Skip to content
Linear Algebra, Optimisation and Numerical Methods / Inner Product Spaces and Orthogonality

Overview

Linear Algebra I built the dot product (the-dot-product-length-and-angle) as a fixed formula on Rn\mathbb{R}^n: multiply components, add. This topic generalises that single formula into an entire class of objects — inner products — defined by the properties they must satisfy rather than any one recipe, opening the door to complex vector spaces, function spaces, and every other setting where "angle" and "length" are meaningful concepts. This is the same axiomatic move Linear Algebra I made for vector spaces themselves (vector-spaces-and-subspaces), now applied one level up, to the geometric structure sitting on top of a vector space.

By the end of this topic you should be able to:

  • verify whether a candidate bilinear (or sesquilinear) form is a genuine inner product;
  • prove the Cauchy-Schwarz inequality for a general inner product space;
  • run the Gram-Schmidt process to convert any basis into an orthonormal one;
  • project a vector onto a subspace and use the projection to solve a minimisation problem.

In this lesson

  1. Contents
  2. The big picture

The full lesson is for members.

Read the full lesson

New to SelfMadeQuant.com? See membership options or browse the Linear Algebra, Optimisation and Numerical Methods syllabus.