Chapter 1: Geometry of the Euclidean space Flashcards
(135 cards)
R ⁿ is
the set of all n-tuples of real numbers,
Rⁿ =
{(x_1,…, x_n) : x_1, . . , x_n∈R}.
components are coordinates
natural dot product/inner product/scalar
product
x · y = Σ_i=1 ,n x_iy_i,
where x = (x_1, … , x_n), y = (y_1,. .., y_n) ∈ Rⁿ
Properties:
(i) (α₁x₁ + α₂x₂) · y
= α₁(x₁ · y) + α₂(x₂ · y)
for any x₁, x₂, and y ∈ Rⁿ, and any real numbers α₁, α₂ ∈ R; distributive linear in the first var
(ii) x·y = y·x for any x and y ∈ Rⁿ symmetry
(iii) x·x > 0 for any x ∈ Rⁿ, and
x · x = 0 if and only if x = 0.
positively homogeneous
properties reflect the structure in Rⁿ
Proposition I.1
Cauchy-Schwarz inequality
For any vectors x, y ∈ Rⁿ the following inequality holds:
|x · y| ≤
|x| |y|,
(where
|x| =√{x · x}, and
|y| =√{y · y} are lengths of vectors in Rⁿ)
Equality occurs IFF x = 0 or y = λx for some λ ∈ R.
Cauchy-Schwarz inequality alt ways of writing
|x · y| ≤
|x| |y|,
from i=1 to n
Σxᵢ · yᵢ ≤ (Σxᵢ² Σyᵢ² )¹/²
when n=1
x₁· y₁ ≤(x₁² · y₁² )¹/² = x₁· y₁ equality
abs value= length here
|x + y|≤|x|+|y|.
Proposition I.1
Cauchy-Schwarz inequality
PROOF L5
x=0 TRIVIAL CASE holds
|x| =√{x · x}
|λx-y|=√{λx-y · λx-y}
|λx-y|²={λx-y · λx-y}
assume x≠0
Consider polynomial p(λ)
= |λx-y|²
now using the properties of dot prod:
linearity, symmetry
=|λ²x² +y² -2λxy|
= λ²|x|² +|y|² -2λxy≥0
parabola in λ with at most one root
thus DISCRIMINANT ≤0
iff
(-2xy)² -4|x|²|y|² ≤0
4(xy)²-|x|²|y|² ≤0
thus inequality proved
Proposition I.1
Cauchy-Schwarz inequality
PROOF L5 CASE OF EQUALITY
Looking at the case of equality
IF CASE x=0 or y =λx (colinear)
|0|≤0
|λx * λx|= λ²|x*x|= λ²|x| |x|
only if case
suppose that |xy|≤ |x||y| for some x and y
if x≠0 then we need to show that y=λx
Considering the poly: then discriminant =0
thus only one real root and hence
λ₀ that is
0=P(λ₀ ) = (λ₀x -y)² length of vector is 0 by non-neg property of dot prod
iff
λ₀x -y=0
iff
y=λ₀x
L5 remark cauchy schwarz
Note that the argument used in the proof above is rather general and works for any (not
necessarily finite-dimensional) vector space V equipped with a scalar product <.,.>
L5:
scalar product <·, ·>
bilinear map V × V → R that satisfies the following properties, which mimic the properties of the dot product:
(i) <α_1u_1 +α2_u_2, v> = α_1<u_1, v>+α_2<u_2, v_i> for all u_1, u_2, and v ∈ V , and all reals α_1, α_2 ∈ R; LINEAR IN FIRST ARGUMENT
(ii) <u, v> = <v, u> for all u and v ∈ V ; SYMMETRY
(iii) <u, u> > 0 for any u ∈ V , and <u, u> = 0 if and only if u = 0
NON NEGATIVITY
Example:
Let V=C[a,b] be the space formed by all continuous vector functions f:[a,b] to R^n
is this a vector space
clearly, closed under linear operations (and f(x)=0?)
Scalar product on C[a,b]
<f,g>
<f,g> =
∫ₐᵇ f(t)g(t) .dt
Here our vector space is infinite dimension we can show it satisfies properties of the scalar properties
Lemma I.2 (Integral Cauchy-Schwarz inequality)
For any continuous vector functions f,
g : [a, b] → R^n the following inequality holds:
|∫ₐᵇ (f.g)(t) .dt| ≤
(∫ₐᵇ |f(t)|² .dt) ¹/² (∫ₐᵇ |g(t)|² .dt) ¹/²
The equality occurs if and only if f ≡ 0 or g ≡ λf for some λ ∈ R. (identically proportional?)
|<f,g>| ≤ sqrt(<f,f> <g,g>) = |f||g|
Proof: Lemma I.2 (Integral Cauchy-Schwarz inequality)
Let V be a vector space of all continuous vector-functions f : [a, b] → R^n
On this vector space we consider the following scalar product
<f,g> =ᵈᵉᶠ= ∫ₐᵇ (f.g)(t) .dt where f, g ∈ V
and the function in the integral is obtained by taking the dot product of the values f(t) and g(t). It is straightforward to check that the formula above indeed defines the scalar
product on V , that is it satisfies the properties (i)-(iii) above. Now the proof of the lemma follows the same line argument as in the proof of Lemma I.1, by considering the polynomial
P(λ) = <λf − g, λf − g>.
Corollary I.2 (Triangle inequality). Of CS
For any vectors x, y ∈ Rⁿ the following inequality holds:
|x + y|≤|x|+|y|.
Equality occurs IFF x = 0 or y = λx for some λ> 0 in R
(proportional/colinear for equality)
Corollary I.2 (Triangle inequality consequence of C-S).
PROOF
For any vectors x, y ∈ Rⁿ the following inequality holds:
|x + y|≤|x|+|y|.
Equality occurs IFF x = 0 or y = λx for some λ> 0 in R
proof:
By linearity and symmetry defn using values and lengths
|x + y|²
= (x + y) · (x + y)
= |x|² + x · y + y · x + |y|²
= |x|² + 2x · y + |y|²
≤|x|² + 2 |x · y| + |y|²
≤|x|² + 2 |x| |y| + |y|²
= (|x| + |y|)²
(second inequality used the Cauchy-Schwarz inequality)
Equality in the triangle inequality implies equality in the Cauchy-Schwarz inequality, and hence, implies that x = 0 or y = λx for some λ > 0.
shown in lecture
(if x=0 |y|²=|y|², if y= λx LHS:
|x + λx|= |(1+λ)x|= sqrt((1+λ)x·(1+λ)x )
RHS: |x|+ |λx| = |1+λ| |x| shows equality)
Conversely, if x = 0 or y = λx, where λ > 0, then the triangle inequality becomes an equality.
Suppose |x+y|² =( |x|+|y|)²
Use modulus and dot product relationship
(x+y) · (x+y)
= ( |x|+|y|)²
by cauchy schwarz conclude x=0 or y=λx
x not eq 0 (1+λ)² |x|² = (1-λ)²) |x|² if λ<0
however plugging y= λx into inequality |x+y| <= |x| + |y| we rule out the case when λ<0
distances in R^n
dist(x,y)
=|x−y|= (x−y)·(x−y)
From MATH2051 we also know that the dot product allows us to compute lengths of curves in R^n
Distances in R^n
dist(x,y)=|x−y|= (x−y)·(x−y).
From MATH2051 we also know that the dot product allows us to compute lengths of curves in R^n
Triangle inequality in form for distances
In particular, the triangle inequality can be written in the following form
for any vectors x, y, and z ∈ Rn. (Make sure that you can explain why.)
dist(x, y) less than it equal to
dist(x, z) + dist(z, y)
|x-y| inequality for triangle
less than or equal to |x-z| + |z-y|
iff
|u+v| <= |u| +|v|
u=x-z and v= z-y
x·y./ (|x| |y|)
x·y./ (|x| |y|) in [-1,1]
hence choose cos theta
also choosing thete in [0, pi]
assuming x,y non zero vectors
to compute the cosine of angles
θ
between non-zero vectors x and y
by the formula
cosθ= x·y./ (|x| |y|)
RHS cos θ for some θ is a consequence of the Cauchy-Schwarz inequality: it guarantees that the quotient on the right hand-side above takes values in the interval [−1, 1].
The equality case in the Cauchy-Schwarz inequality says that the angle θ between non-zero vectors x and y equals πk, where k ∈ Z, if and only if the vectors are collinear.
Recall that vectors x and y are called orthogonal if x · y = 0, i.e. the angle between them equals π/2 + πk, k ∈ Z.
Pythagorean theorem:
vectors x and y are orthogonal if and only if |x + y|^2 = |x|^2 + |y|^2.
Particular case of
Distance using Cauchy Schwartz
. to compute volumes of parallelotopes (not covered in lecture but was in exercise !)
in more detail, for a system e1, . . . , ek of k linearly independent vectors the k-dimensional parallelotope Pk, spanned by them, is defined as
Pk ={t1e1 +…+tkek :ti ∈[0,1]}. Its k-dimensional volume is given by the formula
Vol_k (P_k) =
√[
Det(
[ e ₁. e₁ e ₁.e₂ …. e₁.eₖ]
…..
[ eₖ. e₁ eₖ. e₂ …. eₖ.eₖ])
In particular, if the ei’s are pair-wise orthogonal (that is Pk is an orthotope ), then we obtain
Volk(P_k)= SQRT((e1 ·e1)···(ek ·ek) )=|e_1|…..|e_k|
def 1.2 vector subspace’
linear vector space
A subset X ⊂ R^n st for any x, y ∈ X and any a, b ∈ R we have ax + by ∈ X.
closed under linear combos,
subspace commonly solutions to linear equations
0 is always an element of a vector subspace
we use properties of dot prod and vector space properties
we define a subspace as a span of a collection of vectors min # give basis