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Linear Algebra, Theory And Applications, 2012a

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300 INNER PRODUCT SPACES<br />

Show this yields an inner product on P n . Hint: Most of the axioms are obvious. The<br />

one which says (p, p) = 0 if and only if p = 0 is the only interesting one. To verify this<br />

one, note that a nonzero polynomial of degree no more than n − 1 has at most n − 1<br />

zeros.<br />

11. Let C ([0, 1]) denote the vector space of continuous real valued functions defined on<br />

[0, 1]. Let the inner product be given as<br />

(f,g) ≡<br />

∫ 1<br />

0<br />

f (x) g (x) dx<br />

Show this is an inner product. Also let V be the subspace described in Problem 9.<br />

Using the result of this problem, find the vector in V which is closest to x 4 .<br />

12. A regular Sturm Liouville problem involves the differential equation, for an unknown<br />

function of x which is denoted here by y,<br />

(p (x) y ′ ) ′ +(λq (x)+r (x)) y =0,x∈ [a, b]<br />

anditisassumedthatp (t) ,q(t) > 0 for any t ∈ [a, b] and also there are boundary<br />

conditions,<br />

C 1 y (a)+C 2 y ′ (a) = 0<br />

C 3 y (b)+C 4 y ′ (b) = 0<br />

where<br />

C1 2 + C2 2 > 0, and C3 2 + C4 2 > 0.<br />

There is an immense theory connected to these important problems. The constant, λ<br />

is called an eigenvalue. Show that if y is a solution to the above problem corresponding<br />

to λ = λ 1 and if z is a solution corresponding to λ = λ 2 ≠ λ 1 ,then<br />

∫ b<br />

a<br />

q (x) y (x) z (x) dx =0. (12.10)<br />

and this defines an inner product. Hint: Do something like this:<br />

(p (x) y ′ ) ′ z +(λ 1 q (x)+r (x)) yz = 0,<br />

(p (x) z ′ ) ′ y +(λ 2 q (x)+r (x)) zy = 0.<br />

Now subtract and either use integration by parts or show<br />

(p (x) y ′ ) ′ z − (p (x) z ′ ) ′ y =((p (x) y ′ ) z − (p (x) z ′ ) y) ′<br />

and then integrate. Use the boundary conditions to show that y ′ (a) z (a)−z ′ (a) y (a) =<br />

0andy ′ (b) z (b) − z ′ (b) y (b) =0. The formula, (12.10) is called an orthogonality relation.<br />

It turns out there are typically infinitely many eigenvalues and it is interesting<br />

to write given functions as an infinite series of these “eigenfunctions”.<br />

13. Consider the continuous functions defined on [0,π] ,C([0,π]) . Show<br />

(f,g) ≡<br />

∫ π<br />

0<br />

fgdx<br />

{√ } ∞<br />

2<br />

is an inner product on this vector space. Show the functions<br />

π sin (nx) are<br />

n=1<br />

an orthonormal set. What does this mean about the dimension of the vector space

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