Inner product space explained
In mathematics, an inner product space (or, rarely, a Hausdorff pre-Hilbert space) 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.
[1] 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. If an inner product space 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.
Definition
In this article, denotes a field that is either the real numbers
or the
complex numbers
A
scalar is thus an element of . 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 .
An inner product space is a vector space over the field together with an inner product, that is, a map
\langle ⋅ , ⋅ \rangle:V x V\toF
that satisfies the following three properties for all vectors
and all scalars
- Conjugate symmetry: As
a = \overline if and only if
is real, conjugate symmetry implies that
is always a real number. If is
, conjugate symmetry is just symmetry.
\langle ax+by, z \rangle = a \langle x, z \rangle + b \langle y, z \rangle.
- Positive-definiteness: if
is not zero, then
(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
.
Basic properties
In the following properties, which result almost immediately from the definition of an inner product, and are arbitrary vectors, and and are arbitrary scalars.
\langle0,x\rangle=\langlex,0\rangle=0.
is real and nonnegative.
if and only if
\langlex,ay+bz\rangle=\overlinea\langlex,y\rangle+\overlineb\langlex,z\rangle.
This implies that an inner product is a
sesquilinear form.
\langlex+y,x+y\rangle=\langlex,x\rangle+2\operatorname{Re}(\langlex,y\rangle)+\langley,y\rangle,
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
\langlex+y,x+y\rangle=\langlex,x\rangle+2\langlex,y\rangle+\langley,y\rangle.
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
\langlex|y\rangle:=\left(y,x\right)
.
Notation
Several notations are used for inner products, including
,
,
and
, as well as the usual dot product.
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 define a complex inner product on
Euclidean vector space
with the
dot product is an inner product space, an example of a Euclidean vector space.
where
} is the
transpose of
A function
\langle ⋅ , ⋅ \rangle:\Rn x \Rn\to\R
is an inner product on
if and only if there exists a
symmetric positive-definite matrix
such that
\langlex,y\rangle=x\operatorname{T
} \mathbf y for all
If
is the
identity matrix then
\langlex,y\rangle=x\operatorname{T
} \mathbf y is the dot product. For another example, if
and
M=\begin{bmatrix}a&b\ b&d\end{bmatrix}
is positive-definite (which happens if and only if
and one/both diagonal elements are positive) then for any
}, y := \left[y_1, y_2\right]^ \in \R^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 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 function.
Random variables
For real random variables
and
the
expected value of their product
is an inner product.
[3] [4] [5] 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
\langleA,B\rangle:=\operatorname{tr}\left(AB\dagger\right)
. 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,
\langleA,A\rangle=\sumij\left|Aij\right|2>0
, 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
Every inner product space induces a norm, called its, 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:
Real and complex parts of inner products
Suppose that
is an inner product on
(so it is antilinear in its second argument). The
polarization identity shows that the
real part of the inner product is
If
is a real vector space then
and the
imaginary part (also called the) of
is always
Assume for the rest of this section that
is a complex vector space.The
polarization identity for complex vector spaces shows that
\begin{alignat}{4}
\langlex, y\rangle
&=
\left(\|x+y\|2-\|x-y\|2+i\|x+iy\|2-i\|x-iy\|2\right)\\
&=\operatorname{Re}\langlex,y\rangle+i\operatorname{Re}\langlex,iy\rangle.\\
\end{alignat}
The map defined by
\langlex\midy\rangle=\langley,x\rangle
for all
satisfies the axioms of the inner product except that it is antilinear in its, rather than its second, argument. The real part of both
and
are equal to
\operatorname{Re}\langlex,y\rangle
but the inner products differ in their complex part:
\begin{alignat}{4}
\langlex\midy\rangle
&=
\left(\|x+y\|2-\|x-y\|2-i\|x+iy\|2+i\|x-iy\|2\right)\\
&=\operatorname{Re}\langlex,y\rangle-i\operatorname{Re}\langlex,iy\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
considered as a real vector space. There is thus a one-to-one correspondence between complex inner products on a complex vector space
and real inner products on
For example, suppose that
for some integer
When
is considered as a real vector space in the usual way (meaning that it is identified with the
dimensional real vector space
with each
\left(a1+ib1,\ldots,an+ibn\right)\in\Complexn
identified with
\left(a1,b1,\ldots,an,bn\right)\in\R2n
), then the
dot product x ⋅ y=\left(x1,\ldots,x2n\right) ⋅ \left(y1,\ldots,y2n\right):=x1y1+ … +x2ny2n
defines a real inner product on this space. The unique complex inner product
on
induced by the dot product is the map that sends
c=\left(c1,\ldots,cn\right),d=\left(d1,\ldots,dn\right)\in\Complexn
to
\langlec,d\rangle:=c1\overline{d1}+ … +cn\overline{dn}
(because the real part of this map
is equal to the dot product).
Real vs. complex inner products
Let
denote
considered as a vector space over the real numbers rather than complex numbers.The
real part of the complex inner product
is the map
\langlex,y\rangle\R=\operatorname{Re}\langlex,y\rangle~:~V\R x V\R\to\R,
which necessarily forms a real inner product on the real vector space
Every inner product on a real vector space is a
bilinear and
symmetric map.
For example, if
with inner product
\langlex,y\rangle=x\overline{y},
where
is a vector space over the field
then
is a vector space over
and
is the
dot product
where
is identified with the point
(and similarly for
); thus the standard inner product
\langlex,y\rangle=x\overline{y},
on
is an "extension" the dot product . Also, had
been instead defined to be the
(rather than the usual
\langlex,y\rangle=x\overline{y}
) then its real part
would be the dot product; furthermore, without the complex conjugate, if
but
then
\langlex,x\rangle=xx=x2\not\in[0,infty)
so the assignment
x\mapsto\sqrt{\langlex,x\rangle}
would not define a norm.
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
then
but the next example shows that the converse is in general true.Given any
the vector
(which is the vector
rotated by 90°) belongs to
and so also belongs to
(although scalar multiplication of
by
is not defined in
the vector in
denoted by
is nevertheless still also an element of
). For the complex inner product,
\langlex,ix\rangle=-i\|x\|2,
whereas for the real inner product the value is always
If
is a complex inner product and
is a continuous linear operator that satisfies
for all
then
This statement is no longer true if
is instead a real inner product, as this next example shows. Suppose that
has the inner product
\langlex,y\rangle:=x\overline{y}
mentioned above. Then the map
defined by
is a linear map (linear for both
and
) that denotes rotation by
in the plane. Because
and
are perpendicular vectors and
is just the dot product,
for all vectors
nevertheless, this rotation map
is certainly not identically
In contrast, using the complex inner product gives
\langlex,Ax\rangle=-i\|x\|2,
which (as expected) is not identically zero.
Orthonormal sequences
See also: Orthogonal basis and Orthonormal basis.
Let
be a finite dimensional inner product space of dimension
Recall that every
basis of
consists of exactly
linearly independent vectors. Using the
Gram–Schmidt process we may start with an arbitrary basis and transform it into an orthonormal basis. That is, into a basis in which all the elements are orthogonal and have unit norm. In symbols, a basis
is orthonormal if
for every
and
for each index
This definition of orthonormal basis generalizes to the case of infinite-dimensional inner product spaces in the following way. Let
be any inner product space. Then a collection
is a for
if the subspace of
generated by finite linear combinations of elements of
is dense in
(in the norm induced by the inner product). Say that
is an for
if it is a basis and
if
and
for all
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).
Parseval's identity leads immediately to the following theorem:
Theorem. Let
be a separable inner product space and
an orthonormal basis of
Then the map
is an isometric linear map
with a dense image.
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
is defined appropriately, as is explained in the article
Hilbert space). In particular, we obtain the following result in the theory of Fourier series:
Theorem. Let
be the inner product space
Then the sequence (indexed on set of all integers) of continuous functions
is an orthonormal basis of the space
with the
inner product. The mapping
is an isometric linear map with dense image.
Orthogonality of the sequence
follows immediately from the fact that if
then
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, follows from the fact that the sequence has a dense algebraic span, this time in the space of continuous periodic functions on
with the uniform norm. This is the content of the
Weierstrass theorem on the uniform density of trigonometric polynomials.
Operators on inner product spaces
See main article: Operator theory. Several types of linear maps
between inner product spaces
and
are of relevance:
is linear and continuous with respect to the metric defined above, or equivalently,
is linear and the set of non-negative reals
where
ranges over the closed unit ball of
is bounded.
is linear and
\langleAx,y\rangle=\langlex,Ay\rangle
for all
satisfies
for all
A (resp. an) 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 that
is an isometry if and only if
\langleAx,Ay\rangle=\langlex,y\rangle
for all
All isometries are
injective. The
Mazur–Ulam theorem establishes that every surjective isometry between two normed spaces is an
affine transformation. Consequently, an isometry
between real inner product spaces is a linear map if and only if
Isometries are
morphisms between inner product spaces, and morphisms of real inner product spaces are orthogonal transformations (compare with
orthogonal matrix).
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.
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
See main article: Krein space. If
is a vector space and
a semi-definite sesquilinear form, then the function:
makes sense and satisfies all the properties of norm except that
does not imply
(such a functional is then called a
semi-norm). We can produce an inner product space by considering the quotient
The sesquilinear form
factors through
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
See main article: Pseudo-Euclidean space. Alternatively, one may require that the pairing be a nondegenerate form, meaning that for all non-zero
there exists some
such that
though
need not equal
; in other words, the induced map to the dual space
is injective. This generalization is important in
differential geometry: a manifold whose tangent spaces have an inner product is a
Riemannian manifold, while if this is related to nondegenerate conjugate symmetric form the manifold is a
pseudo-Riemannian manifold. By
Sylvester's law of inertia, just as every inner product is similar to the dot product with positive weights on a set of vectors, every nondegenerate conjugate symmetric form is similar to the dot product with weights on a set of vectors, and the number of positive and negative weights are called respectively the positive index and negative index. Product of vectors in
Minkowski space is an example of indefinite inner product, although, technically speaking, it is not an inner product according to the standard definition above. Minkowski space has four dimensions and indices 3 and 1 (assignment of
"+" and "−" to them differs depending on conventions).
Purely algebraic statements (ones that do not use positivity) usually only rely on the nondegeneracy (the injective homomorphism
) and thus hold more generally.
Related products
The term "inner product" is opposed to outer product, which is a slightly more general opposite. Simply, in coordinates, the inner product is the product of a
with an
vector, yielding a
matrix (a scalar), while the outer product is the product of an
vector with a
covector, yielding an
matrix. The outer product is defined for different dimensions, while the inner product requires the same dimension. If the dimensions are the same, then the inner product is the of the outer product (trace only being properly defined for square matrices). In an informal summary: "inner is horizontal times vertical and shrinks down, outer is vertical times horizontal and expands out".
More abstractly, the outer product is the bilinear map
sending a vector and a covector to a rank 1 linear transformation (simple tensor of type (1, 1)), while the inner product is the bilinear evaluation map
given by evaluating a covector on a vector; the order of the domain vector spaces here reflects the covector/vector distinction.
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 (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 (alternatively,). The inner product is more correctly called a product in this context, as the nondegenerate quadratic form in question need not be positive definite (need not be an inner product).
See also
Bibliography
- Book: Axler. Sheldon. Linear Algebra Done Right. Springer-Verlag. Berlin, New York. 2nd. 978-0-387-98258-8. 1997.
- Book: Dieudonné, Jean. Jean Dieudonné. Treatise on Analysis, Vol. I [Foundations of Modern Analysis]. Academic Press. 1969. 978-1-4067-2791-3. 2nd.
- Book: Emch. Gerard G.. Algebraic Methods in Statistical Mechanics and Quantum Field Theory. Wiley-Interscience. 978-0-471-23900-0. 1972.
- Zamani, A.; Moslehian, M.S.; & Frank, M. (2015) "Angle Preserving Mappings", Journal of Analysis and Applications 34: 485 to 500
Notes and References
- Moore. Gregory H.. The axiomatization of linear algebra: 1875-1940. Historia Mathematica. 1995. 22. 3. 262–303. 10.1006/hmat.1995.1025. free.
- 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.
- Web site: Ouwehand. Peter. Spaces of Random Variables. AIMS. 2017-09-05. November 2010. 2017-09-05. https://web.archive.org/web/20170905225616/http://users.aims.ac.za/~pouw/Lectures/Lecture_Spaces_Random_Variables.pdf. dead.
- Web site: Siegrist. Kyle. Vector Spaces of Random Variables. Random: Probability, Mathematical Statistics, Stochastic Processes. 2017-09-05. 1997.
- Bigoni. Daniele. Uncertainty Quantification with Applications to Engineering Problems. 2015. PhD. Technical University of Denmark. http://orbit.dtu.dk/files/106969507/phd359_Bigoni_D.pdf. 2017-09-05. Appendix B: Probability theory and functional spaces.