Linearity of the Inner Product Next  |  Prev  |  Up  |  Top  |  Index  |  JOS Index  |  JOS Pubs  |  JOS Home  |  Search

Linearity of the Inner Product

Any function $ f(\underline{u})$ of a vector $ \underline{u}\in{\bf C}^N$ (which we may call an operator on $ {\bf C}^N$) is said to be linear if for all $ \underline{u}\in{\bf C}^N$ and $ \underline{v}\in{\bf C}^N$, and for all scalars $ \alpha$ and $ \beta $ in $ {\bf C}$,

$\displaystyle f(\alpha \underline{u}+ \beta \underline{v}) = \alpha f(\underline{u}) + \beta f(\underline{v}).
$

A linear operator thus ``commutes with mixing.'' Linearity consists of two component properties: A function of multiple vectors, e.g., $ f(\underline{u},\underline{v},\underline{w})$ can be linear or not with respect to each of its arguments.

The inner product $ \left<\underline{u},\underline{v}\right>$ is linear in its first argument, i.e., for all $ \underline{u},\underline{v},\underline{w}\in{\bf C}^N$, and for all $ \alpha, \beta\in{\bf C}^N$,

$\displaystyle \left<\alpha \underline{u}+ \beta \underline{v},\underline{w}\rig...
...line{u},\underline{w}\right> + \beta \left<\underline{v},\underline{w}\right>.
$

This is easy to show from the definition:

\begin{eqnarray*}
\left<\alpha \underline{u}+ \beta \underline{v},\underline{w}\...
...rline{w}\right> + \beta \left<\underline{v},\underline{w}\right>
\end{eqnarray*}

The inner product is also additive in its second argument, i.e.,

$\displaystyle \left<\underline{u},\underline{v}+ \underline{w}\right> = \left<\underline{u},\underline{v}\right> + \left<\underline{u},\underline{w}\right>,
$

but it is only conjugate homogeneous (or antilinear) in its second argument, since

$\displaystyle \left<\underline{u},\alpha \underline{v}\right> = \overline{\alph...
...{u},\underline{v}\right> \neq \alpha \left<\underline{u},\underline{v}\right>.
$

The inner product is strictly linear in its second argument with respect to real scalars $ a$ and $ b$:

$\displaystyle \left<\underline{u},a \underline{v}+ b \underline{w}\right> = a \...
...ne{v}\right> + b \left<\underline{u},\underline{w}\right>, \quad a,b\in{\bf R}
$

where $ \underline{u},\underline{v},\underline{w}\in{\bf C}^N$.

Since the inner product is linear in both of its arguments for real scalars, it may be called a bilinear operator in that context.


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[How to cite this work] [Order a printed hardcopy]

``Mathematics of the Discrete Fourier Transform (DFT), with Music and Audio Applications'', by Julius O. Smith III, W3K Publishing, 2003, ISBN 0-9745607-0-7.
Copyright © 2007-02-02 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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