Linear Algebra/Inner Product Length and Orthogonality

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Orthogonality

Cauchy-Schwarz inequality

The Cauchy-Schwarz inequality states that the magnitude of the inner product of two vectors is less than or equal to the product of the vector norms, or: |x,y|xy.

Definition

For any vectors x and y in an inner product space V, we say x is orthogonal to y, and denote it by xy, if x,y=0.

Orthogonal complement and matrix transpose

Applications

Linear least squares

How to orthogonalize a basis

Suppose to be on a vector space V with a scalar product (not necessarily positive-definite),
Problem: Construct an orthonormal basis of V starting by a random basis { v1, ... }.
Solution: Gram-Schmidt for non isotropic vectors, otherwise choose v_i + v_j and reiterate. Template:Subject

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