Hilbert Spaces
Hilbert Spaces Definition. A complex inner product space (or pre-Hilbert space) is a complex vector space X together with an inner product: a function from X × X into C (denoted by hy, xi) satisfying: (1) (∀ x ∈ X) hx, xi ≥ 0 and hx, xi =0 iff x = 0. (2) (∀ α, β ∈ C) (∀ x, y, z ∈ X), hz,αx + βyi = αhz, xi + βhz,yi. (3) (∀ x, y ∈ X) hy, xi = hx, yi Remarks. (2) says the inner product is linear in the second variable; (3) says the inner product is sesquilinear; (2) and (3) imply hαx + βy,zi =α ¯hx, zi + β¯hy, zi, so the inner product is conjugate linear in the first variable. Definition. For x ∈ X, let kxk = hx, xi. p Cauchy-Schwarz Inequality. (∀ x, y ∈ X) |hy, xi| ≤ kxk·kyk, with equality iff x and y are linearly dependent. Proof. The result is obvious if hy, xi = 0. Suppose γ ≡ hy, xi= 6 0. Then x =6 0, y =6 0. Let z = γ|γ|−1y. Then hz, xi =γ ¯|γ|−1hy, xi = |γ| > 0. Let v = xkxk−1, w = zkzk−1. Then kvk = kwk = 1 and hw, vi > 0. Since 0 ≤kv − wk2 = hv, vi − 2Rehw, vi + hw,wi, it follows that hw, vi ≤ 1 (with equality iff v = w, which happens iff x and y are linearly dependent). So |hy, xi| = hz, xi = kxk·kzkhw, vi≤kxk·kzk = kxk·kyk. Facts. (1′) (∀ x ∈ X)kxk ≥ 0; kxk =0 iff x = 0. (2′) (∀ α ∈ C)(∀ x ∈ X) kαxk = |α|·kxk. (3′) (∀ x, y ∈ X) kx + yk≤kxk + kyk.
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