vector spaces by using those four properties as axioms. We make the following definition.

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