lecture 16: quick review from previous...

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Lecture 16: Quick review from previous lecture The kernel of A is ker A = {x R n : Ax = 0}. The image of the matrix A is the set containing of all images of A, that is, img A = {Ax : x R n }. The coimage of A is the image of its transpose, A T . It is denoted coimg A: coimg A = img A T = {A T y : y R m }⊂ R n The cokernel of A is the kernel of its transpose, A T . It is denoted coker A: coker A = ker A T = {w R m : A T w = 0}⊂ R m In R n , the inner product is defined by: hx, yi = x 1 y 1 + ... + x n y n = n X i=1 x i y i ————————————————————————————————— Today we will discuss inner product and norms. ————————————————————————————————— Midterm 1 covers C1, C2, except 1.7, 2.5, 2.6. Practice Exam is on Canvas. MATH 4242-Week 6-2 1 Spring 2020

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Page 1: Lecture 16: Quick review from previous lecturerylai/docs1/teaching/math4242/S2020_M4242/Lecture16.pdfLecture 16: Quick review from previous lecture The kernel of Ais kerA= fx 2Rn:

Lecture 16: Quick review from previous lecture

• The kernel of A is

kerA = {x ∈ Rn : Ax = 0}.

• The image of the matrix A is the set containing of all images of A, that is,

imgA = {Ax : x ∈ Rn}.

• The coimage of A is the image of its transpose, AT . It is denoted coimgA:

coimgA = imgAT = {ATy : y ∈ Rm} ⊂ Rn

• The cokernel of A is the kernel of its transpose, AT . It is denoted cokerA:

cokerA = kerAT = {w ∈ Rm : ATw = 0} ⊂ Rm

• In Rn, the inner product is defined by:

〈x,y〉 = x1y1 + . . . + xnyn =

n∑i=1

xiyi

—————————————————————————————————

Today we will discuss inner product and norms.

—————————————————————————————————

• Midterm 1 covers C1, C2, except 1.7, 2.5, 2.6.

• Practice Exam is on Canvas.

MATH 4242-Week 6-2 1 Spring 2020

Page 2: Lecture 16: Quick review from previous lecturerylai/docs1/teaching/math4242/S2020_M4242/Lecture16.pdfLecture 16: Quick review from previous lecture The kernel of Ais kerA= fx 2Rn:

§ Abstract definition of general inner products

Definition: Let V be a vector space. An inner product on V is a functions

that assigns every pairing two vectors x and y in V to obtain a real number,

denoted

〈x,y〉,such that for all u,v,w ∈ V and scalars c, d ∈ R, the following hold:

(1) Bilinearity:

〈cu + dv, w〉 = c〈u, w〉 + d〈v, w〉,〈u, cv + dw〉 = c〈u, v〉 + d〈u, w〉,

(2) Symmetry: 〈v, w〉 = 〈w, v〉,

(2) Positivity: 〈v,v〉 > 0 whenever v 6= 0. Moreover, 〈v,v〉 = 0 if and only if

v = 0.

A a vector space V equipped with a specific inner product is called an inner

product space.

X We have already checked that the inner product on Rn defined by

〈x,y〉 =

n∑i=1

xiyi

satisfies these three axioms.

Now let’s take a look at some other inner product spaces.

MATH 4242-Week 6-2 2 Spring 2020

Page 3: Lecture 16: Quick review from previous lecturerylai/docs1/teaching/math4242/S2020_M4242/Lecture16.pdfLecture 16: Quick review from previous lecture The kernel of Ais kerA= fx 2Rn:

Example. Let C0 = C0(I) denote the vector space of continuous functions on an

interval I = [a, b], with the usual addition and scalar multiplication operations.

We can turn C0 into an “inner product space” by defining the following inner

product :

〈f, g〉 =

∫ b

a

f (x)g(x)dx.

*This is sometimes called the L2 inner product (the “L” stands for “Lebesgue”).

Let’s check that this satisfies the defining properties of an inner product:

MATH 4242-Week 6-2 3 Spring 2020

Page 4: Lecture 16: Quick review from previous lecturerylai/docs1/teaching/math4242/S2020_M4242/Lecture16.pdfLecture 16: Quick review from previous lecture The kernel of Ais kerA= fx 2Rn:
Page 5: Lecture 16: Quick review from previous lecturerylai/docs1/teaching/math4242/S2020_M4242/Lecture16.pdfLecture 16: Quick review from previous lecture The kernel of Ais kerA= fx 2Rn:

§ The same vector space V can have many different inner prod-

ucts.

For example, while we originally equipped Rn with the standard inner product

〈x,y〉 =∑n

i=1 xiyi, we can also define “other” inner products on Rn as well. See

discussions below.

Example. If c1, . . . , cn are positive numbers, we can define

〈x,y〉 = c1x1y1 + . . . + cnxnyn =

n∑i=1

cixiyi.

This is a legitimate inner product (check this as an exercise). It is called a

weighted inner product, with weights c1, . . . , cn.

Observe that while we can write the ordinary inner product on Rn as xTy, we

can write the “weighted inner product” as

MATH 4242-Week 6-2 4 Spring 2020

Page 6: Lecture 16: Quick review from previous lecturerylai/docs1/teaching/math4242/S2020_M4242/Lecture16.pdfLecture 16: Quick review from previous lecture The kernel of Ais kerA= fx 2Rn:

− We can define an even more general class of inner products on Rn, as follows:

Example. Take any n-by-n, nonsingular matrix A.

Now we define

〈x,y〉 = xTATAy.

Let’s check that this is an inner product.

MATH 4242-Week 6-2 5 Spring 2020

Page 7: Lecture 16: Quick review from previous lecturerylai/docs1/teaching/math4242/S2020_M4242/Lecture16.pdfLecture 16: Quick review from previous lecture The kernel of Ais kerA= fx 2Rn:

Example. As an example of this kind of inner product in R2, let’s define the inner

product

〈x,y〉 = (x1 x2)

( √2 −√

3

0√

3

)( √2 0

−√

3√

3

)(y1y2

)(1)

= 2x1y1 + 3(x2 − x1)(y2 − y1) (2)

Remark. [Comparison: ]

1. The norm of (1, 3)T :

• in usual inner product:

• in inner product defined in (1):

2. The inner product of (1, 1)T and (−1, 2)T :

• in usual inner product:

• in inner product defined in (1):

MATH 4242-Week 6-2 6 Spring 2020

Page 8: Lecture 16: Quick review from previous lecturerylai/docs1/teaching/math4242/S2020_M4242/Lecture16.pdfLecture 16: Quick review from previous lecture The kernel of Ais kerA= fx 2Rn:

Summary.

• We saw many different inner products on Rn, namely those of the form

〈x,y〉 = xTBy

for a matrix B = ATA where A is nonsingular.

• When B = I , this includes the usual inner product∑n

i=1 xiyi. Note that this

usual inner product on Rn is called the dot product.

− Let’s look at another example with weighted inner product.

Example. We can also define weighted inner products on C0(I). If w(x) is any

positive, continuous function, we can define

〈f, g〉 =

∫ b

a

f (x)g(x)w(x)dx

It is a straightforward exercise to check that this is an inner product.

MATH 4242-Week 6-2 7 Spring 2020

Page 9: Lecture 16: Quick review from previous lecturerylai/docs1/teaching/math4242/S2020_M4242/Lecture16.pdfLecture 16: Quick review from previous lecture The kernel of Ais kerA= fx 2Rn:

3.2 Inequalities

§ The Cauchy-Schwarz Inequality

In Rn, we have seen from Calculus that the dot product between two vectors

v,w ∈ Rn can be geometrically characterized by

v ·w = ‖v‖‖w‖ cos θ,

where θ is the angle between the two vectors. Thus,

|v ·w| ≤ ‖v‖‖w‖.

In fact,

Let V be an inner product space. Then the following Cauchy-Schwarz in-

equality holds:

Thus, Cauchy-Schwarz inequality allows us to define the cosine of the angle θ

between the two vectors v,w in an inner vector space V :

cos θ =

Before showing Cauchy-Schwarz inequality , let’s look at some examples.

MATH 4242-Week 6-2 8 Spring 2020

<v,w> . �v��w� To see this, we know this ratio lies between −1 and 1, and defining the angle θ in this way makes sense.

|<v , w>| ≤ �v��w� for all v, w ∈ V.