L² inner product space structure on finite products of inner product spaces #
The L² norm on a finite product of inner product spaces is compatible with an inner product
$$ \langle x, y\rangle = \sum \langle x_i, y_i \rangle. $$
This is recorded in this file as an inner product space instance on PiLp 2.
This file develops the notion of a finite-dimensional Hilbert space over 𝕜 = ℂ, ℝ, referred to as
E. We define an OrthonormalBasis 𝕜 ι E as a linear isometric equivalence
between E and EuclideanSpace 𝕜 ι. Then stdOrthonormalBasis shows that such an equivalence
always exists if E is finite dimensional. We provide language for converting between a basis
that is orthonormal and an orthonormal basis (e.g. Basis.toOrthonormalBasis). We show that
orthonormal bases for each summand in a direct sum of spaces can be combined into an orthonormal
basis for the whole sum in DirectSum.IsInternal.subordinateOrthonormalBasis. In
the last section, various properties of matrices are explored.
Main definitions #
EuclideanSpace 𝕜 n: defined to bePiLp 2 (n → 𝕜)for anyFintype n, i.e., the space from functions tonto𝕜with theL²norm. We register several instances on it (notably that it is a finite-dimensional inner product space), and provide a!ₚ[]notation (for numeric subscripts like₂) for the case when the indexing type isFin n.OrthonormalBasis 𝕜 ι: defined to be an isometry to Euclidean space from a given finite-dimensional inner product space,E ≃ₗᵢ[𝕜] EuclideanSpace 𝕜 ι.Basis.toOrthonormalBasis: constructs anOrthonormalBasisfor a finite-dimensional Euclidean space from aBasiswhich isOrthonormal.Orthonormal.exists_orthonormalBasis_extension: provides an existential result of anOrthonormalBasisextending a given orthonormal setexists_orthonormalBasis: provides an orthonormal basis on a finite-dimensional vector spacestdOrthonormalBasis: provides an arbitrarily-chosenOrthonormalBasisof a given finite-dimensional inner product space
For consequences in infinite dimension (Hilbert bases, etc.), see the file
Analysis.InnerProductSpace.L2Space.
The standard real/complex Euclidean space, functions on a finite type. For an n-dimensional
space use EuclideanSpace 𝕜 (Fin n).
For the case when n = Fin _, there is !₂[x, y, ...] notation for building elements of this type,
analogous to ![x, y, ...] notation.
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Notation for vectors in Lp space. !₂[x, y, ...] is a shorthand for
WithLp.toLp 2 ![x, y, ...], of type EuclideanSpace _ (Fin _).
This also works for other subscripts.
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Unexpander for the !₂[x, y, ...] notation.
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The restriction from EuclideanSpace 𝕜 J to EuclideanSpace 𝕜 I when I ⊆ J.
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A finite, mutually orthogonal family of subspaces of E, which span E, induce an isometry
from E to PiLp 2 of the subspaces equipped with the L2 inner product.
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A shorthand for PiLp.continuousLinearEquiv.
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The projection on the i-th coordinate of EuclideanSpace 𝕜 ι, as a linear map.
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The projection on the i-th coordinate of EuclideanSpace 𝕜 ι, as a continuous linear map.
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The vector given in Euclidean space by being a : 𝕜 at coordinate i : ι and 0 : 𝕜 at
all other coordinates.
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EuclideanSpace.single forms an orthonormal family.
The canonical linear homeomorphism between EuclideanSpace 𝕜 (ι ⊕ κ) and
EuclideanSpace 𝕜 ι × EuclideanSpace 𝕜 κ.
See PiLp.sumPiLpEquivProdLpPiLp for the isometry version,
where the RHS is equipped with the Euclidean norm rather than the supremum norm.
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The canonical linear homeomorphism between EuclideanSpace 𝕜 (Fin (n + m)) and
EuclideanSpace 𝕜 (Fin n) × EuclideanSpace 𝕜 (Fin m).
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An orthonormal basis on E is an identification of E with its dimensional-matching
EuclideanSpace 𝕜 ι.
- ofRepr :: (
Linear isometry between
EandEuclideanSpace 𝕜 ιrepresenting the orthonormal basis.- )
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b i is the ith basis vector.
The Basis ι 𝕜 E underlying the OrthonormalBasis
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Alias of OrthonormalBasis.orthogonalProjection_apply_eq_sum.
Mapping an orthonormal basis along a LinearIsometryEquiv.
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A basis that is orthonormal is an orthonormal basis.
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OrthonormalBasis.singleton ι 𝕜 is the orthonormal basis sending the unique element of ι to
1 : 𝕜.
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Pi.orthonormalBasis (B : ∀ i, OrthonormalBasis (ι i) 𝕜 (E i)) is the
Σ i, ι i-indexed orthonormal basis on Π i, E i given by B i on each component.
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A finite orthonormal set that spans is an orthonormal basis
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Any finite subset of an orthonormal family is an OrthonormalBasis for its span.
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A finite orthonormal family of vectors whose span has trivial orthogonal complement is an orthonormal basis.
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b.reindex (e : ι ≃ ι') is an OrthonormalBasis indexed by ι'
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The basis Pi.basisFun, bundled as an orthonormal basis of EuclideanSpace 𝕜 ι.
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The LinearIsometryEquiv which maps an orthonormal basis to another. This is a convenience
wrapper around Orthonormal.equiv.
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![1, I] is an orthonormal basis for ℂ considered as a real inner product space.
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The isometry between ℂ and a two-dimensional real inner product space given by a basis.
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Matrix representation of an orthonormal basis with respect to another #
A version of OrthonormalBasis.toMatrix_orthonormalBasis_mem_unitary that works for bases with
different index types.
A version of OrthonormalBasis.toMatrix_orthonormalBasis_mem_unitary that works for bases with
different index types.
The change-of-basis matrix between two orthonormal bases a, b is a unitary matrix.
The determinant of the change-of-basis matrix between two orthonormal bases a, b has
unit length.
The change-of-basis matrix between two orthonormal bases a, b is an orthogonal matrix.
The determinant of the change-of-basis matrix between two orthonormal bases a, b is ±1.
Existence of orthonormal basis, etc. #
Given an internal direct sum decomposition of a module M, and an orthonormal basis for each
of the components of the direct sum, the disjoint union of these orthonormal bases is an
orthonormal basis for M.
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In a finite-dimensional InnerProductSpace, any orthonormal subset can be extended to an
orthonormal basis.
A finite-dimensional inner product space admits an orthonormal basis.
A finite-dimensional InnerProductSpace has an orthonormal basis.
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An orthonormal basis of ℝ is made either of the vector 1, or of the vector -1.
Exhibit a bijection between Fin n and the index set of a certain basis of an n-dimensional
inner product space E. This should not be accessed directly, but only via the subsequent API.
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An n-dimensional InnerProductSpace equipped with a decomposition as an internal direct
sum has an orthonormal basis indexed by Fin n and subordinate to that direct sum.
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An n-dimensional InnerProductSpace equipped with a decomposition as an internal direct
sum has an orthonormal basis indexed by Fin n and subordinate to that direct sum. This function
provides the mapping by which it is subordinate.
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The basis constructed in DirectSum.IsInternal.subordinateOrthonormalBasis is subordinate to
the OrthogonalFamily in question.
Given a natural number n one less than the finrank of a finite-dimensional inner product
space, there exists an isometry from the orthogonal complement of a nonzero singleton to
EuclideanSpace 𝕜 (Fin n).
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Let S be a subspace of a finite-dimensional complex inner product space V. A linear
isometry mapping S into V can be extended to a full isometry of V.
TODO: The case when S is a finite-dimensional subspace of an infinite-dimensional V.
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A shorthand for Matrix.toLpLin 2 2.
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The inner product of a row of A and a row of B is an entry of B * Aᴴ.
The inner product of a column of A and a column of B is an entry of Aᴴ * B.
The matrix representation of innerSL 𝕜 x given by an orthonormal basis b and b₂
is equal to vecMulVec (star b₂) (star (b.repr x)).
Alias of LinearMap.toMatrix_innerₛₗ_apply.
The matrix representation of innerSL 𝕜 x given by an orthonormal basis b and b₂
is equal to vecMulVec (star b₂) (star (b.repr x)).