MathIsimple
LA-7.2
Available
Core Topic

Orthogonality and Orthonormal Bases

Orthogonality—the generalization of perpendicularity—is one of the most powerful concepts in linear algebra. Orthonormal bases simplify nearly every computation and provide the foundation for Fourier analysis, quantum mechanics, and signal processing.

Learning Objectives
  • Define orthogonal and orthonormal sets of vectors
  • Prove that orthogonal sets of nonzero vectors are linearly independent
  • Understand orthonormal bases and their computational advantages
  • Compute Fourier coefficients and expansions
  • Apply Parseval's identity and Bessel's inequality
  • Extend orthonormal sets to orthonormal bases
  • Work with orthonormal bases in function spaces
  • Understand the structure of orthogonal complements
Prerequisites
  • Inner product definition and properties (LA-7.1)
  • Cauchy-Schwarz inequality
  • Linear independence and bases (LA-2.4-2.5)
  • Subspaces and dimension

1. Orthogonal and Orthonormal Sets

Definition 7.9: Orthogonal Set

A set of vectors {v1,v2,,vk}\{v_1, v_2, \ldots, v_k\} is orthogonal if every pair of distinct vectors is orthogonal:

vi,vj=0for all ij\langle v_i, v_j \rangle = 0 \quad \text{for all } i \neq j
Definition 7.10: Orthonormal Set

A set is orthonormal if it is orthogonal and each vector has unit norm:

ei,ej=δij={1if i=j0if ij\langle e_i, e_j \rangle = \delta_{ij} = \begin{cases} 1 & \text{if } i = j \\ 0 & \text{if } i \neq j \end{cases}
Remark 7.10: Kronecker Delta

The symbol δij\delta_{ij} is the Kronecker delta, equal to 1 when i=ji = j and 0 otherwise. It compactly expresses the orthonormality condition.

Example 7.18: Standard Basis is Orthonormal

In R3\mathbb{R}^3, the standard basis {e1,e2,e3}\{e_1, e_2, e_3\} where:

e1=(1,0,0)T,e2=(0,1,0)T,e3=(0,0,1)Te_1 = (1,0,0)^T, \quad e_2 = (0,1,0)^T, \quad e_3 = (0,0,1)^T

is orthonormal: ei,ej=δij\langle e_i, e_j \rangle = \delta_{ij}.

Example 7.19: Orthogonal but Not Orthonormal

The set {(2,0)T,(0,3)T}\{(2,0)^T, (0,3)^T\} is orthogonal (inner product is 0) but not orthonormal (vectors don't have unit length).

Example 7.20: Normalizing an Orthogonal Set

To make {(2,0)T,(0,3)T}\{(2,0)^T, (0,3)^T\} orthonormal, normalize each vector:

e1=12(2,0)T=(1,0)T,e2=13(0,3)T=(0,1)Te_1 = \frac{1}{2}(2,0)^T = (1,0)^T, \quad e_2 = \frac{1}{3}(0,3)^T = (0,1)^T
Theorem 7.15: Orthogonal Sets are Linearly Independent

An orthogonal set of nonzero vectors is linearly independent.

Proof:

Suppose c1v1+c2v2++ckvk=0c_1 v_1 + c_2 v_2 + \cdots + c_k v_k = 0 for orthogonal nonzero viv_i.

Take inner product with vjv_j:

c1v1++ckvk,vj=cjvj,vj=cjvj2=0\langle c_1 v_1 + \cdots + c_k v_k, v_j \rangle = c_j \langle v_j, v_j \rangle = c_j \|v_j\|^2 = 0

Since vj0v_j \neq 0, we have vj2>0\|v_j\|^2 > 0, so cj=0c_j = 0. This holds for all jj.

Corollary 7.3: Size Bound

An orthogonal set of nonzero vectors in an nn-dimensional space has at most nn vectors.

Example 7.20a: Orthogonal Set in ℝ³

The set {(1,1,0)T,(1,1,0)T,(0,0,2)T}\{(1, 1, 0)^T, (1, -1, 0)^T, (0, 0, 2)^T\} is orthogonal:

  • (1,1,0),(1,1,0)=11+0=0\langle (1,1,0), (1,-1,0) \rangle = 1 - 1 + 0 = 0
  • (1,1,0),(0,0,2)=0+0+0=0\langle (1,1,0), (0,0,2) \rangle = 0 + 0 + 0 = 0
  • (1,1,0),(0,0,2)=0+0+0=0\langle (1,-1,0), (0,0,2) \rangle = 0 + 0 + 0 = 0

To make orthonormal, normalize: {12(1,1,0)T,12(1,1,0)T,(0,0,1)T}\{\frac{1}{\sqrt{2}}(1,1,0)^T, \frac{1}{\sqrt{2}}(1,-1,0)^T, (0,0,1)^T\}

Theorem 7.15a: Orthogonality and Components

If {v1,,vk}\{v_1, \ldots, v_k\} is orthogonal and v=i=1kciviv = \sum_{i=1}^k c_i v_i, then:

cj=v,vjvj2c_j = \frac{\langle v, v_j \rangle}{\|v_j\|^2}
Proof:

Taking inner product of vv with vjv_j:

v,vj=icivi,vj=icivi,vj=cjvj2\langle v, v_j \rangle = \left\langle \sum_i c_i v_i, v_j \right\rangle = \sum_i c_i \langle v_i, v_j \rangle = c_j \|v_j\|^2

since vi,vj=0\langle v_i, v_j \rangle = 0 for iji \neq j.

Remark 7.10a: Simplification with Orthonormal Sets

For orthonormal sets, the denominator vj2=1\|v_j\|^2 = 1, so cj=v,ejc_j = \langle v, e_j \rangle. This is why orthonormal sets are preferred for computation.

Example 7.20b: Checking Orthogonality in Function Spaces

On C[1,1]C[-1, 1], show f(x)=1f(x) = 1 and g(x)=xg(x) = x are orthogonal:

f,g=111xdx=[x22]11=1212=0\langle f, g \rangle = \int_{-1}^{1} 1 \cdot x\, dx = \left[\frac{x^2}{2}\right]_{-1}^{1} = \frac{1}{2} - \frac{1}{2} = 0

But f(x)=1f(x) = 1 and h(x)=x2h(x) = x^2 are NOT orthogonal:

f,h=11x2dx=230\langle f, h \rangle = \int_{-1}^{1} x^2\, dx = \frac{2}{3} \neq 0
Theorem 7.15b: Pythagorean Theorem for Orthogonal Sets

If v1,,vkv_1, \ldots, v_k are pairwise orthogonal:

v1+v2++vk2=v12+v22++vk2\|v_1 + v_2 + \cdots + v_k\|^2 = \|v_1\|^2 + \|v_2\|^2 + \cdots + \|v_k\|^2
Proof:

Expand the norm squared:

ivi2=ivi,jvj=i,jvi,vj=ivi2\|\sum_i v_i\|^2 = \langle \sum_i v_i, \sum_j v_j \rangle = \sum_{i,j} \langle v_i, v_j \rangle = \sum_i \|v_i\|^2

since vi,vj=0\langle v_i, v_j \rangle = 0 for iji \neq j.

Example 7.20c: Pythagorean Theorem Application

For orthogonal vectors v1=(3,0)Tv_1 = (3, 0)^T and v2=(0,4)Tv_2 = (0, 4)^T:

v1+v22=(3,4)2=25=9+16=v12+v22\|v_1 + v_2\|^2 = \|(3, 4)\|^2 = 25 = 9 + 16 = \|v_1\|^2 + \|v_2\|^2

This is the classic 3-4-5 right triangle!

Definition 7.10a: Orthogonal Matrix

A square matrix QQ is orthogonal if its columns form an orthonormal set, equivalently:

QTQ=I    Q1=QTQ^T Q = I \iff Q^{-1} = Q^T

For complex matrices, the analogous concept is unitary: UHU=IU^H U = I.

Example 7.20d: Rotation Matrix is Orthogonal

The 2D rotation matrix is orthogonal:

R(θ)=(cosθsinθsinθcosθ)R(\theta) = \begin{pmatrix} \cos\theta & -\sin\theta \\ \sin\theta & \cos\theta \end{pmatrix}

Verify: RTR=(cos2θ+sin2θ00cos2θ+sin2θ)=IR^T R = \begin{pmatrix} \cos^2\theta + \sin^2\theta & 0 \\ 0 & \cos^2\theta + \sin^2\theta \end{pmatrix} = I

Remark 7.10b: Properties of Orthogonal Matrices

Orthogonal matrices preserve:

  • Lengths: Qx=x\|Qx\| = \|x\|
  • Angles: Qx,Qy=x,y\langle Qx, Qy \rangle = \langle x, y \rangle
  • Distances: QxQy=xy\|Qx - Qy\| = \|x - y\|

They represent rotations and reflections—rigid motions of space.

Theorem 7.15c: Determinant of Orthogonal Matrix

If QQ is orthogonal, then det(Q)=±1\det(Q) = \pm 1:

det(QTQ)=det(I)=1    (detQ)2=1\det(Q^T Q) = \det(I) = 1 \implies (\det Q)^2 = 1

If detQ=1\det Q = 1, QQ is a rotation. If detQ=1\det Q = -1, QQ includes a reflection.

Example 7.20e: Reflection Matrix

The reflection across the line y=xy = x in R2\mathbb{R}^2:

R=(0110)R = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}

Verify: RTR=IR^T R = I, detR=1\det R = -1 (reflection, not rotation).

Definition 7.10b: Unitary Matrix

A complex matrix UU is unitary if UHU=IU^H U = I where UH=UˉTU^H = \bar{U}^T.

Unitary matrices are the complex analog of orthogonal matrices.

Example 7.20f: Unitary Matrix

The matrix U=12(11ii)U = \frac{1}{\sqrt{2}}\begin{pmatrix} 1 & 1 \\ i & -i \end{pmatrix} is unitary:

UHU=12(1i1i)(11ii)=IU^H U = \frac{1}{2}\begin{pmatrix} 1 & -i \\ 1 & i \end{pmatrix}\begin{pmatrix} 1 & 1 \\ i & -i \end{pmatrix} = I
Remark 7.10c: Special Orthogonal Group

The set of n×nn \times n orthogonal matrices forms a group O(n)O(n). The subgroup with det=1\det = 1 is SO(n)SO(n) (special orthogonal group, pure rotations).

2. Orthonormal Bases

Definition 7.11: Orthonormal Basis

An orthonormal basis is an orthonormal set that is also a basis (spans the space).

Theorem 7.16: Existence of Orthonormal Bases

Every finite-dimensional inner product space has an orthonormal basis.

Remark 7.11: Construction

The Gram-Schmidt process (next module) provides an explicit algorithm to construct orthonormal bases from any basis.

Example 7.21: Orthonormal Basis for ℝ²

The set {12(1,1)T,12(1,1)T}\left\{ \frac{1}{\sqrt{2}}(1,1)^T, \frac{1}{\sqrt{2}}(1,-1)^T \right\} is an orthonormal basis for R2\mathbb{R}^2:

  • Orthogonal: 12(11+1(1))=0\frac{1}{2}(1 \cdot 1 + 1 \cdot (-1)) = 0
  • Unit length: 12(1+1)=1\frac{1}{2}(1 + 1) = 1 ✓ for both
  • Spans R2\mathbb{R}^2: 2 linearly independent vectors in 2D ✓
Theorem 7.17: Fourier Coefficients

Let {e1,,en}\{e_1, \ldots, e_n\} be an orthonormal basis. For any vv:

v=i=1ncieiwhereci=v,eiv = \sum_{i=1}^{n} c_i e_i \quad \text{where} \quad c_i = \langle v, e_i \rangle
Proof:

Since {ei}\{e_i\} is a basis, v=cieiv = \sum c_i e_i for unique scalars cic_i.

Taking inner product with eje_j:

v,ej=i=1nciei,ej=i=1nciei,ej=i=1nciδij=cj\langle v, e_j \rangle = \left\langle \sum_{i=1}^n c_i e_i, e_j \right\rangle = \sum_{i=1}^n c_i \langle e_i, e_j \rangle = \sum_{i=1}^n c_i \delta_{ij} = c_j
Remark 7.12: Computational Advantage

With an orthonormal basis, finding coefficients is trivial—just compute inner products! For a general basis, you'd need to solve a linear system (invert a matrix).

Example 7.22: Computing Fourier Coefficients

Express v=(3,4)Tv = (3, 4)^T in the orthonormal basis {e1,e2}\{e_1, e_2\} where e1=12(1,1)Te_1 = \frac{1}{\sqrt{2}}(1,1)^T, e2=12(1,1)Te_2 = \frac{1}{\sqrt{2}}(1,-1)^T:

c1=v,e1=12(3+4)=72c_1 = \langle v, e_1 \rangle = \frac{1}{\sqrt{2}}(3 + 4) = \frac{7}{\sqrt{2}}
c2=v,e2=12(34)=12c_2 = \langle v, e_2 \rangle = \frac{1}{\sqrt{2}}(3 - 4) = \frac{-1}{\sqrt{2}}

Verify: 7212(1,1)T+1212(1,1)T=72(1,1)T12(1,1)T=(3,4)T\frac{7}{\sqrt{2}} \cdot \frac{1}{\sqrt{2}}(1,1)^T + \frac{-1}{\sqrt{2}} \cdot \frac{1}{\sqrt{2}}(1,-1)^T = \frac{7}{2}(1,1)^T - \frac{1}{2}(1,-1)^T = (3,4)^T

Example 7.22a: Orthonormal Basis in ℝ³

The set {e1,e2,e3}\{e_1, e_2, e_3\} is orthonormal in R3\mathbb{R}^3:

e1=13(1,1,1)T,e2=12(1,1,0)T,e3=16(1,1,2)Te_1 = \frac{1}{\sqrt{3}}(1,1,1)^T, \quad e_2 = \frac{1}{\sqrt{2}}(1,-1,0)^T, \quad e_3 = \frac{1}{\sqrt{6}}(1,1,-2)^T

Express v=(1,2,3)Tv = (1, 2, 3)^T:

c1=v,e1=13(1+2+3)=63=23c_1 = \langle v, e_1 \rangle = \frac{1}{\sqrt{3}}(1+2+3) = \frac{6}{\sqrt{3}} = 2\sqrt{3}
c2=v,e2=12(12)=12c_2 = \langle v, e_2 \rangle = \frac{1}{\sqrt{2}}(1-2) = -\frac{1}{\sqrt{2}}
c3=v,e3=16(1+26)=36c_3 = \langle v, e_3 \rangle = \frac{1}{\sqrt{6}}(1+2-6) = -\frac{3}{\sqrt{6}}
Theorem 7.17a: Gram Matrix of Orthonormal Basis

If {e1,,en}\{e_1, \ldots, e_n\} is orthonormal, its Gram matrix is the identity:

Gij=ei,ej=δij    G=IG_{ij} = \langle e_i, e_j \rangle = \delta_{ij} \implies G = I
Remark 7.12a: Coordinate Transformations

The matrix PP whose columns are orthonormal basis vectors satisfies PTP=IP^T P = I. To change from standard coordinates to orthonormal coordinates:

[v]new=PT[v]standard[v]_{\text{new}} = P^T [v]_{\text{standard}}
Example 7.22b: Coordinate Change

With orthonormal basis P=(1/21/21/21/2)P = \begin{pmatrix} 1/\sqrt{2} & 1/\sqrt{2} \\ 1/\sqrt{2} & -1/\sqrt{2} \end{pmatrix}, transform v=(3,4)Tv = (3, 4)^T:

[v]new=PTv=(1/21/21/21/2)(34)=(7/21/2)[v]_{\text{new}} = P^T v = \begin{pmatrix} 1/\sqrt{2} & 1/\sqrt{2} \\ 1/\sqrt{2} & -1/\sqrt{2} \end{pmatrix} \begin{pmatrix} 3 \\ 4 \end{pmatrix} = \begin{pmatrix} 7/\sqrt{2} \\ -1/\sqrt{2} \end{pmatrix}
Theorem 7.17b: Matrix Representation in Orthonormal Basis

If {ei}\{e_i\} is orthonormal and TT is a linear operator, the matrix representation has:

Aij=Tej,eiA_{ij} = \langle Te_j, e_i \rangle
Remark 7.12b: Self-Adjoint Operators

In orthonormal coordinates, the adjoint TT^* has matrix AA^* (conjugate transpose). TT is self-adjoint iff A=AA = A^* (Hermitian).

Example 7.22c: Change of Basis Example

Transform from standard basis to orthonormal basis {u1,u2}\{u_1, u_2\} where u1=15(2,1)Tu_1 = \frac{1}{\sqrt{5}}(2, 1)^T, u2=15(1,2)Tu_2 = \frac{1}{\sqrt{5}}(1, -2)^T:

P=(2/51/51/52/5)P = \begin{pmatrix} 2/\sqrt{5} & 1/\sqrt{5} \\ 1/\sqrt{5} & -2/\sqrt{5} \end{pmatrix}

For v=(3,1)Tv = (3, 1)^T: [v]new=PTv=15(7,1)T[v]_{\text{new}} = P^T v = \frac{1}{\sqrt{5}}(7, 1)^T

Theorem 7.17c: Uniqueness of Orthonormal Representation

Every vector vv has a unique representation in any orthonormal basis. The coefficients ci=v,eic_i = \langle v, e_i \rangle are determined entirely by vv and the basis.

Remark 7.12c: Comparison: Orthonormal vs General Basis
PropertyGeneral BasisOrthonormal Basis
Find coefficientsSolve linear systemInner products
Gram matrixG (positive definite)I (identity)
Norm formula√(cᵀGc)√(Σ|cᵢ|²)
Inner productaᵀGbΣaᵢb̄ᵢ

3. Parseval's Identity and Bessel's Inequality

Theorem 7.18: Parseval's Identity

For orthonormal basis {e1,,en}\{e_1, \ldots, e_n\} and v=cieiv = \sum c_i e_i:

v2=i=1nci2=i=1nv,ei2\|v\|^2 = \sum_{i=1}^{n} |c_i|^2 = \sum_{i=1}^{n} |\langle v, e_i \rangle|^2
Proof:
v2=v,v=iciei,jcjej=i,jcicjˉei,ej=ici2\|v\|^2 = \langle v, v \rangle = \left\langle \sum_i c_i e_i, \sum_j c_j e_j \right\rangle = \sum_{i,j} c_i \bar{c_j} \langle e_i, e_j \rangle = \sum_i |c_i|^2
Remark 7.13: Norm Preservation

Parseval's identity says the norm of a vector equals the norm of its coefficient vector. Orthonormal bases preserve distances!

Theorem 7.19: Bessel's Inequality

For any orthonormal set {e1,,ek}\{e_1, \ldots, e_k\} (not necessarily a basis) and any vector vv:

i=1kv,ei2v2\sum_{i=1}^{k} |\langle v, e_i \rangle|^2 \leq \|v\|^2
Proof:

Let w=vi=1kv,eieiw = v - \sum_{i=1}^k \langle v, e_i \rangle e_i (residual after projecting onto span{eᵢ}).

Then w,ej=0\langle w, e_j \rangle = 0 for all jj, so ww is orthogonal to each eie_i.

v2=w2+iv,ei2iv,ei2\|v\|^2 = \|w\|^2 + \sum_i |\langle v, e_i \rangle|^2 \geq \sum_i |\langle v, e_i \rangle|^2
Corollary 7.4: Bessel Becomes Parseval

Bessel's inequality becomes Parseval's equality iff {ei}\{e_i\} is a complete orthonormal basis.

Example 7.23: Bessel in Action

In R3\mathbb{R}^3, let e1=(1,0,0)T,e2=(0,1,0)Te_1 = (1,0,0)^T, e_2 = (0,1,0)^T (not a basis, just 2 vectors).

For v=(1,2,3)Tv = (1,2,3)^T:

v,e1=1,v,e2=2\langle v, e_1 \rangle = 1, \quad \langle v, e_2 \rangle = 2

Bessel: 12+22=51+4+9=14=v21^2 + 2^2 = 5 \leq 1 + 4 + 9 = 14 = \|v\|^2

Example 7.23a: Parseval Verification

For v=(1,2,3)Tv = (1, 2, 3)^T in R3\mathbb{R}^3 with standard orthonormal basis:

v2=1+4+9=14\|v\|^2 = 1 + 4 + 9 = 14
ci2=v,e12+v,e22+v,e32=1+4+9=14\sum |c_i|^2 = |\langle v, e_1 \rangle|^2 + |\langle v, e_2 \rangle|^2 + |\langle v, e_3 \rangle|^2 = 1 + 4 + 9 = 14

Parseval holds: v2=ci2\|v\|^2 = \sum |c_i|^2

Theorem 7.19a: Polarization with Fourier Coefficients

For orthonormal basis {ei}\{e_i\} with u=aieiu = \sum a_i e_i and v=bieiv = \sum b_i e_i:

u,v=i=1naibiˉ\langle u, v \rangle = \sum_{i=1}^n a_i \bar{b_i}
Remark 7.13a: Energy Interpretation

In signal processing, Parseval's identity says the total energy in time domain equals total energy in frequency domain. The Fourier coefficients cic_i represent energy at each frequency.

Example 7.23b: Energy in Fourier Series

For a function ff with Fourier coefficients an,bna_n, b_n:

1πππf(x)2dx=a022+n=1(an2+bn2)\frac{1}{\pi}\int_{-\pi}^{\pi} |f(x)|^2\, dx = \frac{a_0^2}{2} + \sum_{n=1}^{\infty} (a_n^2 + b_n^2)

This is Parseval for the Fourier orthonormal basis.

Theorem 7.19b: Best Approximation Characterization

Let {e1,,ek}\{e_1, \ldots, e_k\} be orthonormal. The vector v^=i=1kv,eiei\hat{v} = \sum_{i=1}^k \langle v, e_i \rangle e_i is the best approximation to vv in span{ei}\text{span}\{e_i\}:

vv^vwfor all wspan{ei}\|v - \hat{v}\| \leq \|v - w\| \quad \text{for all } w \in \text{span}\{e_i\}
Proof:

For any w=cieiw = \sum c_i e_i in the span:

vw2=v22Rev,w+w2\|v - w\|^2 = \|v\|^2 - 2\text{Re}\langle v, w \rangle + \|w\|^2

This is minimized when ci=v,eic_i = \langle v, e_i \rangle, giving w=v^w = \hat{v}.

Remark 7.13b: Geometric Interpretation

The best approximation v^\hat{v} is the orthogonal projection of vv onto the subspace spanned by {ei}\{e_i\}. The residual vv^v - \hat{v} is orthogonal to the subspace.

Example 7.23c: Approximation Error

Approximate v=(1,2,3,4)Tv = (1, 2, 3, 4)^T using only e1=(1,0,0,0)Te_1 = (1,0,0,0)^T, e2=(0,1,0,0)Te_2 = (0,1,0,0)^T:

v^=v,e1e1+v,e2e2=(1,2,0,0)T\hat{v} = \langle v, e_1 \rangle e_1 + \langle v, e_2 \rangle e_2 = (1, 2, 0, 0)^T

Error by Bessel: vv^2=v2(12+22)=305=25\|v - \hat{v}\|^2 = \|v\|^2 - (1^2 + 2^2) = 30 - 5 = 25

Theorem 7.19c: Parseval for Inner Products

For orthonormal basis {ei}\{e_i\} with u=aieiu = \sum a_i e_i, v=bieiv = \sum b_i e_i:

u,v=i=1naibiˉ\langle u, v \rangle = \sum_{i=1}^n a_i \bar{b_i}

This extends Parseval from norms to general inner products.

Remark 7.13c: Connection to Least Squares

Best approximation via orthogonal projection is the mathematical foundation of least squares:

  • Project data onto model space
  • Residual orthogonal to model space
  • Minimizes squared error

4. Inner Product in Orthonormal Coordinates

Theorem 7.20: Inner Product Formula

For orthonormal basis {ei}\{e_i\}, if u=aieiu = \sum a_i e_i and v=bieiv = \sum b_i e_i:

u,v=i=1naibiˉ\langle u, v \rangle = \sum_{i=1}^{n} a_i \bar{b_i}
Proof:
u,v=iaiei,jbjej=i,jaibjˉei,ej=iaibiˉ\langle u, v \rangle = \left\langle \sum_i a_i e_i, \sum_j b_j e_j \right\rangle = \sum_{i,j} a_i \bar{b_j} \langle e_i, e_j \rangle = \sum_i a_i \bar{b_i}
Remark 7.14: Standard Inner Product

In orthonormal coordinates, the inner product becomes the standard dot product! This is why orthonormal bases are so convenient—they reduce all inner products to simple sums.

Example 7.24: Computing in Orthonormal Basis

In orthonormal basis, if u=(1,2,3)Tu = (1, 2, 3)^T and v=(4,5,6)Tv = (4, 5, 6)^T are coefficient vectors:

u,v=1(4)+2(5)+3(6)=32\langle u, v \rangle = 1(4) + 2(5) + 3(6) = 32
Example 7.24a: Complex Orthonormal Coordinates

In C2\mathbb{C}^2 with standard orthonormal basis, for u=(1+i,2)Tu = (1+i, 2)^T and v=(1,i)Tv = (1, i)^T:

u,v=(1+i)1+2i=(1+i)+2(i)=1i\langle u, v \rangle = (1+i)\overline{1} + 2\overline{i} = (1+i) + 2(-i) = 1 - i
Theorem 7.20a: Norm Preservation

Orthonormal coordinates preserve norms: if v=cieiv = \sum c_i e_i, then:

v2=(c1,,cn)2\|v\|^2 = \|(c_1, \ldots, c_n)\|^2

The norm of vv equals the Euclidean norm of its coefficient vector.

Remark 7.14a: Isometry

The coordinate map v(v,e1,,v,en)v \mapsto (\langle v, e_1 \rangle, \ldots, \langle v, e_n \rangle) is an isometry (distance-preserving map) between the inner product space and Cn\mathbb{C}^n.

Example 7.24b: Distance Calculation

Distance between u=2e1+3e2u = 2e_1 + 3e_2 and v=e1+4e2v = e_1 + 4e_2 (orthonormal {ei}\{e_i\}):

uv=(21,34)=(1,1)=2\|u - v\| = \|(2-1, 3-4)\| = \|(1, -1)\| = \sqrt{2}
Theorem 7.20b: Angle Preservation

In orthonormal coordinates, the angle formula simplifies:

cosθ=u,vuv=aibiˉai2bi2\cos\theta = \frac{\langle u, v \rangle}{\|u\| \|v\|} = \frac{\sum a_i \bar{b_i}}{\sqrt{\sum |a_i|^2} \sqrt{\sum |b_i|^2}}
Example 7.24c: Angle Calculation

Find angle between u=(1,1,0)Tu = (1, 1, 0)^T and v=(0,1,1)Tv = (0, 1, 1)^T in standard orthonormal basis:

cosθ=u,vuv=122=12\cos\theta = \frac{\langle u, v \rangle}{\|u\| \|v\|} = \frac{1}{\sqrt{2} \cdot \sqrt{2}} = \frac{1}{2}

So θ=π/3=60°\theta = \pi/3 = 60°.

Remark 7.14b: Cosine Similarity

In machine learning, cosine similarity is defined as:

sim(u,v)=u,vuv\text{sim}(u, v) = \frac{\langle u, v \rangle}{\|u\| \|v\|}

This measures direction similarity regardless of magnitude, ranging from -1 (opposite) to +1 (same direction).

Theorem 7.20c: Orthonormal Coordinates are Unique Isometry

The map ϕ:VFn\phi: V \to \mathbb{F}^n defined by ϕ(v)=(v,e1,,v,en)\phi(v) = (\langle v, e_1 \rangle, \ldots, \langle v, e_n \rangle) is a linear isometry:

  • ϕ\phi is linear: ϕ(αu+βv)=αϕ(u)+βϕ(v)\phi(\alpha u + \beta v) = \alpha \phi(u) + \beta \phi(v)
  • ϕ\phi preserves inner product: ϕ(u),ϕ(v)=u,v\langle \phi(u), \phi(v) \rangle = \langle u, v \rangle
  • ϕ\phi is bijective (isomorphism)

5. Extending Orthonormal Sets

Theorem 7.21: Orthonormal Extension

Any orthonormal set in a finite-dimensional inner product space can be extended to an orthonormal basis.

Proof:

Let {e1,,ek}\{e_1, \ldots, e_k\} be orthonormal with k<n=dim(V)k < n = \dim(V).

Since {ei}\{e_i\} is linearly independent, extend to a basis {e1,,ek,vk+1,,vn}\{e_1, \ldots, e_k, v_{k+1}, \ldots, v_n\}.

Apply Gram-Schmidt to the new vectors, orthogonalizing against all previous ones.

Example 7.25: Extending to Orthonormal Basis

Start with e1=(1,0,0)Te_1 = (1,0,0)^T in R3\mathbb{R}^3. This is already unit length.

We can extend to {e1,e2,e3}\{e_1, e_2, e_3\} where e2=(0,1,0)Te_2 = (0,1,0)^T and e3=(0,0,1)Te_3 = (0,0,1)^T.

Corollary 7.5: Dimension from Orthonormal Sets

Any orthonormal set with nn vectors in an nn-dimensional space is automatically a basis.

Example 7.25a: Extension in ℝ⁴

Extend {e1=12(1,1,0,0)T}\{e_1 = \frac{1}{\sqrt{2}}(1,1,0,0)^T\} to orthonormal basis of R4\mathbb{R}^4.

Step 1: Find vector orthogonal to e1e_1, e.g., e2=12(1,1,0,0)Te_2 = \frac{1}{\sqrt{2}}(1,-1,0,0)^T

Step 2: Add e3=(0,0,1,0)Te_3 = (0,0,1,0)^T and e4=(0,0,0,1)Te_4 = (0,0,0,1)^T

Verify all pairwise orthogonality and unit norms.

Theorem 7.21a: Orthonormal Basis for Orthogonal Complement

If {e1,,ek}\{e_1, \ldots, e_k\} is orthonormal for subspace UU, extending to orthonormal basis {e1,,en}\{e_1, \ldots, e_n\} gives:

U=span{ek+1,,en}U^\perp = \text{span}\{e_{k+1}, \ldots, e_n\}
Proof:

Any vUv \in U^\perp is orthogonal to e1,,eke_1, \ldots, e_k, so v=i=k+1ncieiv = \sum_{i=k+1}^n c_i e_i.

Conversely, any linear combination of ek+1,,ene_{k+1}, \ldots, e_n is orthogonal to UU.

Example 7.25b: Finding Orthogonal Complement

In R3\mathbb{R}^3, let U=span{(1,0,0)T}U = \text{span}\{(1,0,0)^T\}. Extend to basis:

{(1,0,0)T,(0,1,0)T,(0,0,1)T}\{(1,0,0)^T, (0,1,0)^T, (0,0,1)^T\}

Then U=span{(0,1,0)T,(0,0,1)T}U^\perp = \text{span}\{(0,1,0)^T, (0,0,1)^T\} (the yz-plane).

Remark 7.15a: Dimension Formula

For a subspace UU of VV: dim(U)+dim(U)=dim(V)\dim(U) + \dim(U^\perp) = \dim(V)

Theorem 7.21b: Direct Sum Decomposition

Every finite-dimensional inner product space decomposes as:

V=UUV = U \oplus U^\perp

Every vv can be uniquely written as v=u+wv = u + w with uUu \in U, wUw \in U^\perp.

Example 7.25c: Direct Sum in ℝ³

Let U=span{(1,1,0)T}U = \text{span}\{(1,1,0)^T\}. Then UU^\perp consists of vectors (x,y,z)T(x, y, z)^T with x+y=0x + y = 0:

U=span{(1,1,0)T,(0,0,1)T}U^\perp = \text{span}\{(1,-1,0)^T, (0,0,1)^T\}

Decompose v=(3,1,2)Tv = (3, 1, 2)^T:

u=projU(v)=v,(1,1,0)(1,1,0)2(1,1,0)T=2(1,1,0)Tu = \text{proj}_U(v) = \frac{\langle v, (1,1,0)\rangle}{\|(1,1,0)\|^2}(1,1,0)^T = 2(1,1,0)^T
w=vu=(1,1,2)TUw = v - u = (1, -1, 2)^T \in U^\perp
Theorem 7.21c: Double Orthogonal Complement

For any subspace UU: (U)=U(U^\perp)^\perp = U

Proof:

Clearly U(U)U \subseteq (U^\perp)^\perp. By dimension counting:

dim(U)=ndim(U)=n(ndimU)=dimU\dim(U^\perp)^\perp = n - \dim(U^\perp) = n - (n - \dim U) = \dim U

So U=(U)U = (U^\perp)^\perp.

Remark 7.15b: Orthogonal Complement of Sum

For subspaces U,WU, W:

(U+W)=UW(U + W)^\perp = U^\perp \cap W^\perp
(UW)=U+W(U \cap W)^\perp = U^\perp + W^\perp

These are analogs of De Morgan's laws for subspaces.

6. Orthonormal Bases in Function Spaces

Example 7.26: Fourier Basis

On L2[π,π]L^2[-\pi, \pi], the set {12π,cos(nx)π,sin(nx)π}n=1\left\{ \frac{1}{\sqrt{2\pi}}, \frac{\cos(nx)}{\sqrt{\pi}}, \frac{\sin(nx)}{\sqrt{\pi}} \right\}_{n=1}^{\infty} is orthonormal.

This leads to Fourier series: any function can be expanded as:

f(x)=a02+n=1(ancos(nx)+bnsin(nx))f(x) = \frac{a_0}{2} + \sum_{n=1}^{\infty} (a_n \cos(nx) + b_n \sin(nx))
Example 7.27: Legendre Polynomials

On L2[1,1]L^2[-1,1], the Legendre polynomials Pn(x)P_n(x) (properly normalized) form an orthonormal basis:

P0(x)=1,P1(x)=x,P2(x)=12(3x21),P_0(x) = 1, \quad P_1(x) = x, \quad P_2(x) = \frac{1}{2}(3x^2 - 1), \ldots
Remark 7.15: Classical Orthogonal Polynomials

Different inner products (weight functions) give different orthogonal polynomial families:

  • Legendre: weight 1 on [-1,1]
  • Chebyshev: weight 1/1x21/\sqrt{1-x^2} on [-1,1]
  • Hermite: weight ex2e^{-x^2} on (-∞,∞)
  • Laguerre: weight exe^{-x} on [0,∞)
Example 7.27a: Verifying Fourier Orthogonality

Show sin(x)\sin(x) and cos(x)\cos(x) are orthogonal on [π,π][-\pi, \pi]:

sin,cos=ππsin(x)cos(x)dx=12ππsin(2x)dx=0\langle \sin, \cos \rangle = \int_{-\pi}^{\pi} \sin(x)\cos(x)\, dx = \frac{1}{2}\int_{-\pi}^{\pi} \sin(2x)\, dx = 0

since sin(2x)\sin(2x) is an odd function integrated over a symmetric interval.

Example 7.27b: Fourier Coefficients

For f(x)=xf(x) = x on [π,π][-\pi, \pi], the Fourier sine coefficients are:

bn=1πππxsin(nx)dx=2(1)n+1nb_n = \frac{1}{\pi}\int_{-\pi}^{\pi} x \sin(nx)\, dx = \frac{2(-1)^{n+1}}{n}

So x=2n=1(1)n+1nsin(nx)x = 2\sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{n} \sin(nx) for x(π,π)x \in (-\pi, \pi).

Theorem 7.22: Completeness of Fourier Basis

The Fourier system {1,cos(nx),sin(nx)}n=1\{1, \cos(nx), \sin(nx)\}_{n=1}^{\infty} is complete in L2[π,π]L^2[-\pi, \pi]: for any ff with f2<\|f\|_2 < \infty:

limNfn=NNcneinx2=0\lim_{N \to \infty} \left\|f - \sum_{n=-N}^{N} c_n e^{inx}\right\|_2 = 0
Remark 7.15b: Applications of Orthogonal Polynomials
  • Gaussian quadrature: Optimal numerical integration using zeros of orthogonal polynomials
  • Quantum mechanics: Hermite polynomials for harmonic oscillator, Laguerre for hydrogen atom
  • Approximation theory: Best polynomial approximation via orthogonal projection
  • Statistics: Orthogonal polynomial regression
Example 7.27c: Polynomial Approximation

Approximate exe^x on [1,1][-1, 1] using Legendre polynomials:

exc0P0(x)+c1P1(x)+c2P2(x)+e^x \approx c_0 P_0(x) + c_1 P_1(x) + c_2 P_2(x) + \cdots

where cn=2n+1211exPn(x)dxc_n = \frac{2n+1}{2}\int_{-1}^{1} e^x P_n(x)\, dx.

Theorem 7.22a: Three-Term Recurrence

Classical orthogonal polynomials satisfy a recurrence relation:

Pn+1(x)=(anx+bn)Pn(x)cnPn1(x)P_{n+1}(x) = (a_n x + b_n) P_n(x) - c_n P_{n-1}(x)

This allows efficient computation without explicit integration.

Example 7.27d: Legendre Recurrence

Legendre polynomials satisfy:

(n+1)Pn+1(x)=(2n+1)xPn(x)nPn1(x)(n+1)P_{n+1}(x) = (2n+1)xP_n(x) - nP_{n-1}(x)

With P0=1P_0 = 1, P1=xP_1 = x:

P2=3x212,P3=5x33x2P_2 = \frac{3x^2 - 1}{2}, \quad P_3 = \frac{5x^3 - 3x}{2}
Remark 7.15c: Orthogonality in Infinite Dimensions

In infinite-dimensional Hilbert spaces:

  • Countably infinite orthonormal sets exist (e.g., Fourier basis)
  • Parseval extends: v2=i=1ci2\|v\|^2 = \sum_{i=1}^{\infty} |c_i|^2 (may be infinite series)
  • Not all bases are orthonormal; Gram-Schmidt still works
  • Bessel's inequality always holds; Parseval characterizes completeness
Example 7.27e: Wavelet Bases

Wavelet bases provide orthonormal systems with localization:

ψj,k(x)=2j/2ψ(2jxk)\psi_{j,k}(x) = 2^{j/2}\psi(2^j x - k)

Used in signal processing, image compression (JPEG 2000), and denoising.

Theorem 7.22b: Riesz Representation

In a Hilbert space HH, every continuous linear functional ϕ:HF\phi: H \to \mathbb{F} has the form:

ϕ(v)=v,u\phi(v) = \langle v, u \rangle

for a unique uHu \in H. This connects functionals to vectors via the inner product.

7. Common Mistakes

Confusing orthogonal with orthonormal

Orthogonal = perpendicular. Orthonormal = perpendicular AND unit length. Always normalize!

Forgetting that zero vector is orthogonal to everything

⟨0, v⟩ = 0 for all v, but 0 cannot be in an orthogonal set (we require nonzero vectors for linear independence).

Using Parseval for non-complete sets

Parseval (equality) only holds for complete orthonormal bases. For partial sets, use Bessel (inequality).

Wrong Fourier coefficient formula

cₖ = ⟨v, eₖ⟩, NOT ⟨eₖ, v⟩ (matters for complex spaces due to conjugate symmetry).

Assuming orthonormal when only orthogonal

For orthogonal (not orthonormal) sets, the coefficient formula has a denominator: cⱼ = ⟨v, vⱼ⟩/||vⱼ||².

Forgetting to check all pairs

To verify orthogonality of n vectors, check all n(n-1)/2 pairs. Missing one pair invalidates the whole set.

Confusing orthogonal matrix with orthogonal set

An orthogonal matrix has orthonormal columns (not just orthogonal). The term "orthogonal matrix" is slightly misleading.

Applying Parseval to wrong space

Parseval requires the orthonormal set to be a basis for the ENTIRE space, not just a subspace.

Remark 7.16: Verification Checklist

Before using orthonormal basis properties:

  • ✓ All vectors have unit length
  • ✓ All pairs are orthogonal
  • ✓ Set spans the desired space (if using Parseval)
  • ✓ Using correct formula for real vs complex spaces

8. Key Results Summary

Orthonormal Properties

  • • ⟨eᵢ, eⱼ⟩ = δᵢⱼ
  • • Linearly independent
  • • Easy coefficient extraction
  • • Gram matrix = I

Key Identities

  • Fourier: cₖ = ⟨v, eₖ⟩
  • Parseval: ||v||² = Σ|cᵢ|²
  • Bessel: Σ|⟨v,eᵢ⟩|² ≤ ||v||²
  • Inner product: ⟨u,v⟩ = Σaᵢb̄ᵢ

Theorem Reference Table

TheoremStatementCondition
Linear IndependenceOrthogonal nonzero → independentVectors nonzero
Fourier Coefficientscₖ = ⟨v, eₖ⟩Orthonormal basis
Parseval||v||² = Σ|cᵢ|²Complete ON basis
BesselΣ|⟨v,eᵢ⟩|² ≤ ||v||²Any ON set
ExtensionON set → ON basisFinite dimension
Remark 7.17: Why Orthonormality Matters

Orthonormal bases are the "natural" coordinate systems for inner product spaces:

  • Computation: Coefficient extraction reduces to inner products (no matrix inversion)
  • Geometry: Distances and angles have simple formulas (standard dot product)
  • Analysis: Parseval connects norms in different representations
  • Numerics: Orthogonal transformations are stable (condition number = 1)
Theorem 7.23: Orthonormal Change of Basis

If PP is the matrix with orthonormal basis vectors as columns:

PTP=I,P1=PTP^T P = I, \quad P^{-1} = P^T

Coordinate change is simply matrix-vector multiplication by PTP^T.

Example 7.28: QR Decomposition Connection

Every matrix AA with independent columns can be written as A=QRA = QR:

  • QQ: orthonormal columns (from Gram-Schmidt on columns of AA)
  • RR: upper triangular

This is the Gram-Schmidt process in matrix form!

9. Applications

Signal Processing

The Fourier orthonormal basis transforms signals between time and frequency domains:

  • Audio compression (MP3): Discard small Fourier coefficients
  • Noise filtering: Zero out high-frequency components
  • Feature extraction: Use coefficient magnitudes as features
signal(t)=ncneiωnt(synthesis)\text{signal}(t) = \sum_n c_n e^{i\omega_n t} \quad \text{(synthesis)}
Quantum Mechanics

Quantum states live in Hilbert spaces with orthonormal bases:

  • Measurement: Probability = |⟨ψ, eₖ⟩|² (Born rule)
  • Observables: Self-adjoint operators with orthonormal eigenbases
  • Superposition: ψ = Σcₖeₖ with |Σ|cₖ|² = 1 (normalization)
Data Science and Machine Learning
  • PCA: Find orthonormal directions of maximum variance
  • SVD: Orthonormal bases for row and column spaces
  • Whitening: Transform data to have orthonormal covariance
  • Cosine similarity: ⟨u,v⟩/(||u||||v||) measures document similarity
Numerical Linear Algebra

Orthogonal transformations are preferred for numerical stability:

  • QR algorithm: Eigenvalue computation via orthogonal similarity
  • Householder reflections: Orthogonal matrices for stable factorizations
  • Givens rotations: Selective zeroing in sparse matrices
  • Condition number: κ(Q) = 1 for orthogonal Q (perfectly conditioned)
Example 7.29: Image Compression

The DCT (Discrete Cosine Transform) uses orthonormal cosine basis for JPEG:

F(u)=x=0N1f(x)cos(π(2x+1)u2N)F(u) = \sum_{x=0}^{N-1} f(x) \cos\left(\frac{\pi(2x+1)u}{2N}\right)

High-frequency coefficients (large uu) are often small and can be discarded.

Computer Graphics

Orthonormal transformations are fundamental in 3D graphics:

  • Rotation matrices: SO(3) for 3D rotations preserving distances
  • Camera transforms: Orthonormal basis defines viewing direction
  • Normal vectors: Must be transformed by (A⁻¹)ᵀ, simplified if A orthogonal
  • Quaternions: Unit quaternions represent rotations via orthogonal matrices
Example 7.29a: 3D Rotation

Rotation by θ\theta around z-axis:

Rz(θ)=(cosθsinθ0sinθcosθ0001)R_z(\theta) = \begin{pmatrix} \cos\theta & -\sin\theta & 0 \\ \sin\theta & \cos\theta & 0 \\ 0 & 0 & 1 \end{pmatrix}

Columns form orthonormal basis; RzTRz=IR_z^T R_z = I, detRz=1\det R_z = 1.

Communication Systems
  • OFDM (WiFi, 4G/5G): Orthogonal subcarriers prevent interference
  • CDMA: Orthogonal spreading codes for multiple access
  • Error correction: Orthogonal transforms in coding theory
  • Radar: Matched filters use orthogonal waveforms
Remark 7.20: Why Orthogonality is Fundamental

Orthogonality appears across mathematics and applications because:

  • Independence: Orthogonal components don't interfere
  • Stability: Orthogonal transformations preserve numerical accuracy
  • Efficiency: Coefficients computed by inner products (O(n) vs O(n³))
  • Optimality: Orthogonal projection gives best approximation
Orthogonality Practice
12
Questions
0
Correct
0%
Accuracy
1
Vectors u,vu, v are orthogonal if:
Easy
Not attempted
2
An orthonormal set must satisfy:
Easy
Not attempted
3
Orthogonal nonzero vectors are:
Medium
Not attempted
4
For orthonormal basis {e1,...,en}\{e_1,...,e_n\}, coefficient ckc_k of v=cieiv = \sum c_i e_i is:
Medium
Not attempted
5
Parseval's identity states:
Medium
Not attempted
6
The standard basis of Rn\mathbb{R}^n is:
Easy
Not attempted
7
Bessel's inequality states that for orthonormal {ei}\{e_i\}:
Medium
Not attempted
8
To normalize vector vv:
Easy
Not attempted
9
If {e1,e2}\{e_1, e_2\} is orthonormal in R3\mathbb{R}^3:
Medium
Not attempted
10
The projection of vv onto unit vector uu is:
Medium
Not attempted
11
In an orthonormal basis, the inner product becomes:
Hard
Not attempted
12
Orthonormal bases are useful because:
Medium
Not attempted

Frequently Asked Questions

Why are orthonormal bases so useful?

Three main reasons: (1) Coefficients are trivial to compute as inner products, no matrix inversion needed. (2) The Gram matrix is the identity, simplifying all computations. (3) Parseval's identity gives ||v||² = Σ|cᵢ|², preserving norms.

Can every basis be made orthonormal?

Yes! The Gram-Schmidt process (next section) converts any basis to an orthonormal one spanning the same space. Every finite-dimensional inner product space has an orthonormal basis.

What's the difference between orthogonal and orthonormal?

Orthogonal: pairwise inner products are zero (⟨eᵢ,eⱼ⟩ = 0 for i≠j). Orthonormal: additionally, each vector has unit length (||eᵢ|| = 1). Orthonormal = orthogonal + normalized.

How do Fourier coefficients relate to orthonormal bases?

For orthonormal basis {eᵢ}, the Fourier coefficient cᵢ = ⟨v, eᵢ⟩ is the component of v along eᵢ. The expansion v = Σcᵢeᵢ is called the Fourier expansion. In function spaces, this gives Fourier series.

What is Bessel's inequality and when is it an equality?

Bessel: Σ|⟨v,eᵢ⟩|² ≤ ||v||² for any orthonormal set. It becomes Parseval's equality when {eᵢ} is a complete orthonormal basis spanning the space.

Why does orthogonality imply linear independence?

If Σcᵢeᵢ = 0, take inner product with eⱼ: cⱼ⟨eⱼ,eⱼ⟩ = 0 (other terms vanish by orthogonality). Since eⱼ ≠ 0, we have ||eⱼ||² > 0, so cⱼ = 0. This works for all j.

How many vectors can be mutually orthogonal in ℝⁿ?

At most n vectors can be mutually orthogonal in ℝⁿ (since orthogonal nonzero vectors are linearly independent, and dim(ℝⁿ) = n). An orthonormal basis achieves this maximum.

What's the geometric meaning of Fourier coefficients?

The Fourier coefficient ⟨v, eᵢ⟩ is the signed length of v's projection onto eᵢ. It tells you 'how much of v is in the eᵢ direction.' The vector v is reconstructed by summing these projections.

Do orthonormal bases exist in infinite dimensions?

Yes, but with subtleties. In Hilbert spaces, orthonormal bases exist and are countable. The Fourier basis {eⁱⁿˣ/√2π} is an orthonormal basis for L²[-π,π]. Parseval's identity extends to infinite sums.

How do I verify a set is orthonormal?

Check two things: (1) Each pair has zero inner product: ⟨eᵢ,eⱼ⟩ = 0 for i≠j. (2) Each vector has unit norm: ||eᵢ|| = 1. Equivalently, form the Gram matrix G with Gᵢⱼ = ⟨eᵢ,eⱼ⟩ and verify G = I.

10. What's Next

Building on Orthogonality

Gram-Schmidt Process (LA-7.3)

The algorithm to construct orthonormal bases from any basis. Converts any linearly independent set to an orthonormal one.

Orthogonal Projections (LA-7.4)

Project vectors onto subspaces using orthonormal bases. Foundation for least squares and best approximation.

Spectral Theorem (LA-7.5)

Self-adjoint operators have orthonormal eigenbases. The culmination of inner product space theory.

SVD (LA-8.1)

Singular value decomposition uses two orthonormal bases. The most important matrix factorization.

Remark 7.18: Study Tips
  • Practice verification: Given a set, quickly check orthonormality (all pairs, all norms)
  • Memorize the formulas: cₖ = ⟨v, eₖ⟩, Parseval, Bessel
  • Understand the geometry: Visualize orthogonality as perpendicularity in ℝ² and ℝ³
  • Connect to applications: See orthonormal bases in Fourier analysis, quantum mechanics, PCA
Example 7.30: Practice Problem 1

Let v1=(1,2,2)Tv_1 = (1, 2, 2)^T and v2=(2,1,2)Tv_2 = (2, 1, -2)^T. Verify orthogonality and normalize:

Solution:

v1,v2=2+24=0\langle v_1, v_2 \rangle = 2 + 2 - 4 = 0 \quad \checkmark
v1=1+4+4=3,v2=4+1+4=3\|v_1\| = \sqrt{1 + 4 + 4} = 3, \quad \|v_2\| = \sqrt{4 + 1 + 4} = 3

Orthonormal: e1=13(1,2,2)T,e2=13(2,1,2)Te_1 = \frac{1}{3}(1,2,2)^T, \quad e_2 = \frac{1}{3}(2,1,-2)^T

Example 7.31: Practice Problem 2

Express v=(5,7,4)Tv = (5, 7, 4)^T in the orthonormal basis {e1,e2}\{e_1, e_2\} from above, plus e3=13(2,2,1)Te_3 = \frac{1}{3}(2,-2,1)^T:

Solution:

c1=v,e1=13(5+14+8)=9c_1 = \langle v, e_1 \rangle = \frac{1}{3}(5 + 14 + 8) = 9
c2=v,e2=13(10+78)=3c_2 = \langle v, e_2 \rangle = \frac{1}{3}(10 + 7 - 8) = 3
c3=v,e3=13(1014+4)=0c_3 = \langle v, e_3 \rangle = \frac{1}{3}(10 - 14 + 4) = 0

So v=9e1+3e2+0e3v = 9e_1 + 3e_2 + 0e_3. Verify Parseval: 92+32+02=90=25+49+16=v29^2 + 3^2 + 0^2 = 90 = 25 + 49 + 16 = \|v\|^2

Example 7.32: Practice Problem 3

Show that {1,x,x2}\{1, x, x^2\} is NOT orthogonal on [1,1][-1, 1] with standard inner product:

Solution:

1,x2=11x2dx=230\langle 1, x^2 \rangle = \int_{-1}^{1} x^2\, dx = \frac{2}{3} \neq 0

Not orthogonal! The Legendre polynomials are the orthogonal version.

Example 7.33: Practice Problem 4

Given orthonormal basis {e1,e2,e3}\{e_1, e_2, e_3\} and v=2e1e2+3e3v = 2e_1 - e_2 + 3e_3, compute v\|v\|:

Solution:

v2=22+12+32=4+1+9=14\|v\|^2 = |2|^2 + |-1|^2 + |3|^2 = 4 + 1 + 9 = 14

So v=14\|v\| = \sqrt{14}.

Example 7.34: Practice Problem 5

Find u,v\langle u, v \rangle for u=e1+2e2u = e_1 + 2e_2, v=3e1e2v = 3e_1 - e_2 (orthonormal basis):

Solution:

u,v=13+2(1)=32=1\langle u, v \rangle = 1 \cdot 3 + 2 \cdot (-1) = 3 - 2 = 1
Remark 7.21: Key Skills Checklist

After this module, you should be able to:

  • ✓ Verify if a set is orthogonal/orthonormal
  • ✓ Compute Fourier coefficients in any orthonormal basis
  • ✓ Apply Parseval's identity to find norms
  • ✓ Use Bessel's inequality for approximation error
  • ✓ Extend orthonormal sets to orthonormal bases
  • ✓ Compute in orthonormal coordinates
  • ✓ Understand orthogonal complements and direct sums

Pro Tips

  • • When in doubt, write vectors in orthonormal coordinates—formulas simplify dramatically
  • • Use Parseval to avoid computing norms directly from definitions
  • • Remember: orthonormal bases make the Gram matrix = I
  • • Bessel gives upper bounds even for incomplete orthonormal sets

11. Quick Reference

Definitions

  • Orthogonal set: ⟨vᵢ, vⱼ⟩ = 0 for i ≠ j
  • Orthonormal set: ⟨eᵢ, eⱼ⟩ = δᵢⱼ
  • Orthonormal basis: ON set that spans V
  • Fourier coefficient: cₖ = ⟨v, eₖ⟩
  • Orthogonal matrix: QᵀQ = I

Key Formulas

  • Expansion: v = Σ⟨v, eₖ⟩eₖ
  • Parseval: ||v||² = Σ|cₖ|²
  • Bessel: Σ|⟨v, eₖ⟩|² ≤ ||v||²
  • Inner product: ⟨u, v⟩ = Σaᵢb̄ᵢ
  • Pythagorean: ||Σvᵢ||² = Σ||vᵢ||²

Key Theorems

  • Independence: Orthogonal nonzero vectors are linearly independent
  • Extension: Any ON set extends to ON basis
  • Direct sum: V = U ⊕ U⊥
  • Dimension: dim(U) + dim(U⊥) = dim(V)

Common Examples

  • Standard basis: {eᵢ} in ℝⁿ, ℂⁿ
  • Fourier basis: {eⁱⁿˣ/√2π}
  • Legendre: Pₙ(x) on [-1,1]
  • Hermite: Hₙ(x) with e⁻ˣ² weight

Algorithm: Working with Orthonormal Bases

  1. Given ON basis {e₁,...,eₙ}: To find coefficients of v, compute cₖ = ⟨v, eₖ⟩
  2. To compute ⟨u, v⟩: Find coefficients aₖ, bₖ, then ⟨u, v⟩ = Σaₖb̄ₖ
  3. To compute ||v||: Find coefficients cₖ, then ||v||² = Σ|cₖ|²
  4. To verify ON: Check ⟨eᵢ, eⱼ⟩ = δᵢⱼ for all i, j
  5. To extend ON set: Use Gram-Schmidt on additional vectors
Remark 7.19: Historical Note

Orthogonality concepts developed through several mathematical threads:

  • Fourier (1807): Trigonometric series for heat equation
  • Gram (1879), Schmidt (1907): Orthogonalization process
  • Hilbert (1906): Abstract infinite-dimensional spaces
  • von Neumann (1927): Quantum mechanics formulation using orthonormal bases

Notation Summary

  • ,\langle \cdot, \cdot \rangle — inner product
  • v\|v\| — induced norm
  • δij\delta_{ij} — Kronecker delta
  • UU^\perp — orthogonal complement
  • ck=v,ekc_k = \langle v, e_k \rangle — Fourier coefficient
  • QTQ=IQ^T Q = I — orthogonal matrix
  • UHU=IU^H U = I — unitary matrix
  • V=UUV = U \oplus U^\perp — direct sum

Quick Computation Guide

Find coefficient cₖCompute ⟨v, eₖ⟩
Find ||v||Use √(Σ|cₖ|²) (Parseval)
Find ⟨u, v⟩Compute Σaₖb̄ₖ
Verify orthonormalityCheck ⟨eᵢ, eⱼ⟩ = δᵢⱼ for all i, j
Find projectionCompute Σ⟨v, eₖ⟩eₖ