TheoremBase

Orthonormal Expansion and Parseval's Identity in Finite Dimensions

Statement

Let VV together with ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle be a complex inner product space with induced norm ∥⋅∥\lVert\cdot\rVert, let nn be a natural number, and let e∈Vne\in V^{n} be an nn-tuple in VV that is orthonormal, with components eke_{k}. Sums of vectors are finite sums in VV and sums of scalars are finite sums in a field; ∣z∣|z| is the modulus of a complex number zz and z‾\overline{z} its conjugate. Then the following hold.

1. (Expansion criterion) The tuple ee is an orthonormal basis of VV if and only if

u=∑k=1n⟨ek,u⟩ekfor every u∈V.u=\sum_{k=1}^{n}\langle e_{k},u\rangle e_{k}\qquad\text{for every }u\in V.

2. (Parseval's identity) If ee is an orthonormal basis of VV, then for all u,w∈Vu,w\in V,

⟨u,w⟩=∑k=1n⟨ek,u⟩‾ ⟨ek,w⟩,\langle u,w\rangle=\sum_{k=1}^{n}\overline{\langle e_{k},u\rangle}\,\langle e_{k},w\rangle,

and in particular

∥u∥2=∑k=1n∣⟨ek,u⟩∣2.\lVert u\rVert^{2}=\sum_{k=1}^{n}\bigl|\langle e_{k},u\rangle\bigr|^{2}.

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