Linear Algebra › Section F · Orthogonality and least squares › Topic F.7

Inner product spaces

Length, angle and projection need only a few rules to work. Any operation that obeys those rules gives a vector space geometry, which lets us measure how far apart two functions or polynomials are and find the best approximation to one by others.

In this topic

  • Geometry beyond Rn
  • The four axioms
  • A weighted inner product on R2
  • Polynomials: an inner product by evaluation
  • Worked example: Gram-Schmidt on polynomials
  • Functions: an inner product by integration
  • Worked example: the best line for a curve
  • Everything carries over
  • Proving Cauchy-Schwarz and the triangle inequality
  • Common mistakes to avoid
  • Key takeaways

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