Bessel's Inequality, and Parseval's Identity

2023. 11. 4. 18:47·Mathematics/Linear Algebra

Bessel's Inequality

Theorem 1. Let ($V, \langle \cdot, \cdot \rangle$) be an inner product space, and let $S = \{v_1, ..., v_n\}$ be an orthonormal subset of $V$. Then $\forall x \in V$, $$||x||^2 \geq \sum_{i=1}^n |\langle x, v_i \rangle|^2.$$
Proof. Let $\langle S \rangle = W$. Then $! \exists y \in W, z \in W^{\perp}$ such that $x = y + z$ by Theorem 1. Thus we have $$||x||^2 = ||y||^2 + ||z||^2 = \sum_{i=1}^n |\langle y, v_i \rangle|^2 + ||z||^2 \geq \sum_{i=1}^n |\langle x, v_i \rangle|^2. \blacksquare$$

Parseval's Identity

Theorem 2. In the notaion of Theorem 1, if $V$ is finite-dimensional and $S$ is an orthonormal basis for $V$, then $\forall x, y \in V$, $$\langle x, y \rangle = \sum_{i=1}^n \langle x, v_i \rangle \overline{\langle y, v_i\rangle}.$$
Proof. Denote $x = \sum_{i=1}^n \langle x, v_i \rangle v_i, y = \sum_{j=1}^n \langle y, v_j \rangle v_j$. Then we have $$\langle x, y\rangle = \langle \sum_{i=1}^n \langle x, v_i \rangle v_i, \sum_{j=1}^n \langle y, v_j \rangle v_j \rangle \\ = \sum_{i=1}^n \langle x, v_i \rangle \sum_{j=1}^n \overline{\langle y, v_j \rangle} \langle v_i, v_j \rangle \\ = \sum_{i=1}^n \langle x, v_i \rangle \overline{\langle y, v_i \rangle}. \blacksquare$$

Corollary

Corollary. Let $\langle \cdot, \cdot \rangle '$ denote the standard inner product of $F^n$. Then $\forall x, y \in V$, $\langle x, y \rangle = \langle [x]_{\beta}, [y]_{\beta} \rangle '$.
저작자표시 (새창열림)
'Mathematics/Linear Algebra' 카테고리의 다른 글
  • Schur's Theorem
  • Adjoint of Linear Transformation
  • Direct Sum
  • Orthogonal Complement
Erdos
Erdos
수학과, 물리학과 학부생들이 운영하는 팀블로그입니다.
  • Erdos
    SAMICO
    Erdos
  • 전체
    오늘
    어제
    • 분류 전체보기 (262) N
      • Mathematics (174) N
        • Real analysis (21) N
        • Linear Algebra (64)
        • Number Thoery (11)
        • Calculus (55)
        • Probability (6)
        • Set Theory (13)
        • Writing (2)
        • Problems (1)
        • Abstract Algebra (1)
      • Physics (69)
        • 일반물리 (2)
        • 상대성이론과 양자역학 입문 (35)
        • 열물리 (13)
        • 수리물리 (13)
        • 고전역학 (6)
      • Computer (7)
      • 독서 (12)
        • 과학 (5)
        • 문학 (2)
        • 자기계발서 (4)
  • 공지사항

    • 참고서적
  • 최근 댓글

  • 최근 글

  • hELLO· Designed By정상우.v4.10.2
Erdos
Bessel's Inequality, and Parseval's Identity
상단으로

티스토리툴바