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:
.
[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
, if
.
[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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