Linear Algebra/Inner Product Length and Orthogonality

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[edit] Orthogonality

[edit] Cauchy-Schwartz inequality

The Cauchy-Schwartz 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: | \langle x,y \rangle |  \le  \| x \| \| y \| .

[edit] Definition

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

[edit] Orthogonal complement and matrix transpose

[edit] Applications

[edit] Linear least squares

[edit] 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-Schidt for non isotropic vectors, otherwise choose v_i + v_j and reiterate.

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