Definition
⟨⋅,⋅⟩:V×V→K
A function with the following properties
- ∀u,v,w∈V:⟨u+v,w⟩=⟨u,w⟩+⟨v,w⟩^[Additivity]
- ∀u,v∈V,k∈K:⟨ku,v⟩=k⟨u,v⟩^[Homogeneity]
- ∀u,v∈V:⟨u,v⟩=⟨v,u⟩^[Conjugate symmetry]
- ∀0=v∈V:⟨v,v⟩>0^[Positive definiteness]
where K∈{R,C} on a vector space (V,+,⋅,K)
Vector
Real
for x,y∈Rn
⟨x,y⟩=∣∣x∣⋅∣∣y∣∣cosθ=∑i=1nxiyi
where ∣∣⋅∣∣ is a Norm
Complex
for x,y∈Cn
⟨x,y⟩=xy=∑i=1nxiyˉi
Function
⟨f,g⟩=∫abf(x)g(x)dx
where f,g∈Cp(a,b)
Facts
⟨f,g⟩=⟨g,f⟩
⟨f,g+h⟩=⟨f,g⟩+⟨f,h⟩
⟨cf,g⟩=c⟨f,g⟩,c∈R
⟨f,f⟩≥0 (by the definition of Norm)
x⊺y=0⇒x⊥y
x⊺y<0⇒π>θ>21π
x⊺y>0⇒0<θ<21π
xy∈/R⇒xy=yx
The inner product of Euclidean Space is called a dot product.