Section 5.3

Inner-Product Spaces

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Problem 5.3.1

For x=(x1x2x3)x = \begin{pmatrix} x_{1} \\ x_{2} \\ x_{3} \end{pmatrix}, y=(y1y2y3)y = \begin{pmatrix} y_{1} \\ y_{2} \\ y_{3} \end{pmatrix}, determine which of the following are inner products for R3×1\mathbb {R}^{3 \times 1}.

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(a)

⟨x,y⟩=x1y1+x3y3\left\langle x, y \right\rangle = x_{1}y_{1} + x_{3}y_{3},

(b)

⟨x,y⟩=x1y1−x2y2+x3y3\left\langle x, y \right\rangle = x_{1}y_{1} - x_{2}y_{2} + x_{3}y_{3},

(c)

⟨x,y⟩=2x1y1+x2y2+4x3y3\left\langle x, y \right\rangle = 2x_{1}y_{1} + x_{2}y_{2} + 4x_{3}y_{3},

(d)

⟨x,y⟩=x12y12+x22y22+x32y32\left\langle x, y \right\rangle = x_{1}^{2}y_{1}^{2} + x_{2}^{2}y_{2}^{2} + x_{3}^{2}y_{3}^{2}.

Remark.
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An inner product on a real vector space VV is a function ⟨x,y⟩\left\langle x, y \right\rangle of ordered pairs of vectors satisfying: ⟨x,x⟩\left\langle x, x \right\rangle is real with ⟨x,x⟩≥0\left\langle x, x \right\rangle \geq 0, and ⟨x,x⟩=0\left\langle x, x \right\rangle = 0 if and only if x=0x = 0; ⟨x,αy⟩=α⟨x,y⟩\left\langle x, \alpha y \right\rangle = \alpha \left\langle x, y \right\rangle for all scalars α\alpha; ⟨x,y+z⟩=⟨x,y⟩+⟨x,z⟩\left\langle x, y+z \right\rangle = \left\langle x, y \right\rangle + \left\langle x, z \right\rangle; and ⟨x,y⟩=⟨y,x⟩\left\langle x, y \right\rangle = \left\langle y, x \right\rangle.

Problem 5.3.2

For a general inner-product space VV, explain why each of the following statements must be true.

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(a)

If ⟨x,y⟩=0\left\langle x, y \right\rangle = 0 for all x∈Vx \in V, then y=0y = 0.

(b)

⟨αx,y⟩=α⟨x,y⟩\left\langle \alpha x, y \right\rangle = \alpha \left\langle x, y \right\rangle for all x,y∈Vx, y \in V and for all scalars α\alpha.

(c)

⟨x+y,z⟩=⟨x,z⟩+⟨y,z⟩\left\langle x+y, z \right\rangle = \left\langle x, z \right\rangle + \left\langle y, z \right\rangle for all x,y,z∈Vx, y, z \in V.

Problem 5.3.3

Let VV be an inner-product space with an inner product ⟨x,y⟩\left\langle x, y \right\rangle. Explain why the function defined by ∥⋆∥=⟨⋆,⋆⟩\left\| \star \right\| = \sqrt{ \left\langle \star , \star \right\rangle } satisfies the first two general-matrix-norm properties ∥A∥≥0\left\| A\right\| \geq 0 with ∥A∥=0  ⟺  A=0\left\| A\right\| =0 \iff A=0, and ∥αA∥=∣α∣∥A∥\left\| \alpha A\right\| = \left|\alpha \right|\left\| A\right\|.

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Problem 5.3.4

For a real inner-product space with ∥⋆∥2=⟨⋆,⋆⟩\left\| \star \right\|^{2} = \left\langle \star , \star \right\rangle, derive the inequality

⟨x,y⟩≤∥x∥2+∥y∥22. \left\langle x, y \right\rangle \leq \frac{\left\| x\right\| ^{2}+\left\| y\right\| ^{2}}{2}.
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Problem 5.3.5

For n×nn \times n matrices AA and BB, explain why each of the following inequalities is valid.

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(a)

∣trace⁡(B)∣2≤n trace⁡(B∗B)\left|\operatorname {trace}(B)\right|^{2} \leq n \, \operatorname {trace}(B^{*}B).

(b)

trace⁡(B2)≤trace⁡(BTB)\operatorname {trace}(B^{2}) \leq \operatorname {trace}(B^{T}B) for real matrices.

(c)

trace⁡(ATB)≤trace⁡(ATA)+trace⁡(BTB)2\operatorname {trace}(A^{T}B) \leq \dfrac {\operatorname {trace}(A^{T}A) + \operatorname {trace}(B^{T}B)}{2} for real matrices.

Remark.
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Example 5.3.3: for A,B∈Rm×nA, B \in \mathbb {R}^{m \times n} equipped with the standard matrix inner product ⟨A,B⟩=trace⁡(ATB)\left\langle A, B \right\rangle = \operatorname {trace}(A^{T}B) and associated Frobenius norm ∥A∥F=⟨A,A⟩=trace⁡(ATA)\left\| A\right\|_{F} = \sqrt{ \left\langle A, A \right\rangle } = \sqrt{\operatorname {trace}(A^{T}A)}, the CBS inequality ⟨A,B⟩2≤∥A∥F2∥B∥F2\left\langle A, B \right\rangle^{2} \leq \left\| A\right\|_{F}^{2}\left\| B\right\|_{F}^{2} gives trace⁡(ATB)2≤trace⁡(ATA)trace⁡(BTB)\operatorname {trace}(A^{T}B)^{2} \leq \operatorname {trace}(A^{T}A)\operatorname {trace}(B^{T}B).

Problem 5.3.6

Extend the proof of the parallelogram identity's converse to include complex spaces.

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Remark.
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The parallelogram identity states that for a given norm ∥⋆∥\left\| \star \right\| on a vector space VV, there exists an inner product on VV such that ⟨⋆,⋆⟩=∥⋆∥2\left\langle \star , \star \right\rangle = \left\| \star \right\|^{2} if and only if ∥x+y∥2+∥x−y∥2=2(∥x∥2+∥y∥2)\left\| x+y\right\|^{2} + \left\| x-y\right\|^{2} = 2\left(\left\| x\right\|^{2}+\left\| y\right\|^{2}\right) holds for all x,y∈Vx, y \in V. For a real space satisfying this identity, the inner product recovering the norm is ⟨x,y⟩=14(∥x+y∥2−∥x−y∥2)\left\langle x, y \right\rangle = \frac{1}{4}\left(\left\| x+y\right\|^{2} - \left\| x-y\right\|^{2}\right).

Problem 5.3.7

Explain why there does not exist an inner product on Cn\mathbb {C}^{n} (n≥2n \geq 2) such that ∥⋆∥∞=⟨⋆,⋆⟩\left\| \star \right\|_{\infty } = \sqrt{ \left\langle \star , \star \right\rangle }.

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Problem 5.3.8

Explain why the Frobenius matrix norm on Cn×n\mathbb {C}^{n \times n} must satisfy the parallelogram identity.

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Problem 5.3.9

For n≥2n \geq 2, is either the matrix 1-, 2-, or ∞\infty-norm generated by an inner product on Cn×n\mathbb {C}^{n \times n}?

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