Random Process and Linear Algebra: Unit V: Linear Transformation and Inner Product Spaces,,

Inner Product space-Matrices

Problems under Inner product space - Matrices

(a) Inner product space - Matrices

Problem 1.

Apply the Gram-Schmidt process to the given subset S of the inner product space V to obtain

(a) Orthogonal basis for span(S).

(b) Normalize the vectors in this basis to obtain an orthonormal basis β for span(S).

(c) Compute the Fourier co-efficiensis of the given vector relative to β.


Solution :


(a) Now apply Gram-Schmidt process





(b) The vectors v1, v2 and v3 can be normalized to obtain the orthonormal basis {u1, u2, u3}, where


The vector u2 is given by,


Thus, the required orthonormal basis of span(S) is β = {u1, u2, u3}


[Use your calculator for matrix multiplication]

(c) Next compute the Fourier coefficients for,


The coefficient c1 is given by


The coefficient c2 is given by


and

The coefficient c3 is given by


Problem 2.

Apply the Gram-Schmidt process to the given subset S of the inner product space V to obtain

(a) Orthogonal basis for span(S).

(b) Normalize the vectors in this basis to obtain an orthonormal basis β for span(S).

(c) Compute the Fourier co-efficiensis of the given vector relative to β.


Solution:



(a) Now apply Gram-Schmidt process





(b) The vectors v1, v2 and v3 can be normalized to obtain the orthnormal basis {u1, u2, u3}., where u1 is given by


The vector u2


And the coefficient is


Hence, the required orthonormal basis of span(S) is,

β = {u1, u2, u3}


(c) Next compute the Fourier coefficients for,


The coefficient c1 is,


Again coefficient c2 is,


And,

The coefficient c3 is,


Thus the required Fourier coefficients are


Problem 3.

Let A be an n x n matrix with complex entries. Prove that AA* = I if and only if the rows of A form an orthonormal basis for Cn.

Solution :

Let A be an n X n matrix with complex entries.

To prove that AA* = I if and only if the rows of A form an orthonormal basis for Cn.

We know that,


By definition of an orthonormal basis.


Suppose that AA* = I.

Hence, all the diagonal entries in the matrix AA* are 1 and all non-diagonal entries are 0.

Therefore, the entries in AA* can be written as,

Thus, the rows of A form an orthonormal basis for Cn

Suppose the rows of A form an orthonormal basis for Cn

Then,


Observe that the entries for the matrix AA* are either 0 or 1.

From the above definition of <vi, vj>, observe that all the diagonal entries in the matrix AA* are 1 and all non-diagonal entries are 0.

Thus, AA* = I

Problem 4.

Prove that for any matrix 

Solution :

To prove that for any matrix 

Suppose 

This gives that x is orthogonal to A*y for all y Є Fm n


The above relation holds for all y.

Therefore, Ax = 0



Random Process and Linear Algebra: Unit V: Linear Transformation and Inner Product Spaces,, : Tag: : - Inner Product space-Matrices