Linear-Algebra-Done-Right Β· Unit 15 Β· Video 1 Β· Interactive Practice
Orthonormal Bases: Bessel's Inequality and Parseval
I Key Formulas
Key Insight: In the orthonormal basis of F 4 \mathbf{F}^4 F 4 with entries Β± 1 2 \pm\tfrac12 Β± 2 1 β , the four coefficients of v = ( 1 , 2 , 4 , 7 ) v = (1, 2, 4, 7) v = ( 1 , 2 , 4 , 7 ) are four separate inner products, 7 7 7 , β 4 -4 β 4 , 1 1 1 , 2 2 2 , with no system to solve, and Parseval checks them: 49 + 16 + 1 + 4 = 70 = β₯ v β₯ 2 49 + 16 + 1 + 4 = 70 = \|v\|^2 49 + 16 + 1 + 4 = 70 = β₯ v β₯ 2 .
II Inner Products of Functions Are Signed Areas
Each entry β¨ f , g β© = β« f g \langle f, g \rangle = \int fg β¨ f , g β© = β« f g of the table is a signed area; a list is orthonormal exactly when the table is 1 1 1 on the diagonal and 0 0 0 elsewhere.
list
C[βΟ, Ο]: 1/β(2Ο), cos x/βΟ, cos 2x/βΟ, sin x/βΟ, sin 2x/βΟ
Pβ(R): 1, x, xΒ²
Pβ(R): 1/β2, β(3/2) x, β(5/2) xΒ²
π‘ Dividing 1 , x , x 2 1, x, x^2 1 , x , x 2 by their norms fixes the diagonal, but a nonzero multiple of a nonzero inner product is never zero; the next video builds an orthonormal list from 1 , x , x 2 1, x, x^2 1 , x , x 2 by GramβSchmidt.
III Bessel's Inequality in the Plane
The sum of the squared coefficients along an orthonormal list never exceeds β₯ v β₯ 2 \|v\|^2 β₯ v β₯ 2 ; the shortfall is β₯ w β₯ 2 \|w\|^2 β₯ w β₯ 2 , the part of v v v the list misses.
orthonormal list
eβ (m = 1)
eβ, eβ (orthonormal basis of RΒ²)
IV Coordinates in an Orthonormal Basis of Fβ΄
With an orthonormal basis each coefficient of v v v is one inner product; for a list with entries Β± 1 2 \pm\tfrac12 Β± 2 1 β that is not orthonormal, β β¨ v , e k β© e k \sum \langle v, e_k \rangle e_k β β¨ v , e k β β© e k β usually fails to rebuild v v v .
v
v = (1, 2, 4, 7)
v = (5, 1, 3, β1)
v = (1, 0, 0, 0)
v = (2, β2, 0, 4)
video's basis
V Quiz Questions
Problem 1 Β· A Coefficient as an Inner Product
Given: the orthonormal basis of F 4 \mathbf{F}^4 F 4 from the video, e 1 = ( 1 2 , 1 2 , 1 2 , 1 2 ) e_1 = \left(\tfrac12, \tfrac12, \tfrac12, \tfrac12\right) e 1 β = ( 2 1 β , 2 1 β , 2 1 β , 2 1 β ) , e 2 = ( 1 2 , 1 2 , β 1 2 , β 1 2 ) e_2 = \left(\tfrac12, \tfrac12, -\tfrac12, -\tfrac12\right) e 2 β = ( 2 1 β , 2 1 β , β 2 1 β , β 2 1 β ) , e 3 = ( 1 2 , β 1 2 , β 1 2 , 1 2 ) e_3 = \left(\tfrac12, -\tfrac12, -\tfrac12, \tfrac12\right) e 3 β = ( 2 1 β , β 2 1 β , β 2 1 β , 2 1 β ) , e 4 = ( β 1 2 , 1 2 , β 1 2 , 1 2 ) e_4 = \left(-\tfrac12, \tfrac12, -\tfrac12, \tfrac12\right) e 4 β = ( β 2 1 β , 2 1 β , β 2 1 β , 2 1 β ) , and v = ( 5 , 1 , 3 , β 1 ) v = (5, 1, 3, -1) v = ( 5 , 1 , 3 , β 1 ) . Find the coefficient a 4 a_4 a 4 β in v = a 1 e 1 + a 2 e 2 + a 3 e 3 + a 4 e 4 v = a_1 e_1 + a_2 e_2 + a_3 e_3 + a_4 e_4 v = a 1 β e 1 β + a 2 β e 2 β + a 3 β e 3 β + a 4 β e 4 β .
a a 4 = 4 a_4 = 4 a 4 β = 4
b a 4 = β 8 a_4 = -8 a 4 β = β 8
c a 4 = β 4 a_4 = -4 a 4 β = β 4
d a 4 = β 2 a_4 = -2 a 4 β = β 2
β
Correct! a 4 = β¨ v , e 4 β© = 1 2 ( β 5 + 1 β 3 β 1 ) = β 4 a_4 = \langle v, e_4 \rangle = \tfrac12(-5 + 1 - 3 - 1) = -4 a 4 β = β¨ v , e 4 β β© = 2 1 β ( β 5 + 1 β 3 β 1 ) = β 4 , one inner product and no system of equations.
β Check the signs. The sign pattern of
e 4 e_4 e 4 β is
β , + , β , + -, +, -, + β , + , β , + , so the signed sum is
β 5 + 1 β 3 β 1 = β 8 -5 + 1 - 3 - 1 = -8 β 5 + 1 β 3 β 1 = β 8 , which is negative.
β Close, butβ¦ β 8 -8 β 8 is the signed sum
β 5 + 1 β 3 β 1 -5 + 1 - 3 - 1 β 5 + 1 β 3 β 1 ; each entry of
e 4 e_4 e 4 β is
Β± 1 2 \pm\tfrac12 Β± 2 1 β , not
Β± 1 \pm 1 Β± 1 , so the inner product is half of it.
β Not quite. β 2 = 1 4 ( β 8 ) -2 = \tfrac14(-8) β 2 = 4 1 β ( β 8 ) uses the factor
1 2 \tfrac12 2 1 β twice. The coefficient is
a 4 = β¨ v , e 4 β© a_4 = \langle v, e_4 \rangle a 4 β = β¨ v , e 4 β β© , with one factor
1 2 \tfrac12 2 1 β from the entries of
e 4 e_4 e 4 β and no division by
β₯ e 4 β₯ 2 = 1 \|e_4\|^2 = 1 β₯ e 4 β β₯ 2 = 1 , so
a 4 = 1 2 ( β 8 ) a_4 = \tfrac12(-8) a 4 β = 2 1 β ( β 8 ) .
β Not quite. Use
a k = β¨ v , e k β© a_k = \langle v, e_k \rangle a k β = β¨ v , e k β β© with the entries of
e 4 e_4 e 4 β .
Show solution
Since e 1 , e 2 , e 3 , e 4 e_1, e_2, e_3, e_4 e 1 β , e 2 β , e 3 β , e 4 β is an orthonormal basis, the first part of the theorem gives a k = β¨ v , e k β© a_k = \langle v, e_k \rangle a k β = β¨ v , e k β β© . The entries of e 4 e_4 e 4 β are β 1 2 , 1 2 , β 1 2 , 1 2 -\tfrac12, \tfrac12, -\tfrac12, \tfrac12 β 2 1 β , 2 1 β , β 2 1 β , 2 1 β , so
a 4 = β¨ v , e 4 β© = 1 2 ( β 5 + 1 β 3 + ( β 1 ) ) = 1 2 ( β 8 ) = β 4. a_4 = \langle v, e_4 \rangle = \tfrac12\big(-5 + 1 - 3 + (-1)\big) = \tfrac12(-8) = -4. a 4 β = β¨ v , e 4 β β© = 2 1 β ( β 5 + 1 β 3 + ( β 1 ) ) = 2 1 β ( β 8 ) = β 4.
The other coefficients are a 1 = 1 2 ( 5 + 1 + 3 β 1 ) = 4 a_1 = \tfrac12(5 + 1 + 3 - 1) = 4 a 1 β = 2 1 β ( 5 + 1 + 3 β 1 ) = 4 , a 2 = 1 2 ( 5 + 1 β 3 + 1 ) = 2 a_2 = \tfrac12(5 + 1 - 3 + 1) = 2 a 2 β = 2 1 β ( 5 + 1 β 3 + 1 ) = 2 , a 3 = 1 2 ( 5 β 1 β 3 β 1 ) = 0 a_3 = \tfrac12(5 - 1 - 3 - 1) = 0 a 3 β = 2 1 β ( 5 β 1 β 3 β 1 ) = 0 . Parseval checks the set: 4 2 + 2 2 + 0 2 + ( β 4 ) 2 = 36 = 25 + 1 + 9 + 1 = β₯ v β₯ 2 4^2 + 2^2 + 0^2 + (-4)^2 = 36 = 25 + 1 + 9 + 1 = \|v\|^2 4 2 + 2 2 + 0 2 + ( β 4 ) 2 = 36 = 25 + 1 + 9 + 1 = β₯ v β₯ 2 .
Problem 2 Β· Normalizing Is Not Enough
Given: P 2 ( R ) \mathcal{P}_2(\mathbf{R}) P 2 β ( R ) with β¨ p , q β© = β« β 1 1 p q \langle p, q \rangle = \int_{-1}^{1} pq β¨ p , q β© = β« β 1 1 β pq , and the normalized list 1 2 , Β 3 2 β x , Β 5 2 β x 2 \tfrac{1}{\sqrt2},\ \sqrt{\tfrac32}\,x,\ \sqrt{\tfrac52}\,x^2 2 β 1 β , Β 2 3 β β x , Β 2 5 β β x 2 . Find β¨ 1 2 , Β 5 2 β x 2 β© \left\langle \tfrac{1}{\sqrt2},\ \sqrt{\tfrac52}\,x^2 \right\rangle β¨ 2 β 1 β , Β 2 5 β β x 2 β© .
a 0 0 0
b 5 3 \tfrac{\sqrt5}{3} 3 5 β β
c 2 3 \tfrac23 3 2 β
d 1 1 1
β
Correct! The inner product is
5 2 β
2 3 = 5 3 β 0 \tfrac{\sqrt5}{2} \cdot \tfrac23 = \tfrac{\sqrt5}{3} \neq 0 2 5 β β β
3 2 β = 3 5 β β ξ = 0 , so the normalized list is still not orthonormal.
β Not quite. Dividing by norms makes each vector a unit vector, but it multiplies
β¨ 1 , x 2 β© = 2 3 \langle 1, x^2 \rangle = \tfrac23 β¨ 1 , x 2 β© = 3 2 β by a positive number, and a positive multiple of
2 3 \tfrac23 3 2 β is not
0 0 0 .
β Close, butβ¦ 2 3 \tfrac23 3 2 β is
β¨ 1 , x 2 β© \langle 1, x^2 \rangle β¨ 1 , x 2 β© before rescaling; the factors
1 2 \tfrac{1}{\sqrt2} 2 β 1 β and
5 2 \sqrt{\tfrac52} 2 5 β β multiply it.
β Not quite. Each vector has norm
1 1 1 , but that fixes only
β¨ e k , e k β© \langle e_k, e_k \rangle β¨ e k β , e k β β© ; this is an inner product of two different vectors.
β Not quite. Pull the constants out and integrate
x 2 x^2 x 2 over
[ β 1 , 1 ] [-1, 1] [ β 1 , 1 ] .
Show solution
Constants come out of the integral:
β¨ 1 2 , Β 5 2 β x 2 β© = 1 2 5 2 β« β 1 1 x 2 β d x = 5 2 β
2 3 = 5 3 β 0.745. \left\langle \tfrac{1}{\sqrt2},\ \sqrt{\tfrac52}\,x^2 \right\rangle = \frac{1}{\sqrt2}\sqrt{\frac52} \int_{-1}^{1} x^2\,dx = \frac{\sqrt5}{2} \cdot \frac23 = \frac{\sqrt5}{3} \approx 0.745. β¨ 2 β 1 β , Β 2 5 β β x 2 β© = 2 β 1 β 2 5 β β β« β 1 1 β x 2 d x = 2 5 β β β
3 2 β = 3 5 β β β 0.745.
Each vector of the list has norm 1 1 1 (for instance β« β 1 1 5 2 x 4 β d x = 5 2 β
2 5 = 1 \int_{-1}^{1} \tfrac52 x^4\,dx = \tfrac52 \cdot \tfrac25 = 1 β« β 1 1 β 2 5 β x 4 d x = 2 5 β β
5 2 β = 1 ), and 3 2 β x \sqrt{\tfrac32}\,x 2 3 β β x is orthogonal to the other two because x x x and x 3 x^3 x 3 are odd. But the first and third vectors are not orthogonal, so the list is not orthonormal: scaling cannot turn a nonzero inner product into 0 0 0 .
Problem 3 Β· The Gap in Bessel's Inequality
Given: the orthonormal list e 1 = ( 1 3 , 1 3 , 1 3 ) e_1 = \left(\tfrac{1}{\sqrt3}, \tfrac{1}{\sqrt3}, \tfrac{1}{\sqrt3}\right) e 1 β = ( 3 β 1 β , 3 β 1 β , 3 β 1 β ) , e 2 = ( β 1 2 , 1 2 , 0 ) e_2 = \left(-\tfrac{1}{\sqrt2}, \tfrac{1}{\sqrt2}, 0\right) e 2 β = ( β 2 β 1 β , 2 β 1 β , 0 ) in R 3 \mathbf{R}^3 R 3 and v = ( 3 , 0 , 3 ) v = (3, 0, 3) v = ( 3 , 0 , 3 ) . Find β₯ w β₯ 2 \|w\|^2 β₯ w β₯ 2 , where w = v β β¨ v , e 1 β© e 1 β β¨ v , e 2 β© e 2 w = v - \langle v, e_1 \rangle e_1 - \langle v, e_2 \rangle e_2 w = v β β¨ v , e 1 β β© e 1 β β β¨ v , e 2 β β© e 2 β .
a β₯ w β₯ 2 = 0 \|w\|^2 = 0 β₯ w β₯ 2 = 0
b β₯ w β₯ 2 = 6 \|w\|^2 = 6 β₯ w β₯ 2 = 6
c β₯ w β₯ 2 = 33 2 \|w\|^2 = \tfrac{33}{2} β₯ w β₯ 2 = 2 33 β
d β₯ w β₯ 2 = 3 2 \|w\|^2 = \tfrac32 β₯ w β₯ 2 = 2 3 β
β
Correct! β₯ w β₯ 2 = β₯ v β₯ 2 β β£ β¨ v , e 1 β© β£ 2 β β£ β¨ v , e 2 β© β£ 2 = 18 β 12 β 9 2 = 3 2 \|w\|^2 = \|v\|^2 - |\langle v, e_1 \rangle|^2 - |\langle v, e_2 \rangle|^2 = 18 - 12 - \tfrac92 = \tfrac32 β₯ w β₯ 2 = β₯ v β₯ 2 β β£ β¨ v , e 1 β β© β£ 2 β β£ β¨ v , e 2 β β© β£ 2 = 18 β 12 β 2 9 β = 2 3 β .
β Not quite. Bessel's inequality is an equality only when
v v v lies in the span of the list; two vectors span only a plane in
R 3 \mathbf{R}^3 R 3 , and
v v v is not in it.
β Close, butβ¦ 18 β 12 = 6 18 - 12 = 6 18 β 12 = 6 removes only the
e 1 e_1 e 1 β part;
β£ β¨ v , e 2 β© β£ 2 = 9 2 |\langle v, e_2 \rangle|^2 = \tfrac92 β£ β¨ v , e 2 β β© β£ 2 = 2 9 β must be subtracted too.
β Close, butβ¦ 12 + 9 2 = 33 2 12 + \tfrac92 = \tfrac{33}{2} 12 + 2 9 β = 2 33 β is
β₯ u β₯ 2 \|u\|^2 β₯ u β₯ 2 , the part of
β₯ v β₯ 2 \|v\|^2 β₯ v β₯ 2 the list captures;
β₯ w β₯ 2 \|w\|^2 β₯ w β₯ 2 is what remains.
β Not quite. Use
β₯ v β₯ 2 = β₯ u β₯ 2 + β₯ w β₯ 2 \|v\|^2 = \|u\|^2 + \|w\|^2 β₯ v β₯ 2 = β₯ u β₯ 2 + β₯ w β₯ 2 from the proof of Bessel's inequality.
Show solution
From the proof of Bessel's inequality, β₯ v β₯ 2 = β₯ u β₯ 2 + β₯ w β₯ 2 \|v\|^2 = \|u\|^2 + \|w\|^2 β₯ v β₯ 2 = β₯ u β₯ 2 + β₯ w β₯ 2 with β₯ u β₯ 2 = β£ β¨ v , e 1 β© β£ 2 + β£ β¨ v , e 2 β© β£ 2 \|u\|^2 = |\langle v, e_1 \rangle|^2 + |\langle v, e_2 \rangle|^2 β₯ u β₯ 2 = β£ β¨ v , e 1 β β© β£ 2 + β£ β¨ v , e 2 β β© β£ 2 . Compute:
β¨ v , e 1 β© = 3 + 0 + 3 3 = 6 3 , β£ β¨ v , e 1 β© β£ 2 = 12 ; β¨ v , e 2 β© = β 3 + 0 + 0 2 , β£ β¨ v , e 2 β© β£ 2 = 9 2 . \langle v, e_1 \rangle = \frac{3 + 0 + 3}{\sqrt3} = \frac{6}{\sqrt3},\quad |\langle v, e_1 \rangle|^2 = 12; \qquad \langle v, e_2 \rangle = \frac{-3 + 0 + 0}{\sqrt2},\quad |\langle v, e_2 \rangle|^2 = \frac92. β¨ v , e 1 β β© = 3 β 3 + 0 + 3 β = 3 β 6 β , β£ β¨ v , e 1 β β© β£ 2 = 12 ; β¨ v , e 2 β β© = 2 β β 3 + 0 + 0 β , β£ β¨ v , e 2 β β© β£ 2 = 2 9 β .
β₯ w β₯ 2 = β₯ v β₯ 2 β β₯ u β₯ 2 = 18 β 12 β 9 2 = 3 2 . \|w\|^2 = \|v\|^2 - \|u\|^2 = 18 - 12 - \frac92 = \frac32. β₯ w β₯ 2 = β₯ v β₯ 2 β β₯ u β₯ 2 = 18 β 12 β 2 9 β = 2 3 β .
Check directly: u = 2 ( 1 , 1 , 1 ) + 3 2 ( 1 , β 1 , 0 ) = ( 7 2 , 1 2 , 2 ) u = 2(1, 1, 1) + \tfrac32(1, -1, 0) = \left(\tfrac72, \tfrac12, 2\right) u = 2 ( 1 , 1 , 1 ) + 2 3 β ( 1 , β 1 , 0 ) = ( 2 7 β , 2 1 β , 2 ) , so w = v β u = ( β 1 2 , β 1 2 , 1 ) w = v - u = \left(-\tfrac12, -\tfrac12, 1\right) w = v β u = ( β 2 1 β , β 2 1 β , 1 ) and β₯ w β₯ 2 = 1 4 + 1 4 + 1 = 3 2 \|w\|^2 = \tfrac14 + \tfrac14 + 1 = \tfrac32 β₯ w β₯ 2 = 4 1 β + 4 1 β + 1 = 2 3 β . As in the video, w w w is a multiple of e 3 = 1 6 ( 1 , 1 , β 2 ) e_3 = \tfrac{1}{\sqrt6}(1, 1, -2) e 3 β = 6 β 1 β ( 1 , 1 , β 2 ) , and β£ β¨ v , e 3 β© β£ 2 = ( β 3 6 ) 2 = 3 2 |\langle v, e_3 \rangle|^2 = \left(-\tfrac{3}{\sqrt6}\right)^2 = \tfrac32 β£ β¨ v , e 3 β β© β£ 2 = ( β 6 β 3 β ) 2 = 2 3 β .
Problem 4 Β· Inner Products from Coordinates
Given: e 1 , e 2 e_1, e_2 e 1 β , e 2 β is an orthonormal basis of a complex inner product space V V V , and u = 2 e 1 + i β e 2 u = 2e_1 + i\,e_2 u = 2 e 1 β + i e 2 β , Β v = ( 1 + i ) e 1 + 3 e 2 \ v = (1 + i)e_1 + 3e_2 Β v = ( 1 + i ) e 1 β + 3 e 2 β . Find β¨ u , v β© \langle u, v \rangle β¨ u , v β© .
a 2 + i 2 + i 2 + i
b 2 + 5 i 2 + 5i 2 + 5 i
c 2 β i 2 - i 2 β i
d 2 β 5 i 2 - 5i 2 β 5 i
β
Correct! β¨ u , v β© = 2 β
1 + i βΎ + i β
3 βΎ = 2 β 2 i + 3 i = 2 + i \langle u, v \rangle = 2 \cdot \overline{1 + i} + i \cdot \overline{3} = 2 - 2i + 3i = 2 + i β¨ u , v β© = 2 β
1 + i β + i β
3 = 2 β 2 i + 3 i = 2 + i .
β Close, butβ¦ 2 ( 1 + i ) + 3 i 2(1 + i) + 3i 2 ( 1 + i ) + 3 i forgets the conjugate: a scalar pulled out of the second slot comes out conjugated, so the formula uses
β¨ v , e k β© βΎ \overline{\langle v, e_k \rangle} β¨ v , e k β β© β .
β Close, butβ¦ That conjugates the coordinates of
u u u ; the conjugates belong to the coordinates of
v v v , the vector in the second slot.
β Not quite. Only the coordinates of
v v v are conjugated, not those of
u u u as well.
β Not quite. Use
β¨ u , v β© = β¨ u , e 1 β© β¨ v , e 1 β© βΎ + β¨ u , e 2 β© β¨ v , e 2 β© βΎ \langle u, v \rangle = \langle u, e_1 \rangle \overline{\langle v, e_1 \rangle} + \langle u, e_2 \rangle \overline{\langle v, e_2 \rangle} β¨ u , v β© = β¨ u , e 1 β β© β¨ v , e 1 β β© β + β¨ u , e 2 β β© β¨ v , e 2 β β© β .
Show solution
In an orthonormal basis the coefficients are the inner products, so β¨ u , e 1 β© = 2 \langle u, e_1 \rangle = 2 β¨ u , e 1 β β© = 2 , β¨ u , e 2 β© = i \langle u, e_2 \rangle = i β¨ u , e 2 β β© = i , β¨ v , e 1 β© = 1 + i \langle v, e_1 \rangle = 1 + i β¨ v , e 1 β β© = 1 + i , β¨ v , e 2 β© = 3 \langle v, e_2 \rangle = 3 β¨ v , e 2 β β© = 3 . The third part of the theorem gives
β¨ u , v β© = β¨ u , e 1 β© β¨ v , e 1 β© βΎ + β¨ u , e 2 β© β¨ v , e 2 β© βΎ = 2 ( 1 β i ) + i β
3 = 2 β 2 i + 3 i = 2 + i . \langle u, v \rangle = \langle u, e_1 \rangle \overline{\langle v, e_1 \rangle} + \langle u, e_2 \rangle \overline{\langle v, e_2 \rangle} = 2(1 - i) + i \cdot 3 = 2 - 2i + 3i = 2 + i. β¨ u , v β© = β¨ u , e 1 β β© β¨ v , e 1 β β© β + β¨ u , e 2 β β© β¨ v , e 2 β β© β = 2 ( 1 β i ) + i β
3 = 2 β 2 i + 3 i = 2 + i .
It comes from taking the inner product of u u u with v = β¨ v , e 1 β© e 1 + β¨ v , e 2 β© e 2 v = \langle v, e_1 \rangle e_1 + \langle v, e_2 \rangle e_2 v = β¨ v , e 1 β β© e 1 β + β¨ v , e 2 β β© e 2 β : the second slot is additive, and each scalar β¨ v , e k β© \langle v, e_k \rangle β¨ v , e k β β© comes out of it conjugated.
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