TheoremBase

Elementary Properties of an Orthonormal Family

Statement

Let VV together with ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle be a complex inner product space, with zero vector 0V0_{V} and induced norm ∥⋅∥\lVert\cdot\rVert. Let nn be a natural number, let [n][n] be the initial segment determined by nn, and let e∈Vne\in V^{n} be an nn-tuple in VV that is orthonormal, with components eke_{k}. Let c∈Cnc\in\mathbb{C}^{n} be an nn-tuple with components ckc_{k} in the field C\mathbb{C} of complex numbers, and let u∈Vu\in V.

Sums of vectors are finite sums in VV and sums of scalars are finite sums in a field; ∣z∣|z| denotes the modulus of a complex number zz and z‾\overline{z} its conjugate; and x−yx-y abbreviates x+(−y)x+(-y), where −y-y is the additive inverse of yy in VV. Then the following hold.

1. (Coefficients) For every j∈[n]j\in[n],

⟨ej,∑k=1nckek⟩=cj.\Bigl\langle e_{j},\sum_{k=1}^{n}c_{k}e_{k}\Bigr\rangle=c_{j}.

2. (Norm of a linear combination)

∥∑k=1nckek∥2=∑k=1n∣ck∣2,\Bigl\lVert\sum_{k=1}^{n}c_{k}e_{k}\Bigr\rVert^{2}=\sum_{k=1}^{n}|c_{k}|^{2},

the sum on the right being a finite sum of real numbers.

3. (Linear independence) The tuple ee is linearly independent.

4. (Orthogonal decomposition) Put

p=∑k=1n⟨ek,u⟩ek,w=u−p.p=\sum_{k=1}^{n}\langle e_{k},u\rangle e_{k},\qquad w=u-p .

Then u=w+pu=w+p, and ⟨ej,w⟩=0\langle e_{j},w\rangle=0 for every j∈[n]j\in[n], and pp and ww are orthogonal, and

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

5. (Bessel's inequality)

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

an inequality between real numbers in the order of the ordered field R\mathbb{R}.

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