WEBVTT

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PROFESSOR: So last time we
introduced pre-Hilbert spaces

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as vector spaces that come
equipped with a Hermitian

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inner product.

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Our Hermitian inner
product is linear.

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So it's a pairing
between two elements

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that gives you a
complex number that's

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linear in the first entry.

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And if you switch
the entries, that's

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equal to the pairing of
the original two entries,

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taking the complex
conjugate of that.

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And it's positive
definite, meaning

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if I take the inner product
of a vector with itself,

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it's non-negative and 0 if and
only if the element is zero.

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And we proved the
Cauchy-Schwarz inequality.

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So let me actually just recall
that we defined for if h

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is a pre-Hilbert space.

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We defined what we called,
or using this norm notation,

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although I haven't
proved it's a norm

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yet to be the inner
product of v with itself

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raised to the 1/2 power.

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And this is a
non-negative real number.

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This is a non-negative number.

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So taking the 1/2
power is meaningful.

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And we proved at
the end of last time

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the Cauchy-Schwarz inequality
that for all u, v in H if I

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take the inner product of u
and v, take its absolute value,

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this is less than or equal to
norm of u times the norm of v.

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OK, so now let's use this to
actually prove or to prove

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that this thing that I have
been denoting with this norm

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notation is, in fact, a
norm on a pre-Hilbert space.

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So theorem H is a
pre-Hilbert space,

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then this thing here defined
in this way is norm on h, OK.

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So remember, we
have to prove two--

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or we have to prove three things
for something to be a norm.

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We have to prove it's
positive definite.

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And then we also have to prove
homogeneity and the triangle

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inequality.

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So note that this
quantity here equals 0 if

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and only if the inner
product of v with itself

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is zero, which by the
positive definite quantity

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of a Hermitian inner product
implies that v equals 0.

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So that proves that
this function here on h

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is in fact positive definite.

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Now if lambda is
a complex number

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and v is in H, if I take--

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so we kind of saw this at the
proof of the Cauchy-Schwarz

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inequality.

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But if I take lambda times v and
inner product lambda times v,

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this is equal to lambda
times lambda bar.

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A scalar pulls out of
the first entry unfazed.

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If a scalar is in
the second entry,

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it comes out with a
complex conjugate.

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And then of course
for a complex number

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of times this complex conjugate,
I get the norm of that

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or the length of that--

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the absolute value of that
complex number squared.

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So taking the square
root of both sides

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of this, which is
equal to this, I

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get that this quantity here
is equal to the absolute value

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of lambda times this norm of
v, which proves homogeneity

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of this function on h.

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OK, so all that remains to prove
that this is an actual norm--

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so I don't have to keep being
or at least trying to be careful

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with what words I'm using--

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will prove that this is a norm.

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OK, so now we need to prove
the triangle inequality.

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You let uv be in H, then I
compute u plus v squared.

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This is equal to u
plus v plus v, which

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is equal to just
how we computed it

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for when we had a t
here and a t here,

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when we did the proof of the
Cauchy-Schwarz inequality.

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And we'll use this
identity quite often

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that the norm of
u plus v squared

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is norm u squared
plus norm b squared

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plus 2 times the
real part of u and v,

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the real part of the
inner product of u and v.

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OK, now this is less than
or equal to norm squared

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plus v squared plus the
absolute value of the real part.

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Now the absolute value of the
real part of a complex number

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is less than or equal
to the absolute value

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of that complex number.

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So this is less than or
equal to the absolute value

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of the inner product of u and v.

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And by Cauchy-Schwarz that is
less than or equal to still

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what I have before plus 2 times
the inner product of u and v.

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And I guess let me
go to the next board.

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All the proof is
essentially done.

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What I had before is
equal to norm of u

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plus normal v squared, i.e.

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So I had started off with
the norm of u plus v squared,

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and I had proved that's less
than or equal to this thing

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here squared.

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So taking the square
root of both sides,

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I get the norm of u plus v is
less than or equal to the norm

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u plus the norm of v.

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OK, so this thing that I defined
before is, in fact, the norm.

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I'm not just using that
notation to denote an impostor.

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OK, now using the
Cauchy-Schwarz inequality,

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we can also prove that
taking the inner product is--

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it's a function on h cross
h that's continuous, OK.

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So let me label
this as continuity

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of the inner product.

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So let me state it
as the following.

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If we're in a Hilbert space
and un converges to u and vm

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converges to v in a pre-Hilbert
space with norm as defined

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as before--

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so now we have a norm
on a pre-Hilbert space,

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so we can define convergence
since it's a norm space.

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Pre-Hilbert space H with norm
this, then un, inner product vn

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converges to u inner product v.

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OK.

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All right, so why is this?

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So last time in the
previous proof, I mean,

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we really didn't use the full
strength of the Cauchy-Schwarz

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inequality.

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We could have just gotten
by with the real part,

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having just proven that the
real part of the inner product

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is an absolute value less than
or equal to the inner product

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of-- or the product of
the norms of u and v. Here

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we'll actually use the full
Cauchy-Schwarz inequality.

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So the proof is quite simple.

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If un converges to u
and vn converges to v--

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i.e, let me just spell
this out for you--

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un minus u converges to 0.

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And norm of vn minus
v converges to 0.

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As n converges to--
as n goes to infinity,

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then we'll use the
squeeze theorem

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to show that this
quantity converges

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to u in a product with uv.

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So I have to show that this
quantity here-- hold on.

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Let me not put that.

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We're not in 18100.

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Typically in 18100
when I first started

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teaching the squeeze
theorem, I always

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included the lower bound.

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But it should be clear
that this is always

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bigger than or equal
to zero since it's

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absolute value of
a complex number.

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OK, so this is equal to
un minus u, vn plus--

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let's see.

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U, inner product, vn minus v.
By the triangle inequality now,

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just for the modulus
or absolute value

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of complex numbers,
that's less than

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or equal to un
minus u, vn, plus--

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that's the value
of u, vn minus v.

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And this is less
than or equal to

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by the Cauchy-Schwarz
inequality norm of un minus

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u times the norm of vn
plus the norm of u times

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the norm of vn minus
v. And now the vns are.

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So the vns are converging
to v. And therefore,

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the norms of the vns are
converging to the norm of v.

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So recall that if the simple
fact that vn convergence to v,

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then norm of vn converges
to norm of v, OK.

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All right.

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And, again, so let me add--

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since one can prove as
you do in real analysis

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the following reverse
triangle inequality since if I

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have two vectors v and h.

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So this just works in any
Banach space, not necessarily

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a pre-Hilbert space.

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The absolute value of
the difference in norms

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is less than or equal to the
norm of the difference, OK.

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So this is a convergent
sequence of real numbers.

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So it must be bounded.

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So I can say that's less than
or equal to times sup of n.

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Or let's use a different
letter, k, times plus norm

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of vn minus v times norm of u.

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Now, this is something
converging to 0 times

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a fixed number.

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This is something converging
to 0 times a fixed number.

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And therefore, this goes
to 0 as n goes to infinity.

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And therefore, the thing
which we started with,

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so this quantity here,
an absolute value,

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is less than or equal to
something converging to zero.

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And it's also non-negative.

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So therefore I get that.

00:14:59.860 --> 00:15:09.810 align:middle line:90%


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So this is by the
squeeze theorem, i.e.

00:15:13.700 --> 00:15:27.340 align:middle line:90%


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OK, so on pre-Hilbert
space, we can define

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a norm using the inner product.

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And this inner product is
continuous with respect

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to this norm, OK.

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Because once we have a
norm, we have convergence.

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So we can talk about--

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once we have a norm, we
have a notion of distance,

00:15:55.530 --> 00:16:02.210 align:middle line:84%
so we can talk about convergence
of sequences and things

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like that.

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So now we have
pre-Hilbert spaces.

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What is a Hilbert space?

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This is simply a
pre-Hilbert space

00:16:17.270 --> 00:16:20.210 align:middle line:84%
which is complete with
respect to this norm.

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So a Hilbert space, H,
is a pre-Hilbert space,

00:16:43.760 --> 00:17:06.980 align:middle line:84%
which is complete with
respect to the norm,

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with respect to this norm, which
again remember was defined as--

00:17:11.670 --> 00:17:13.748 align:middle line:90%
I took a vector.

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The norm of a vector here is
equal to the inner product

00:17:16.040 --> 00:17:19.810 align:middle line:84%
of the vector with itself
raised to the 1/2 power.

00:17:19.810 --> 00:17:22.180 align:middle line:84%
All right, so this is
the new terminology.

00:17:22.180 --> 00:17:28.980 align:middle line:84%
And as we'll see, or at least
we'll explicitly spell out

00:17:28.980 --> 00:17:33.990 align:middle line:84%
in the form of a theorem-- but
we will see probably by the end

00:17:33.990 --> 00:17:41.570 align:middle line:84%
of this lecture that really
there's-- for a reasonable

00:17:41.570 --> 00:17:46.140 align:middle line:84%
Hilbert space, you're
either one of two things.

00:17:46.140 --> 00:17:50.540 align:middle line:84%
So let me first give the
examples, basic examples

00:17:50.540 --> 00:17:53.240 align:middle line:90%
of Hilbert space.

00:17:53.240 --> 00:18:00.560 align:middle line:84%
So for example Cn which
is a set of N-tuples.

00:18:00.560 --> 00:18:01.700 align:middle line:90%
How do I denote this?

00:18:01.700 --> 00:18:07.090 align:middle line:90%


00:18:07.090 --> 00:18:17.010 align:middle line:84%
Complex numbers where the
inner product of two vectors,

00:18:17.010 --> 00:18:24.920 align:middle line:84%
z and w, is equal to sum j
equals 1 to the n, zj, wj.

00:18:24.920 --> 00:18:27.740 align:middle line:90%


00:18:27.740 --> 00:18:28.240 align:middle line:90%
OK.

00:18:28.240 --> 00:18:32.540 align:middle line:90%


00:18:32.540 --> 00:18:35.270 align:middle line:84%
So this is an
example of a Hilbert

00:18:35.270 --> 00:18:38.120 align:middle line:84%
space, finite
dimensional one, meaning

00:18:38.120 --> 00:18:41.880 align:middle line:84%
it's a vector space
of finite dimension.

00:18:41.880 --> 00:18:47.970 align:middle line:84%
The other example we have
is this space, little l,

00:18:47.970 --> 00:19:02.200 align:middle line:84%
to which this was the space
of sequences such that each

00:19:02.200 --> 00:19:04.240 align:middle line:90%
of these is a complex number.

00:19:04.240 --> 00:19:16.570 align:middle line:84%
And this series is
convergent, is finite.

00:19:16.570 --> 00:19:19.570 align:middle line:84%
Sum of the absolute value
of the ak squares, this

00:19:19.570 --> 00:19:23.920 align:middle line:84%
is a Hilbert space
as well with what's

00:19:23.920 --> 00:19:30.670 align:middle line:84%
the inner product of two
elements of little l2.

00:19:30.670 --> 00:19:43.090 align:middle line:84%
This is the sum from a plus
1 to infinity of ak, bk.

00:19:43.090 --> 00:19:43.590 align:middle line:90%
OK.

00:19:43.590 --> 00:19:47.350 align:middle line:90%


00:19:47.350 --> 00:19:48.280 align:middle line:90%
All right.

00:19:48.280 --> 00:19:52.870 align:middle line:90%


00:19:52.870 --> 00:19:55.020 align:middle line:90%
So this is pretty clear.

00:19:55.020 --> 00:20:05.630 align:middle line:84%
But note that the norm I
get from this inner product,

00:20:05.630 --> 00:20:10.060 align:middle line:90%
this is simply--

00:20:10.060 --> 00:20:13.200 align:middle line:90%


00:20:13.200 --> 00:20:19.635 align:middle line:90%
which was little l2 norm, right?

00:20:19.635 --> 00:20:22.960 align:middle line:90%


00:20:22.960 --> 00:20:23.950 align:middle line:90%
OK.

00:20:23.950 --> 00:20:36.870 align:middle line:84%
So these are two basic
examples of a Hilbert space.

00:20:36.870 --> 00:20:43.560 align:middle line:84%
We will in fact show that
every separable Hilbert space

00:20:43.560 --> 00:20:46.860 align:middle line:90%
can be in a inner product.

00:20:46.860 --> 00:20:49.560 align:middle line:84%
And therefore length
preserving way--

00:20:49.560 --> 00:20:52.270 align:middle line:90%


00:20:52.270 --> 00:20:57.120 align:middle line:84%
so that's usually called
an isomorphism form--

00:20:57.120 --> 00:21:04.950 align:middle line:84%
can be mapped isometrically
to either Cn or little l2.

00:21:04.950 --> 00:21:06.450 align:middle line:90%
So these two kind kof--

00:21:06.450 --> 00:21:12.820 align:middle line:84%
if one wants to go
about categorizing

00:21:12.820 --> 00:21:15.070 align:middle line:84%
all of the possible
Hilbert spaces

00:21:15.070 --> 00:21:17.680 align:middle line:84%
as far as separable
Hilbert spaces, which

00:21:17.680 --> 00:21:25.670 align:middle line:84%
are the only reasonable
ones, of course,

00:21:25.670 --> 00:21:28.870 align:middle line:84%
one can come up with wild
examples of Hilbert spaces

00:21:28.870 --> 00:21:29.590 align:middle line:90%
which are not.

00:21:29.590 --> 00:21:31.660 align:middle line:90%
Then these are the only two--

00:21:31.660 --> 00:21:33.310 align:middle line:84%
I shouldn't say two
because this one

00:21:33.310 --> 00:21:34.540 align:middle line:90%
is indexed by its dimension.

00:21:34.540 --> 00:21:36.970 align:middle line:84%
But these are the only two
types that you come up with,

00:21:36.970 --> 00:21:42.512 align:middle line:84%
either a finite dimensional Cn,
or it's isometric to little l2,

00:21:42.512 --> 00:21:43.012 align:middle line:90%
OK.

00:21:43.012 --> 00:21:48.250 align:middle line:90%


00:21:48.250 --> 00:21:51.775 align:middle line:84%
So but I will still write
down another example for--

00:21:51.775 --> 00:22:00.160 align:middle line:90%


00:22:00.160 --> 00:22:02.920 align:middle line:84%
since we went to
all that work, if E

00:22:02.920 --> 00:22:13.650 align:middle line:84%
is a measurable subset of r
and l2 of e, the big L2 of e,

00:22:13.650 --> 00:22:19.925 align:middle line:84%
which, remember, this was the
space of measurable functions

00:22:19.925 --> 00:22:25.755 align:middle line:84%
f from e to c such that
f squared e is finite.

00:22:25.755 --> 00:22:36.720 align:middle line:90%


00:22:36.720 --> 00:22:37.808 align:middle line:90%
This is a Hilbert space.

00:22:37.808 --> 00:22:38.850 align:middle line:90%
What's the inner product?

00:22:38.850 --> 00:22:45.270 align:middle line:90%


00:22:45.270 --> 00:22:50.070 align:middle line:84%
The inner product of
two elements in L2

00:22:50.070 --> 00:22:53.940 align:middle line:84%
defines v, just the
analog of little l2 where

00:22:53.940 --> 00:22:58.610 align:middle line:84%
we replace the sum with
an integral, f times g,

00:22:58.610 --> 00:23:03.660 align:middle line:84%
OK, the Lesbesgue integral of
f times the complex conjugate

00:23:03.660 --> 00:23:04.180 align:middle line:90%
of g.

00:23:04.180 --> 00:23:29.890 align:middle line:90%


00:23:29.890 --> 00:23:42.600 align:middle line:84%
OK, now, I wrote down capital
L2 I wrote down little l2.

00:23:42.600 --> 00:23:45.960 align:middle line:84%
But what about the other
little lp and big LP spaces

00:23:45.960 --> 00:23:49.050 align:middle line:90%
or any of those Hilbert spaces?

00:23:49.050 --> 00:23:56.470 align:middle line:84%
So, of course, if I define
the inner product in this way,

00:23:56.470 --> 00:24:01.150 align:middle line:84%
as I did before, then that
only induces the little l2

00:24:01.150 --> 00:24:03.970 align:middle line:90%
and the big L2 norm.

00:24:03.970 --> 00:24:09.280 align:middle line:84%
But is there perhaps some other
kind of magic inner product

00:24:09.280 --> 00:24:14.440 align:middle line:84%
out there that I can put
on little lp or big LP

00:24:14.440 --> 00:24:20.410 align:middle line:84%
so that I would get out
the little lp or big LP

00:24:20.410 --> 00:24:22.420 align:middle line:84%
norm, when I define
the norm according

00:24:22.420 --> 00:24:25.850 align:middle line:90%
to how I've been doing it.

00:24:25.850 --> 00:24:29.590 align:middle line:90%
So the question on hand is--

00:24:29.590 --> 00:24:39.340 align:middle line:90%


00:24:39.340 --> 00:24:51.235 align:middle line:84%
the other little lp or big LP
spaces, also Hilbert spaces.

00:24:51.235 --> 00:24:54.430 align:middle line:90%


00:24:54.430 --> 00:24:56.930 align:middle line:84%
All right, so again
it's clear that if I

00:24:56.930 --> 00:24:58.970 align:middle line:84%
were to define the
inner product in the way

00:24:58.970 --> 00:25:01.220 align:middle line:84%
I did in the two
examples, then that only

00:25:01.220 --> 00:25:03.860 align:middle line:90%
is going to give the l2 norm.

00:25:03.860 --> 00:25:06.830 align:middle line:84%
I'm asking now is there
some magical inner product

00:25:06.830 --> 00:25:12.470 align:middle line:84%
I can define on these spaces
that spits out the little lp

00:25:12.470 --> 00:25:13.880 align:middle line:90%
or big LP norm?

00:25:13.880 --> 00:25:16.490 align:middle line:90%


00:25:16.490 --> 00:25:18.330 align:middle line:90%
So the answer is no.

00:25:18.330 --> 00:25:25.460 align:middle line:84%
And there's in fact, a way
to determine whether or not

00:25:25.460 --> 00:25:28.400 align:middle line:84%
a space is a Hilbert space
because if you think about it,

00:25:28.400 --> 00:25:34.600 align:middle line:84%
the way we've come
about introducing what

00:25:34.600 --> 00:25:37.060 align:middle line:84%
a pre-Hilbert space is
and a Hilbert space is,

00:25:37.060 --> 00:25:39.257 align:middle line:90%
we first had a norm in our hand.

00:25:39.257 --> 00:25:40.840 align:middle line:84%
And then we'd define
an inner product.

00:25:40.840 --> 00:25:42.460 align:middle line:84%
Well, if that's the way
you're building your space,

00:25:42.460 --> 00:25:45.010 align:middle line:84%
then you know automatically
that it's a Hilbert space

00:25:45.010 --> 00:25:47.290 align:middle line:84%
because you had an
inner product first

00:25:47.290 --> 00:25:49.330 align:middle line:84%
and then you define
the norm second.

00:25:49.330 --> 00:25:54.760 align:middle line:84%
Let's suppose the data you're
given is some norm on a space.

00:25:54.760 --> 00:25:58.570 align:middle line:84%
When can you
determine if that norm

00:25:58.570 --> 00:26:01.390 align:middle line:90%
comes from an inner product?

00:26:01.390 --> 00:26:06.190 align:middle line:84%
That's the question that is
underlying this question I

00:26:06.190 --> 00:26:07.090 align:middle line:90%
wrote on the board.

00:26:07.090 --> 00:26:10.700 align:middle line:90%
If I have a norm space--

00:26:10.700 --> 00:26:13.190 align:middle line:84%
all right, so my initial
data is the norm.

00:26:13.190 --> 00:26:16.430 align:middle line:84%
When can I tell that that norm
comes from an inner product?

00:26:16.430 --> 00:26:25.550 align:middle line:84%
And so you'll prove
this basically

00:26:25.550 --> 00:26:27.170 align:middle line:90%
by direct calculation.

00:26:27.170 --> 00:26:30.300 align:middle line:90%


00:26:30.300 --> 00:26:39.080 align:middle line:84%
And this is the following
parallelogram law,

00:26:39.080 --> 00:26:40.940 align:middle line:90%
which is the following.

00:26:40.940 --> 00:26:59.350 align:middle line:84%
If H is a pre-Hilbert
space, then for all uv in H,

00:26:59.350 --> 00:27:06.700 align:middle line:84%
if I take the norm of
u plus v squared, and I

00:27:06.700 --> 00:27:10.660 align:middle line:84%
add the norm of u
minus v squared,

00:27:10.660 --> 00:27:15.760 align:middle line:84%
this is equal to twice
the norm of u squared

00:27:15.760 --> 00:27:18.880 align:middle line:90%
plus the norm of v squared.

00:27:18.880 --> 00:27:25.230 align:middle line:84%
So this is a condition
that is stated

00:27:25.230 --> 00:27:26.895 align:middle line:90%
purely in terms of the norm.

00:27:26.895 --> 00:27:33.210 align:middle line:90%


00:27:33.210 --> 00:27:56.680 align:middle line:84%
Moreover, if h is a norm
space satisfying star,

00:27:56.680 --> 00:28:00.830 align:middle line:90%
then h is a pre-Hilbert space.

00:28:00.830 --> 00:28:04.359 align:middle line:90%


00:28:04.359 --> 00:28:09.600 align:middle line:84%
OK, in other words,
although it seems

00:28:09.600 --> 00:28:13.890 align:middle line:84%
we defined Hilbert spaces
or pre-Hilbert spaces

00:28:13.890 --> 00:28:16.540 align:middle line:84%
initially in terms of an
inner product, in fact,

00:28:16.540 --> 00:28:19.950 align:middle line:84%
you can say a norm space
is a pre-Hilbert space if

00:28:19.950 --> 00:28:23.860 align:middle line:84%
and only if it satisfies
this parallelogram law.

00:28:23.860 --> 00:28:27.420 align:middle line:84%
So if you have on your
hands, just the norm,

00:28:27.420 --> 00:28:30.990 align:middle line:84%
then as long as that norm
satisfies this identity,

00:28:30.990 --> 00:28:34.120 align:middle line:84%
that norm can be derived
from an inner product.

00:28:34.120 --> 00:28:42.230 align:middle line:84%
So using this theorem, you can
check that the answer is only

00:28:42.230 --> 00:28:47.210 align:middle line:90%
for people to--

00:28:47.210 --> 00:28:51.830 align:middle line:84%
so in other words, if
you can come with u and v

00:28:51.830 --> 00:28:54.920 align:middle line:84%
so that this inequality
is not satisfied

00:28:54.920 --> 00:28:56.980 align:middle line:90%
when p is not equal to 2.

00:28:56.980 --> 00:28:57.480 align:middle line:90%
OK.

00:28:57.480 --> 00:29:07.180 align:middle line:90%


00:29:07.180 --> 00:29:14.350 align:middle line:84%
OK, so now we have the
notion of a Hilbert space

00:29:14.350 --> 00:29:19.570 align:middle line:84%
where this norm given in terms
of an inner product, this space

00:29:19.570 --> 00:29:21.860 align:middle line:90%
is complete.

00:29:21.860 --> 00:29:27.000 align:middle line:84%
Now, we have an
inner product, so we

00:29:27.000 --> 00:29:35.310 align:middle line:84%
can start talking
about vectors being

00:29:35.310 --> 00:29:45.030 align:middle line:84%
orthogonal to other vectors
or orthonormal sets, which

00:29:45.030 --> 00:29:48.660 align:middle line:84%
when I first started
lecturing about this stuff,

00:29:48.660 --> 00:29:52.350 align:middle line:84%
I was already using the
terminology, this thing being

00:29:52.350 --> 00:29:54.600 align:middle line:84%
orthogonal to this thing
or something like that.

00:29:54.600 --> 00:30:01.381 align:middle line:90%


00:30:01.381 --> 00:30:03.370 align:middle line:84%
But of course, if
you don't remember

00:30:03.370 --> 00:30:08.570 align:middle line:84%
what those words mean
from linear algebra,

00:30:08.570 --> 00:30:10.630 align:middle line:90%
I'll quickly remind you.

00:30:10.630 --> 00:30:13.975 align:middle line:84%
So suppose we're in
a pre-Hilbert space.

00:30:13.975 --> 00:30:26.760 align:middle line:90%


00:30:26.760 --> 00:30:29.040 align:middle line:84%
We say that two
elements, u and v,

00:30:29.040 --> 00:30:41.210 align:middle line:84%
are orthogonal, if their
inner product is zero.

00:30:41.210 --> 00:30:43.940 align:middle line:90%


00:30:43.940 --> 00:30:49.800 align:middle line:84%
If instead of saying orthogonal
I want to write this in words,

00:30:49.800 --> 00:30:53.820 align:middle line:90%
I'll write u per v, OK.

00:30:53.820 --> 00:31:06.490 align:middle line:90%


00:31:06.490 --> 00:31:09.610 align:middle line:90%
So throughout H is going to be--

00:31:09.610 --> 00:31:13.840 align:middle line:84%
well, a pre-Hilbert space if
I don't actually write it.

00:31:13.840 --> 00:31:33.740 align:middle line:84%
If h is a pre-Hilbert
space, a subset,

00:31:33.740 --> 00:31:38.430 align:middle line:84%
which I'll denote by a lambda,
lambda, and capital lambda,

00:31:38.430 --> 00:31:43.260 align:middle line:84%
so just some subset indexed
by some indexing set capital

00:31:43.260 --> 00:31:43.760 align:middle line:90%
lambda.

00:31:43.760 --> 00:31:46.430 align:middle line:90%


00:31:46.430 --> 00:31:58.830 align:middle line:84%
We say this set is
orthonormal if for all lambda

00:31:58.830 --> 00:32:01.740 align:middle line:84%
each one of these vectors in
the subset has unit length.

00:32:01.740 --> 00:32:05.720 align:middle line:90%


00:32:05.720 --> 00:32:17.240 align:middle line:84%
And I need two different
indexed elements,

00:32:17.240 --> 00:32:24.650 align:middle line:84%
implies that they
are orthogonal.

00:32:24.650 --> 00:32:25.150 align:middle line:90%
OK.

00:32:25.150 --> 00:32:28.950 align:middle line:90%


00:32:28.950 --> 00:32:33.350 align:middle line:84%
So maybe this
notation scares you

00:32:33.350 --> 00:32:35.420 align:middle line:84%
because what's
this indexing set?

00:32:35.420 --> 00:32:37.290 align:middle line:84%
Typically we just use
the natural number.

00:32:37.290 --> 00:32:40.220 align:middle line:84%
So let me just make that
remark although, I'll

00:32:40.220 --> 00:32:43.820 align:middle line:84%
make a few remarks in general
about orthonormal sets that

00:32:43.820 --> 00:32:47.000 align:middle line:84%
are not necessarily indexed
by the natural numbers

00:32:47.000 --> 00:33:11.870 align:middle line:84%
will mainly be interested in
a finite set or a countably

00:33:11.870 --> 00:33:12.560 align:middle line:90%
infinite set.

00:33:12.560 --> 00:33:16.652 align:middle line:90%


00:33:16.652 --> 00:33:23.960 align:middle line:84%
OK, so although an
orthonormal subset of Hs

00:33:23.960 --> 00:33:27.380 align:middle line:84%
could be a very
crazy type of subset,

00:33:27.380 --> 00:33:29.120 align:middle line:84%
mainly we're going
to be interested only

00:33:29.120 --> 00:33:34.730 align:middle line:84%
in finite or countable,
countably infinite

00:33:34.730 --> 00:33:35.645 align:middle line:90%
orthonormal sets.

00:33:35.645 --> 00:33:43.530 align:middle line:90%


00:33:43.530 --> 00:33:47.750 align:middle line:90%
So what are some examples?

00:33:47.750 --> 00:33:50.795 align:middle line:90%


00:33:50.795 --> 00:34:00.170 align:middle line:90%
OK, so simplest examples if--

00:34:00.170 --> 00:34:15.250 align:middle line:84%
so this is an example of
a set of orthonormal--

00:34:15.250 --> 00:34:17.860 align:middle line:90%
or an orthonormal subset of c2.

00:34:17.860 --> 00:34:23.464 align:middle line:90%
Or this is a 1.

00:34:23.464 --> 00:34:27.100 align:middle line:90%


00:34:27.100 --> 00:34:32.790 align:middle line:84%
This is also an example of
an orthonormal subset of c3,

00:34:32.790 --> 00:34:38.650 align:middle line:84%
let's say, using
notation from before.

00:34:38.650 --> 00:34:44.830 align:middle line:84%
If I denote by e sub n, this
is the sequence consisting

00:34:44.830 --> 00:34:48.250 align:middle line:84%
of zeros up until I hit
the end spot and then

00:34:48.250 --> 00:34:59.300 align:middle line:84%
0 afterwards and entry, which
is an element of little l2,

00:34:59.300 --> 00:35:12.640 align:middle line:84%
then this is an orthonormal
subset of l2, OK.

00:35:12.640 --> 00:35:16.660 align:middle line:90%


00:35:16.660 --> 00:35:23.450 align:middle line:90%
One other example is--

00:35:23.450 --> 00:35:28.130 align:middle line:84%
Let's look at the functions 1
over square root of 2pi times

00:35:28.130 --> 00:35:32.100 align:middle line:90%
e to the i and x.

00:35:32.100 --> 00:35:37.605 align:middle line:84%
And let's think of these as
elements of l2 minus pi to pi.

00:35:37.605 --> 00:35:42.450 align:middle line:90%


00:35:42.450 --> 00:35:56.995 align:middle line:84%
Then this is an
orthonormal subset of--

00:35:56.995 --> 00:36:01.000 align:middle line:90%


00:36:01.000 --> 00:36:05.930 align:middle line:84%
I might write O-N instead
of writing out orthonormal,

00:36:05.930 --> 00:36:10.640 align:middle line:84%
but this is an
orthonormal subset of L2.

00:36:10.640 --> 00:36:17.940 align:middle line:84%
If I take the inner product
of two of these guys, I get--

00:36:17.940 --> 00:36:21.960 align:middle line:90%


00:36:21.960 --> 00:36:24.510 align:middle line:84%
let's say I just look
at two different ones.

00:36:24.510 --> 00:36:28.140 align:middle line:90%


00:36:28.140 --> 00:36:30.540 align:middle line:84%
let's say m does not
equal n, so then I

00:36:30.540 --> 00:36:39.070 align:middle line:84%
take the inner product of imx
with inner product of inx,

00:36:39.070 --> 00:36:41.360 align:middle line:90%
complex conjugate.

00:36:41.360 --> 00:36:44.920 align:middle line:84%
So that's the inner
product on big L2,

00:36:44.920 --> 00:36:52.850 align:middle line:84%
and this is equal to 1 over
2 pi times minus pi to pi.

00:36:52.850 --> 00:36:57.580 align:middle line:84%
Now if m equals n, I just
get the length of e to the i,

00:36:57.580 --> 00:36:59.860 align:middle line:90%
nmx squared.

00:36:59.860 --> 00:37:02.380 align:middle line:84%
The length of e
to the i, mx is 1.

00:37:02.380 --> 00:37:04.750 align:middle line:84%
And therefore, I
would just get 1 here,

00:37:04.750 --> 00:37:08.230 align:middle line:90%
dx over 2 pi, which gives me 1.

00:37:08.230 --> 00:37:09.710 align:middle line:90%
But now they're not equal.

00:37:09.710 --> 00:37:17.630 align:middle line:84%
So I get e to the
i, m minus nx, dx.

00:37:17.630 --> 00:37:28.190 align:middle line:84%
And now the integral of this
creature-- so here e to the i,

00:37:28.190 --> 00:37:35.940 align:middle line:84%
let's say I had to come
up with some e to the i

00:37:35.940 --> 00:37:40.620 align:middle line:84%
y when y is a real number, this
is by definition cosine of y

00:37:40.620 --> 00:37:42.270 align:middle line:90%
plus i sine y.

00:37:42.270 --> 00:37:45.830 align:middle line:90%


00:37:45.830 --> 00:37:49.400 align:middle line:84%
Now you can check that
fundamental theorem of calculus

00:37:49.400 --> 00:37:54.590 align:middle line:84%
still holds for e
to the i, m minus n

00:37:54.590 --> 00:38:01.790 align:middle line:84%
over x And this equals e to
the im minus nx over i times

00:38:01.790 --> 00:38:03.650 align:middle line:90%
m minus n.

00:38:03.650 --> 00:38:09.720 align:middle line:84%
And e to the i, m minus n
times x is 2 pi periodic.

00:38:09.720 --> 00:38:14.210 align:middle line:84%
So when I evaluate
it at minus pi,

00:38:14.210 --> 00:38:16.860 align:middle line:84%
I get the same value,
if I evaluated at pi.

00:38:16.860 --> 00:38:19.842 align:middle line:90%
So this equals 0.

00:38:19.842 --> 00:38:22.280 align:middle line:90%
OK.

00:38:22.280 --> 00:38:26.805 align:middle line:84%
So that's an orthonormal
subset of big L2.

00:38:26.805 --> 00:38:36.900 align:middle line:90%


00:38:36.900 --> 00:38:40.770 align:middle line:90%
So this collection of vectors--

00:38:40.770 --> 00:38:43.170 align:middle line:84%
and I'm calling them
vectors, but this collection

00:38:43.170 --> 00:38:45.810 align:middle line:84%
of elements in big L2
is still countable,

00:38:45.810 --> 00:38:48.638 align:middle line:84%
even though I'm indexing
it by the integers rather

00:38:48.638 --> 00:38:49.680 align:middle line:90%
than the natural numbers.

00:38:49.680 --> 00:38:54.840 align:middle line:90%


00:38:54.840 --> 00:38:56.460 align:middle line:90%
OK, so we have the following.

00:38:56.460 --> 00:39:02.360 align:middle line:90%


00:39:02.360 --> 00:39:05.180 align:middle line:84%
Now most of what I'm
going to say with

00:39:05.180 --> 00:39:09.215 align:middle line:84%
regards to countable
subsets of--

00:39:09.215 --> 00:39:13.280 align:middle line:90%


00:39:13.280 --> 00:39:17.990 align:middle line:84%
so countable orthonormal
sets still carries through

00:39:17.990 --> 00:39:21.470 align:middle line:84%
to possibly uncountable
orthonormal sets

00:39:21.470 --> 00:39:27.620 align:middle line:84%
where now a infinite sum over an
uncountable number of elements

00:39:27.620 --> 00:39:29.780 align:middle line:84%
has to be defined
in a precise way.

00:39:29.780 --> 00:39:34.310 align:middle line:84%
But I will really just stick
mostly to the countable case,

00:39:34.310 --> 00:39:37.160 align:middle line:84%
and if you're interested, you
can always look that stuff up.

00:39:37.160 --> 00:39:39.670 align:middle line:90%


00:39:39.670 --> 00:39:40.665 align:middle line:90%
So I should say--

00:39:40.665 --> 00:39:44.430 align:middle line:90%


00:39:44.430 --> 00:39:50.340 align:middle line:84%
what I haven't said is that
whether or not the lp spaces,

00:39:50.340 --> 00:39:53.980 align:middle line:84%
let's say over an
interval ab or over r,

00:39:53.980 --> 00:39:57.945 align:middle line:84%
are separable or
not or even over a--

00:39:57.945 --> 00:40:09.850 align:middle line:90%


00:40:09.850 --> 00:40:11.680 align:middle line:90%
or even over a--

00:40:11.680 --> 00:40:15.160 align:middle line:84%
so let's stick to either a
closed and bounded interval

00:40:15.160 --> 00:40:18.120 align:middle line:90%
or r.

00:40:18.120 --> 00:40:23.010 align:middle line:84%
Now, why are these
spaces separable,

00:40:23.010 --> 00:40:27.990 align:middle line:84%
meaning they have a
countably dense subset, so

00:40:27.990 --> 00:40:29.460 align:middle line:90%
including big L2?

00:40:29.460 --> 00:40:32.880 align:middle line:90%


00:40:32.880 --> 00:40:35.550 align:middle line:84%
The reason is the
following, so what

00:40:35.550 --> 00:40:44.490 align:middle line:84%
you proved in the assignment is
that the continuous functions

00:40:44.490 --> 00:40:48.780 align:middle line:84%
are dense and little and
big LP for p between p

00:40:48.780 --> 00:40:53.010 align:middle line:84%
equals 1 to infinity,
strictly less than infinity.

00:40:53.010 --> 00:40:55.600 align:middle line:84%
OK, they're not
dense in l infinity.

00:40:55.600 --> 00:40:58.640 align:middle line:84%
So as long as you stay away
from that, they're dense, OK.

00:40:58.640 --> 00:41:04.230 align:middle line:90%


00:41:04.230 --> 00:41:06.870 align:middle line:84%
So continuous functions
are dense in lp.

00:41:06.870 --> 00:41:09.330 align:middle line:84%
Now, what's one
way to approximate

00:41:09.330 --> 00:41:11.910 align:middle line:90%
a continuous function?

00:41:11.910 --> 00:41:14.850 align:middle line:84%
Going back to your
introductory analysis class,

00:41:14.850 --> 00:41:17.130 align:middle line:84%
hopefully you covered what's
called the Weierstrauss

00:41:17.130 --> 00:41:18.930 align:middle line:84%
approximation
theorem, which says

00:41:18.930 --> 00:41:21.100 align:middle line:84%
that for every
continuous function,

00:41:21.100 --> 00:41:23.910 align:middle line:84%
you can approximate it
uniformly on the interval

00:41:23.910 --> 00:41:29.660 align:middle line:90%
by a polynomial, OK.

00:41:29.660 --> 00:41:32.720 align:middle line:84%
So that shows that
polynomials are

00:41:32.720 --> 00:41:39.410 align:middle line:84%
dense and all the lp spaces,
of course, not l infinity.

00:41:39.410 --> 00:41:44.150 align:middle line:84%
Now how do you go from
the set of polynomials,

00:41:44.150 --> 00:41:47.590 align:middle line:84%
which is uncountable to a
count, which is dense in LP,

00:41:47.590 --> 00:41:51.340 align:middle line:84%
but is uncountable to a
countable dense subset, which

00:41:51.340 --> 00:41:53.200 align:middle line:90%
is dense in LP.

00:41:53.200 --> 00:41:54.940 align:middle line:90%
Make everything rational.

00:41:54.940 --> 00:41:59.230 align:middle line:84%
OK, the set of polynomials
with rational coefficients

00:41:59.230 --> 00:42:00.700 align:middle line:90%
is, in fact, countable.

00:42:00.700 --> 00:42:03.670 align:middle line:90%


00:42:03.670 --> 00:42:06.460 align:middle line:84%
And you can approximate
every polynomial

00:42:06.460 --> 00:42:11.470 align:middle line:84%
with real coefficients on a
closed and bounded interval

00:42:11.470 --> 00:42:15.730 align:middle line:84%
by a polynomial with
rational coefficients.

00:42:15.730 --> 00:42:18.840 align:middle line:84%
It's not too
difficult to believe.

00:42:18.840 --> 00:42:23.550 align:middle line:84%
And therefore, the polynomials
with rational coefficients

00:42:23.550 --> 00:42:29.770 align:middle line:84%
are dense in the lp spaces as
long as I'm not in l infinity.

00:42:29.770 --> 00:42:33.460 align:middle line:84%
And therefore all the
lp spaces are separable.

00:42:33.460 --> 00:42:40.550 align:middle line:84%
All right, now the
little lp spaces are also

00:42:40.550 --> 00:42:45.230 align:middle line:84%
separable because except
for L infinity also,

00:42:45.230 --> 00:42:48.760 align:middle line:90%
which is not separable--

00:42:48.760 --> 00:42:54.990 align:middle line:84%
because, first off, a dense
subset of the, let's say,

00:42:54.990 --> 00:42:57.390 align:middle line:84%
little l2-- let's
make things definite--

00:42:57.390 --> 00:43:00.660 align:middle line:84%
is the subspace consisting
of all sequences, which

00:43:00.660 --> 00:43:03.850 align:middle line:90%
terminate after some entry.

00:43:03.850 --> 00:43:07.350 align:middle line:84%
In other words, it's
0 after that, OK.

00:43:07.350 --> 00:43:09.000 align:middle line:84%
Convince yourself
that this subspace

00:43:09.000 --> 00:43:11.380 align:middle line:84%
of all finitely
terminating sequences,

00:43:11.380 --> 00:43:14.790 align:middle line:84%
this is dense in
little lp for every--

00:43:14.790 --> 00:43:19.630 align:middle line:84%
for p between one an infinity,
not equal to infinity.

00:43:19.630 --> 00:43:22.450 align:middle line:84%
So finitely
terminating sequences

00:43:22.450 --> 00:43:25.870 align:middle line:90%
are dense and little lp.

00:43:25.870 --> 00:43:31.920 align:middle line:84%
Unfortunately, that's,
again, an uncountable--

00:43:31.920 --> 00:43:33.580 align:middle line:90%
I mean, it's a subspace.

00:43:33.580 --> 00:43:34.980 align:middle line:90%
So it's going to be uncountable.

00:43:34.980 --> 00:43:37.530 align:middle line:84%
So how do I get now a
countable thing again?

00:43:37.530 --> 00:43:39.310 align:middle line:84%
I replace everything
by rational numbers.

00:43:39.310 --> 00:43:43.740 align:middle line:84%
So if I can approximate
every sequence which

00:43:43.740 --> 00:43:48.390 align:middle line:84%
terminates after a certain
point consisting of real numbers

00:43:48.390 --> 00:43:51.720 align:middle line:84%
by a sequence full of
just rationals terminating

00:43:51.720 --> 00:43:55.320 align:middle line:84%
after a certain point by just
choosing the rationals very

00:43:55.320 --> 00:43:57.480 align:middle line:90%
close to those real numbers.

00:43:57.480 --> 00:44:02.010 align:middle line:84%
And I didn't say this explicitly
a minute ago that we still

00:44:02.010 --> 00:44:04.080 align:middle line:84%
have the density of the
rationals and the reals.

00:44:04.080 --> 00:44:06.810 align:middle line:84%
For every real, I can find
a rational very close to it.

00:44:06.810 --> 00:44:09.810 align:middle line:90%


00:44:09.810 --> 00:44:13.530 align:middle line:84%
So this is thinking
that goes on.

00:44:13.530 --> 00:44:17.190 align:middle line:84%
But now the set of all
finitely terminating

00:44:17.190 --> 00:44:19.720 align:middle line:84%
sequences with
rational coefficients.

00:44:19.720 --> 00:44:22.530 align:middle line:90%
This is a countable set.

00:44:22.530 --> 00:44:26.040 align:middle line:84%
And that countable set
is dense in little lp.

00:44:26.040 --> 00:44:27.630 align:middle line:84%
And therefore little
lp is separable

00:44:27.630 --> 00:44:32.550 align:middle line:84%
as long as p is between 1 and
infinity, excluding infinity.

00:44:32.550 --> 00:44:36.940 align:middle line:84%
OK, so I said at the
beginning that we're

00:44:36.940 --> 00:44:40.810 align:middle line:84%
going to be mainly interested
in separable spaces

00:44:40.810 --> 00:44:43.690 align:middle line:84%
without actually
saying why little lp

00:44:43.690 --> 00:44:46.540 align:middle line:84%
or little l2 and big
L2 are separable.

00:44:46.540 --> 00:44:49.060 align:middle line:90%


00:44:49.060 --> 00:44:53.200 align:middle line:84%
But I just gave you the argument
by word of mouth now instead

00:44:53.200 --> 00:44:54.735 align:middle line:90%
of actually writing it down.

00:44:54.735 --> 00:45:03.000 align:middle line:84%
OK, so we have the following
Bessel's inequality equality

00:45:03.000 --> 00:45:12.920 align:middle line:84%
for countable
orthonormal subsets.

00:45:12.920 --> 00:45:20.170 align:middle line:90%
So if the n is--

00:45:20.170 --> 00:45:22.210 align:middle line:90%
well, let me just put n here.

00:45:22.210 --> 00:45:32.090 align:middle line:84%
If this is a countable,
meaning it's either finite

00:45:32.090 --> 00:45:43.910 align:middle line:84%
or it's countably
infinite, when it's

00:45:43.910 --> 00:46:11.650 align:middle line:84%
a countable orthonormal subset
of a pre-Hilbert space, h,

00:46:11.650 --> 00:46:18.590 align:middle line:84%
and for all u [? en ?] h, if
I look at the sum of squares

00:46:18.590 --> 00:46:22.720 align:middle line:84%
u in a product e sub
n, this is less than

00:46:22.720 --> 00:46:29.700 align:middle line:84%
or equal to the norm
of u squared, OK.

00:46:29.700 --> 00:46:33.280 align:middle line:90%


00:46:33.280 --> 00:46:37.120 align:middle line:84%
So our discussion here
of orthonormal subsets

00:46:37.120 --> 00:46:40.510 align:middle line:84%
is taking place within
a pre-Hilbert space.

00:46:40.510 --> 00:46:43.565 align:middle line:84%
We don't need Hilbert spaces
to talk about these concepts.

00:46:43.565 --> 00:46:45.190 align:middle line:84%
Yeah, but when we're
in a Hilbert space

00:46:45.190 --> 00:46:47.710 align:middle line:84%
and we have a certain
or the normal subset,

00:46:47.710 --> 00:46:52.726 align:middle line:84%
that would be important that
we're in a Hilbert space.

00:46:52.726 --> 00:46:59.690 align:middle line:90%
OK, so the proof is--

00:46:59.690 --> 00:47:01.310 align:middle line:90%
let's do the finite case first.

00:47:01.310 --> 00:47:07.190 align:middle line:90%


00:47:07.190 --> 00:47:15.370 align:middle line:84%
So suppose I have a finite
collection of orthonormal

00:47:15.370 --> 00:47:18.370 align:middle line:84%
or a finite orthonormal
subset of h or a finite--

00:47:18.370 --> 00:47:20.110 align:middle line:84%
or I'll often say
finite collection

00:47:20.110 --> 00:47:21.685 align:middle line:90%
of all normal vectors in h.

00:47:21.685 --> 00:47:25.300 align:middle line:90%


00:47:25.300 --> 00:47:32.148 align:middle line:84%
And subset of h in on,
standing in for orthonormal.

00:47:32.148 --> 00:47:40.460 align:middle line:90%


00:47:40.460 --> 00:47:42.920 align:middle line:84%
Then let me just record
a few identities, which

00:47:42.920 --> 00:47:48.170 align:middle line:84%
are pretty easy to verify
sum from n equals 1 to n

00:47:48.170 --> 00:47:51.290 align:middle line:90%
of u inner product en, en.

00:47:51.290 --> 00:47:53.990 align:middle line:90%


00:47:53.990 --> 00:47:55.835 align:middle line:84%
If I take the norm of
this thing squared--

00:47:55.835 --> 00:47:58.730 align:middle line:90%


00:47:58.730 --> 00:47:59.880 align:middle line:90%
let's compute this out.

00:47:59.880 --> 00:48:04.230 align:middle line:84%
This is the inner product
of with the understanding

00:48:04.230 --> 00:48:10.380 align:middle line:84%
that n is going from
1 to capital N. Let's

00:48:10.380 --> 00:48:11.760 align:middle line:90%
use a different index here.

00:48:11.760 --> 00:48:17.180 align:middle line:90%


00:48:17.180 --> 00:48:18.940 align:middle line:90%
And this is equal to nmuen.

00:48:18.940 --> 00:48:23.950 align:middle line:90%


00:48:23.950 --> 00:48:28.060 align:middle line:90%
Now I have this sum here of--

00:48:28.060 --> 00:48:38.430 align:middle line:84%
oh, I'm leaving out em of
u, vm, the complex conjugate

00:48:38.430 --> 00:48:41.707 align:middle line:84%
times the inner
product of en with em.

00:48:41.707 --> 00:48:43.290 align:middle line:84%
That's the two vectors
that are taking

00:48:43.290 --> 00:48:45.450 align:middle line:90%
the complex conjugate of.

00:48:45.450 --> 00:48:47.010 align:middle line:90%
This is a number here.

00:48:47.010 --> 00:48:47.760 align:middle line:90%
It just comes out.

00:48:47.760 --> 00:48:50.040 align:middle line:84%
This number here gets hit
with a complex conjugate

00:48:50.040 --> 00:48:50.970 align:middle line:90%
when it comes out.

00:48:50.970 --> 00:48:54.750 align:middle line:84%
Now the inner product
of en with em is 0.

00:48:54.750 --> 00:48:57.300 align:middle line:84%
When n does not equal
m, it is equal to 1

00:48:57.300 --> 00:49:00.870 align:middle line:84%
because it's equal to the norm
of en squared when n equals m.

00:49:00.870 --> 00:49:03.210 align:middle line:84%
So all I pick up
from this double sum,

00:49:03.210 --> 00:49:05.250 align:middle line:84%
which is just a
finite double sum,

00:49:05.250 --> 00:49:13.540 align:middle line:84%
is when n equals m and
n going from 1 to n.

00:49:13.540 --> 00:49:18.850 align:middle line:90%


00:49:18.850 --> 00:49:30.070 align:middle line:84%
And therefore, this is
equal to uen squared, OK.

00:49:30.070 --> 00:49:37.070 align:middle line:90%


00:49:37.070 --> 00:49:43.720 align:middle line:84%
And that's one formula
I want to have.

00:49:43.720 --> 00:49:48.730 align:middle line:84%
Another one is that if I take
the inner product of u with m

00:49:48.730 --> 00:49:55.260 align:middle line:90%
equals 1 to the n of the sum.

00:49:55.260 --> 00:50:00.870 align:middle line:84%
And maybe you recognize what
this sum here actually is.

00:50:00.870 --> 00:50:02.140 align:middle line:90%
I'll say so in a minute.

00:50:02.140 --> 00:50:07.320 align:middle line:84%
So this is equal to sum
from n equals 1 to n of--

00:50:07.320 --> 00:50:12.480 align:middle line:84%
so u inner product e
sub n times this number.

00:50:12.480 --> 00:50:15.170 align:middle line:84%
This number comes out and
gives me a complex conjugate.

00:50:15.170 --> 00:50:28.610 align:middle line:90%


00:50:28.610 --> 00:50:29.110 align:middle line:90%
OK.

00:50:29.110 --> 00:50:41.210 align:middle line:90%


00:50:41.210 --> 00:50:46.580 align:middle line:84%
And therefore, zero,
which is bigger than

00:50:46.580 --> 00:50:57.750 align:middle line:84%
or equal to the norm of u minus
n, equals 1 to n of uen, en.

00:50:57.750 --> 00:51:01.260 align:middle line:84%
Now if you remember back from
linear algebra or from calculus

00:51:01.260 --> 00:51:07.690 align:middle line:84%
that if I have orthonormal
vectors, and I have a vector u,

00:51:07.690 --> 00:51:10.510 align:middle line:84%
this quantity is nothing
but the projection of u

00:51:10.510 --> 00:51:14.360 align:middle line:84%
onto the span of those
orthonormal vectors.

00:51:14.360 --> 00:51:18.340 align:middle line:84%
So what I'm looking
at here is, if you

00:51:18.340 --> 00:51:23.260 align:middle line:84%
like, the norm part
of u that's orthogonal

00:51:23.260 --> 00:51:25.570 align:middle line:90%
to these finitely many vectors.

00:51:25.570 --> 00:51:31.529 align:middle line:90%


00:51:31.529 --> 00:51:34.100 align:middle line:84%
OK, so this thing is bigger
than or equal to zero.

00:51:34.100 --> 00:51:37.970 align:middle line:84%
We use that formula of how to
compute the norm of something

00:51:37.970 --> 00:51:38.600 align:middle line:90%
plus something.

00:51:38.600 --> 00:51:43.190 align:middle line:84%
And this is equal to norm
of u squared plus norm n

00:51:43.190 --> 00:51:50.540 align:middle line:84%
equals 1 to nuen, en
squared minus 2 times

00:51:50.540 --> 00:51:56.660 align:middle line:84%
the real part of u inner
product sum from n equals 1 to n

00:51:56.660 --> 00:51:59.870 align:middle line:90%
of uen, en.

00:51:59.870 --> 00:52:02.440 align:middle line:90%


00:52:02.440 --> 00:52:05.510 align:middle line:84%
OK, and now we know what
all of these things are.

00:52:05.510 --> 00:52:07.730 align:middle line:90%
This is equal to--

00:52:07.730 --> 00:52:10.940 align:middle line:84%
I'm not even going to go over--
this is equal to this quantity

00:52:10.940 --> 00:52:13.580 align:middle line:90%
here as is this inner product.

00:52:13.580 --> 00:52:15.270 align:middle line:84%
It's also equal to
this thing here.

00:52:15.270 --> 00:52:17.900 align:middle line:84%
So the real part is
equal to this thing

00:52:17.900 --> 00:52:21.290 align:middle line:84%
here because this
is a real number.

00:52:21.290 --> 00:52:24.480 align:middle line:84%
Since this comes with a
2, I cancel one of those.

00:52:24.480 --> 00:52:30.740 align:middle line:84%
So I get norm of u squared
minus sum from n equals 1 to n

00:52:30.740 --> 00:52:39.110 align:middle line:84%
of u, en squared, which
is exactly what I wanted

00:52:39.110 --> 00:52:40.460 align:middle line:90%
to prove for the finit case.

00:52:40.460 --> 00:52:47.000 align:middle line:90%


00:52:47.000 --> 00:52:50.105 align:middle line:84%
But the infinite case then
follows from the finite case.

00:52:50.105 --> 00:53:00.050 align:middle line:90%


00:53:00.050 --> 00:53:05.270 align:middle line:84%
And by letting capital N go to
infinity-- so infinite case,

00:53:05.270 --> 00:53:16.310 align:middle line:84%
suppose en equals 1 to infinity
is an orthonormal normal subset

00:53:16.310 --> 00:53:24.150 align:middle line:84%
of H, then we know that
for all N, capital N,

00:53:24.150 --> 00:53:28.840 align:middle line:84%
we have that sum over
n equals 1 to n of uen.

00:53:28.840 --> 00:53:32.470 align:middle line:90%


00:53:32.470 --> 00:53:36.110 align:middle line:84%
This is less than or equal
to the norm of u squared.

00:53:36.110 --> 00:53:40.240 align:middle line:84%
So I can just send
capital N to infinity

00:53:40.240 --> 00:53:48.880 align:middle line:84%
to get that the sum equals 1 to
infinity of norm of un squared

00:53:48.880 --> 00:53:52.435 align:middle line:84%
is less than or equal to
the norm of u squared.

00:53:52.435 --> 00:53:55.110 align:middle line:90%


00:53:55.110 --> 00:53:55.610 align:middle line:90%
OK.

00:53:55.610 --> 00:54:18.095 align:middle line:90%


00:54:18.095 --> 00:54:18.595 align:middle line:90%
OK.

00:54:18.595 --> 00:54:21.130 align:middle line:90%


00:54:21.130 --> 00:54:26.620 align:middle line:84%
So orthonormal
subsets we can define

00:54:26.620 --> 00:54:30.340 align:middle line:84%
as a collection of vectors
that have unit length

00:54:30.340 --> 00:54:34.945 align:middle line:84%
and are mutually
orthogonal to each other.

00:54:34.945 --> 00:54:43.330 align:middle line:90%


00:54:43.330 --> 00:54:46.600 align:middle line:90%
Now just orthonormal subsets--

00:54:46.600 --> 00:54:50.920 align:middle line:84%
just any old orthonormal subset
is not really the most useful

00:54:50.920 --> 00:55:02.160 align:middle line:84%
thing, if we're trying to
study the entire Hilbert's,

00:55:02.160 --> 00:55:08.720 align:middle line:84%
or pre-Hilbert
space h, because we

00:55:08.720 --> 00:55:10.760 align:middle line:84%
may miss something
if we leave out

00:55:10.760 --> 00:55:13.385 align:middle line:90%
certain orthonromal vectors.

00:55:13.385 --> 00:55:29.510 align:middle line:90%


00:55:29.510 --> 00:55:36.790 align:middle line:84%
But a more useful
type orthonormal set

00:55:36.790 --> 00:55:40.390 align:middle line:84%
is a maximal
orthonormal set, which

00:55:40.390 --> 00:55:47.270 align:middle line:84%
is defined as follows,
an orthonormal subset

00:55:47.270 --> 00:55:57.800 align:middle line:84%
e lambda, lambda and capital
lambda of a pre-Hilbert space

00:55:57.800 --> 00:56:06.670 align:middle line:90%
H is maximal.

00:56:06.670 --> 00:56:11.310 align:middle line:84%
So again, if having a possibly
uncountable collection

00:56:11.310 --> 00:56:16.070 align:middle line:84%
of orthonormal subsets
indexed by some indexing set

00:56:16.070 --> 00:56:18.560 align:middle line:84%
makes you uncomfortable,
replace this

00:56:18.560 --> 00:56:22.130 align:middle line:84%
with n, where in is
going from 1 to capital

00:56:22.130 --> 00:56:25.080 align:middle line:84%
N or n is going from
1 to infinity, so

00:56:25.080 --> 00:56:27.330 align:middle line:84%
a countable collection,
if you like.

00:56:27.330 --> 00:56:33.320 align:middle line:84%
But I'm stating this so
that you know that something

00:56:33.320 --> 00:56:34.680 align:middle line:90%
more general is true.

00:56:34.680 --> 00:56:39.910 align:middle line:90%
So this is maximal if what?

00:56:39.910 --> 00:56:44.030 align:middle line:90%
The following holds.

00:56:44.030 --> 00:56:51.590 align:middle line:84%
If u is an h and u is
orthogonal to everything

00:56:51.590 --> 00:56:58.785 align:middle line:84%
in this orthonormal subset,
this implies that u is 0.

00:56:58.785 --> 00:57:01.540 align:middle line:90%


00:57:01.540 --> 00:57:04.010 align:middle line:90%
OK.

00:57:04.010 --> 00:57:15.270 align:middle line:84%
So an example, of
course, is you can

00:57:15.270 --> 00:57:26.490 align:middle line:84%
check that this collection here
is maximal orthonormal subset

00:57:26.490 --> 00:57:31.320 align:middle line:90%
of c2, a non-example.

00:57:31.320 --> 00:57:36.120 align:middle line:84%
You can maybe see this coming,
the one we had a minute ago.

00:57:36.120 --> 00:57:40.440 align:middle line:90%


00:57:40.440 --> 00:57:48.260 align:middle line:84%
This is not maximal
since there's

00:57:48.260 --> 00:57:51.210 align:middle line:84%
a vector that has inner
product zero with both of these

00:57:51.210 --> 00:57:56.990 align:middle line:84%
but is not zero, since
this should be c3.

00:57:56.990 --> 00:58:08.830 align:middle line:90%


00:58:08.830 --> 00:58:13.630 align:middle line:84%
You just write it loosely this
way since this vector 010 is

00:58:13.630 --> 00:58:16.930 align:middle line:84%
orthogonal to both of
these, but it's not 0.

00:58:16.930 --> 00:58:19.480 align:middle line:84%
Maximal means if you're
orthogonal to everything

00:58:19.480 --> 00:58:22.300 align:middle line:84%
in your collection,
then it has to be zero.

00:58:22.300 --> 00:58:29.700 align:middle line:84%
But this is non-zero, and
it's orthogonal to everything

00:58:29.700 --> 00:58:33.030 align:middle line:90%
to these two vectors there.

00:58:33.030 --> 00:58:43.590 align:middle line:84%
Another example is, again,
with the notation from before.

00:58:43.590 --> 00:58:48.210 align:middle line:84%
This is where this
is the sequence that

00:58:48.210 --> 00:58:51.930 align:middle line:84%
is 0, except for the
end spot where it is 1.

00:58:51.930 --> 00:59:03.110 align:middle line:84%
This is maximal orthonormal
subset of little l2.

00:59:03.110 --> 00:59:03.610 align:middle line:90%
OK.

00:59:03.610 --> 00:59:09.700 align:middle line:90%


00:59:09.700 --> 00:59:12.430 align:middle line:84%
Now, what we're going
to see very shortly

00:59:12.430 --> 00:59:20.880 align:middle line:84%
is that if we have a countably
infinite maximal subset

00:59:20.880 --> 00:59:23.670 align:middle line:84%
of a Hilbert space,
then that set

00:59:23.670 --> 00:59:26.580 align:middle line:84%
serves kind of the
same purpose as a basis

00:59:26.580 --> 00:59:31.110 align:middle line:84%
as an orthonormal basis
does in linear algebra.

00:59:31.110 --> 00:59:36.090 align:middle line:84%
I mean, if you look at here,
already this orthonormal set

00:59:36.090 --> 00:59:36.870 align:middle line:90%
is maximal.

00:59:36.870 --> 00:59:40.140 align:middle line:84%
And it also forms
the basis for c2.

00:59:40.140 --> 00:59:41.790 align:middle line:90%
This was not maximal.

00:59:41.790 --> 00:59:45.900 align:middle line:84%
And you see it doesn't
form a basis for c3.

00:59:45.900 --> 00:59:55.270 align:middle line:84%
So maximal is going to give us
a condition, which is equally

00:59:55.270 --> 00:59:56.800 align:middle line:90%
useful as being a basis.

00:59:56.800 --> 00:59:59.140 align:middle line:90%
But it won't be a Hamel base.

00:59:59.140 --> 01:00:02.230 align:middle line:84%
These subsets won't be a
Hamel basis in the sense

01:00:02.230 --> 01:00:05.560 align:middle line:84%
that every vector can be written
as a finite linear combination

01:00:05.560 --> 01:00:09.970 align:middle line:84%
of the elements of a
maximal orthonormal subset.

01:00:09.970 --> 01:00:12.430 align:middle line:84%
But what is true is
that we can write it

01:00:12.430 --> 01:00:18.230 align:middle line:84%
as possibly an
infinite sum involving

01:00:18.230 --> 01:00:20.450 align:middle line:84%
the maximal orthonormal
normal subset, which

01:00:20.450 --> 01:00:24.960 align:middle line:84%
is, in most cases, just as
good if you want to use that,

01:00:24.960 --> 01:00:25.460 align:middle line:90%
all right.

01:00:25.460 --> 01:00:28.540 align:middle line:90%


01:00:28.540 --> 01:00:33.420 align:middle line:90%
OK, so first off, when--

01:00:33.420 --> 01:00:41.420 align:middle line:84%
does every pre-Hilbert space
have a maximal, a subset?

01:00:41.420 --> 01:00:43.805 align:middle line:84%
So let me state
this as a theorem.

01:00:43.805 --> 01:00:45.180 align:middle line:84%
In fact, I'll
state two theorems.

01:00:45.180 --> 01:00:50.526 align:middle line:90%
The first is every--

01:00:50.526 --> 01:00:59.460 align:middle line:84%
I should say non-trivial because
we could have the Hilbert

01:00:59.460 --> 01:01:01.320 align:middle line:90%
space--

01:01:01.320 --> 01:01:07.060 align:middle line:84%
this be the 0 vector,
pre-Hilbert space

01:01:07.060 --> 01:01:17.960 align:middle line:90%
as a maximal orthonormal subset.

01:01:17.960 --> 01:01:20.720 align:middle line:84%
Whether it's
separable or not, it

01:01:20.720 --> 01:01:22.500 align:middle line:84%
has a maximal
orthonormal subset.

01:01:22.500 --> 01:01:24.500 align:middle line:84%
And the way you prove
this is using-- so I'm not

01:01:24.500 --> 01:01:25.917 align:middle line:84%
going to give a
proof of this, I'm

01:01:25.917 --> 01:01:28.310 align:middle line:84%
going to give you a proof
of something a little less

01:01:28.310 --> 01:01:30.815 align:middle line:84%
strong but about as
useful as we'll need.

01:01:30.815 --> 01:01:33.400 align:middle line:90%


01:01:33.400 --> 01:01:39.670 align:middle line:84%
One proves this by
using Zorn's Lemma,

01:01:39.670 --> 01:01:43.078 align:middle line:84%
by taking a set,
your set that you're

01:01:43.078 --> 01:01:44.620 align:middle line:84%
going to put a
partial order on to be

01:01:44.620 --> 01:01:48.070 align:middle line:84%
the collections of
orthonormal basis, or not

01:01:48.070 --> 01:01:51.070 align:middle line:84%
orthonormal basis, max
of orthonormal subsets

01:01:51.070 --> 01:01:53.350 align:middle line:90%
and then ordered by inclusion.

01:01:53.350 --> 01:01:57.280 align:middle line:84%
And then one can do a
Zorn's Lemma argument

01:01:57.280 --> 01:02:03.490 align:middle line:84%
and apply Zorn's Lemma to obtain
a maximal orthonormal normal

01:02:03.490 --> 01:02:04.840 align:middle line:90%
subset.

01:02:04.840 --> 01:02:06.130 align:middle line:90%
But that's kind of hands off.

01:02:06.130 --> 01:02:07.713 align:middle line:84%
And maybe that scares
you a little bit

01:02:07.713 --> 01:02:12.040 align:middle line:84%
because Zorn's Lemma is
equivalent to the axiom

01:02:12.040 --> 01:02:12.620 align:middle line:90%
of choice.

01:02:12.620 --> 01:02:18.420 align:middle line:84%
So if you don't like
using the axiom of choice,

01:02:18.420 --> 01:02:20.010 align:middle line:84%
maybe you have a
problem with using

01:02:20.010 --> 01:02:23.580 align:middle line:84%
it to construct a maximal
orthonormal subset

01:02:23.580 --> 01:02:25.830 align:middle line:90%
of a pre-Hilbert.

01:02:25.830 --> 01:02:30.610 align:middle line:84%
But we can actually
do this by hand,

01:02:30.610 --> 01:02:33.420 align:middle line:84%
if the Hilbert
space is separable.

01:02:33.420 --> 01:02:35.760 align:middle line:84%
So this is a theorem
we'll actually

01:02:35.760 --> 01:02:46.580 align:middle line:84%
prove every
non-trivial separable,

01:02:46.580 --> 01:02:52.160 align:middle line:84%
meaning the pre-Hilbert space
has a countably dense subset.

01:02:52.160 --> 01:03:03.470 align:middle line:84%
Every non-trivial
separable pre-Hilbert space

01:03:03.470 --> 01:03:16.120 align:middle line:84%
as a countable maximal
orthonormal subset,

01:03:16.120 --> 01:03:23.470 align:middle line:84%
OK, which as I said,
this is the main types

01:03:23.470 --> 01:03:26.260 align:middle line:84%
of orthonormal subsets
we'll be interested in just

01:03:26.260 --> 01:03:29.950 align:middle line:84%
because defining
infinite sums is easier

01:03:29.950 --> 01:03:33.460 align:middle line:84%
to do over a countable
index than it

01:03:33.460 --> 01:03:35.050 align:middle line:90%
is an uncountable index.

01:03:35.050 --> 01:03:39.400 align:middle line:84%
But anyways, so we're
going to prove and actually

01:03:39.400 --> 01:03:47.200 align:middle line:84%
construct this essentially by
hand, using the process that's

01:03:47.200 --> 01:03:49.750 align:middle line:84%
the name of this little section,
the Gram-Schmidt process.

01:03:49.750 --> 01:03:52.520 align:middle line:90%


01:03:52.520 --> 01:03:55.090 align:middle line:84%
So if you remember
from linear algebra,

01:03:55.090 --> 01:03:58.600 align:middle line:84%
if you have a
collection of vectors,

01:03:58.600 --> 01:04:01.900 align:middle line:84%
you can always find an
orthonormal collection

01:04:01.900 --> 01:04:07.990 align:middle line:84%
of vectors that span the
vector space that is spanned

01:04:07.990 --> 01:04:09.700 align:middle line:90%
by the original set of vectors.

01:04:09.700 --> 01:04:11.178 align:middle line:90%
OK.

01:04:11.178 --> 01:04:12.220 align:middle line:90%
And that's what we'll do.

01:04:12.220 --> 01:04:18.020 align:middle line:90%


01:04:18.020 --> 01:04:44.920 align:middle line:84%
So since H is separable, let be
a countable dense subset of H.

01:04:44.920 --> 01:04:48.610 align:middle line:84%
And this is a non-trivial
pre-Hilbert space.

01:04:48.610 --> 01:04:54.170 align:middle line:84%
So we can always make
sure that the first one

01:04:54.170 --> 01:04:55.640 align:middle line:90%
is a non-zero vector.

01:04:55.640 --> 01:04:56.270 align:middle line:90%
OK.

01:04:56.270 --> 01:04:59.780 align:middle line:84%
So you know what
countable means?

01:04:59.780 --> 01:05:02.480 align:middle line:84%
Dense, remember, means
that for any element in h

01:05:02.480 --> 01:05:06.950 align:middle line:84%
there exists an element
from this sequence,

01:05:06.950 --> 01:05:09.380 align:middle line:84%
or from this collection,
that's within epsilon

01:05:09.380 --> 01:05:22.410 align:middle line:90%
of that vector from H.

01:05:22.410 --> 01:05:24.570 align:middle line:84%
So now I'm going to make
the following claim.

01:05:24.570 --> 01:05:38.560 align:middle line:84%
This is essentially the
Gram-Schmidt process,

01:05:38.560 --> 01:05:42.010 align:middle line:90%
which we'll prove by induction.

01:05:42.010 --> 01:05:50.390 align:middle line:84%
For all n, natural
number, there exists

01:05:50.390 --> 01:06:09.120 align:middle line:84%
another integer natural number
m of n and an orthonormal subset

01:06:09.120 --> 01:06:17.610 align:middle line:84%
e1 to em such that
following is true.

01:06:17.610 --> 01:06:20.670 align:middle line:90%


01:06:20.670 --> 01:06:37.010 align:middle line:84%
First is the span of e1 up to
em of n equals the span of v1

01:06:37.010 --> 01:06:37.580 align:middle line:90%
up to vn.

01:06:37.580 --> 01:06:43.350 align:middle line:90%


01:06:43.350 --> 01:06:48.630 align:middle line:90%
And so you see n is changing.

01:06:48.630 --> 01:06:52.110 align:middle line:84%
So maybe for each
time I change n,

01:06:52.110 --> 01:06:56.220 align:middle line:84%
I get a different orthonormal
subset or a wildly different

01:06:56.220 --> 01:07:01.830 align:middle line:84%
orthonormal subset from
the integer before it.

01:07:01.830 --> 01:07:04.350 align:middle line:84%
So the property of these
subsets are that I'm just

01:07:04.350 --> 01:07:09.770 align:middle line:90%
simply adding a vector or not.

01:07:09.770 --> 01:07:16.150 align:middle line:84%
And e1 up to em of
n, so this collection

01:07:16.150 --> 01:07:26.250 align:middle line:84%
is equal to the previous
collection, union

01:07:26.250 --> 01:07:33.420 align:middle line:84%
either the empty set
if vn is in the span

01:07:33.420 --> 01:07:43.350 align:middle line:84%
of the 1 up to vn minus 1 and
some new vector e of m sub n.

01:07:43.350 --> 01:07:48.210 align:middle line:84%
And I'll tell you what em
of m sub n is otherwise.

01:07:48.210 --> 01:07:52.154 align:middle line:90%


01:07:52.154 --> 01:07:54.150 align:middle line:84%
OK, so what I'm
saying here is that I

01:07:54.150 --> 01:07:59.040 align:middle line:84%
have this countable infinite
list of vs. And for each n,

01:07:59.040 --> 01:08:04.740 align:middle line:84%
I can come up with a finite
orthonormal subset that spans

01:08:04.740 --> 01:08:07.410 align:middle line:90%
the same span as v1 up to vn.

01:08:07.410 --> 01:08:10.080 align:middle line:84%
And at each stage, all
I do is add a vector

01:08:10.080 --> 01:08:12.600 align:middle line:84%
or not depending
on if the next v is

01:08:12.600 --> 01:08:14.980 align:middle line:84%
in the span of the
previous or not.

01:08:14.980 --> 01:08:16.215 align:middle line:90%
OK, I hope that's clear.

01:08:16.215 --> 01:08:20.342 align:middle line:90%


01:08:20.342 --> 01:08:24.979 align:middle line:84%
OK, so I proved
this by induction.

01:08:24.979 --> 01:08:31.810 align:middle line:84%
So proof of claim,
this is by induction.

01:08:31.810 --> 01:08:37.305 align:middle line:84%
So let's do the base
case n equals 1.

01:08:37.305 --> 01:08:43.220 align:middle line:90%


01:08:43.220 --> 01:08:52.020 align:middle line:84%
We take e1 to be e1 over
length of v. All right.

01:08:52.020 --> 01:08:54.240 align:middle line:90%
So now we're started.

01:08:54.240 --> 01:08:58.080 align:middle line:84%
Now we've got our first
vector in this list

01:08:58.080 --> 01:09:07.740 align:middle line:84%
that we're building
up, inductive step.

01:09:07.740 --> 01:09:13.990 align:middle line:84%
So let's call this, what
I want to prove, star.

01:09:13.990 --> 01:09:21.579 align:middle line:90%
So suppose stars hold for a--

01:09:21.579 --> 01:09:24.200 align:middle line:90%


01:09:24.200 --> 01:09:26.930 align:middle line:84%
so this whole claim here,
I shouldn't say just a

01:09:26.930 --> 01:09:31.880 align:middle line:84%
and b, but the whole claim
holds for n equals k.

01:09:31.880 --> 01:09:35.359 align:middle line:84%
And now I want to prove it
holds for n equals k plus 1.

01:09:35.359 --> 01:09:36.470 align:middle line:90%
So I want to--

01:09:36.470 --> 01:09:38.210 align:middle line:84%
what kind of vector
do I need to add

01:09:38.210 --> 01:09:42.350 align:middle line:84%
to the previous collection
of vectors to now span v1

01:09:42.350 --> 01:09:44.320 align:middle line:90%
up to vk plus 1?

01:09:44.320 --> 01:09:44.820 align:middle line:90%
OK.

01:09:44.820 --> 01:09:51.800 align:middle line:90%


01:09:51.800 --> 01:10:04.340 align:middle line:84%
So if vk plus 1 is in
the span of v1 up to vk,

01:10:04.340 --> 01:10:10.370 align:middle line:90%
then e1 up to em of k--

01:10:10.370 --> 01:10:12.230 align:middle line:84%
I should say the span
of these vectors--

01:10:12.230 --> 01:10:16.840 align:middle line:90%


01:10:16.840 --> 01:10:25.750 align:middle line:84%
equals span of v1 up to vk
equals because vk plus 1

01:10:25.750 --> 01:10:26.950 align:middle line:90%
is in this span.

01:10:26.950 --> 01:10:33.760 align:middle line:84%
This span is also
equal to vk plus 1.

01:10:33.760 --> 01:10:41.600 align:middle line:84%
OK, and therefore,
this case is handled.

01:10:41.600 --> 01:10:45.110 align:middle line:84%
And we're in this spot
where we don't add anything

01:10:45.110 --> 01:10:47.935 align:middle line:90%
to the previous collection, OK.

01:10:47.935 --> 01:11:01.040 align:middle line:90%


01:11:01.040 --> 01:11:07.260 align:middle line:84%
This proves what we wanted
for n equals k plus 1

01:11:07.260 --> 01:11:08.820 align:middle line:90%
by not adding anything.

01:11:08.820 --> 01:11:12.600 align:middle line:84%
So this was in the case that
vk plus 1 is in the span of v1

01:11:12.600 --> 01:11:13.380 align:middle line:90%
up to vk.

01:11:13.380 --> 01:11:17.130 align:middle line:84%
So now let's do the more
interesting case of v1

01:11:17.130 --> 01:11:21.390 align:middle line:84%
not equal or not in the
span of v1 up to vk.

01:11:21.390 --> 01:11:31.975 align:middle line:84%
So now suppose vk plus 1 is
not in the span of v1 to vk.

01:11:31.975 --> 01:11:35.520 align:middle line:90%


01:11:35.520 --> 01:11:49.070 align:middle line:84%
I define wk plus 1 to be vk
plus 1 minus its projection

01:11:49.070 --> 01:11:52.860 align:middle line:84%
onto the previous list
of orthonormal vectors.

01:11:52.860 --> 01:12:04.420 align:middle line:84%
So sum from j equals 1 m of
k will be k plus 1 ej, ej.

01:12:04.420 --> 01:12:11.360 align:middle line:90%


01:12:11.360 --> 01:12:17.480 align:middle line:84%
Then first note that
this vector cannot be--

01:12:17.480 --> 01:12:21.080 align:middle line:84%
so wk plus 1 this
vector cannot be zero.

01:12:21.080 --> 01:12:23.240 align:middle line:84%
Otherwise, this would
imply that vk plus 1

01:12:23.240 --> 01:12:25.400 align:middle line:90%
is equal to this quantity here.

01:12:25.400 --> 01:12:28.130 align:middle line:90%


01:12:28.130 --> 01:12:30.590 align:middle line:84%
And therefore, vk
plus 1 is in the span

01:12:30.590 --> 01:12:35.400 align:middle line:84%
of the ejs for j between one
of between 1 and imps of k,

01:12:35.400 --> 01:12:40.460 align:middle line:84%
which is equal to the span
of the vjs for 1 up to k.

01:12:40.460 --> 01:12:43.040 align:middle line:84%
But we're assuming this
is not in the span.

01:12:43.040 --> 01:12:46.710 align:middle line:90%


01:12:46.710 --> 01:12:53.115 align:middle line:84%
I should say this is equal to
the span of e1 up to em sub k.

01:12:53.115 --> 01:12:54.240 align:middle line:90%
That's what we're assuming.

01:12:54.240 --> 01:12:57.940 align:middle line:84%
That's the inductive
hypothesis, right?

01:12:57.940 --> 01:13:05.195 align:middle line:84%
So then this vector
does not equal 0.

01:13:05.195 --> 01:13:07.810 align:middle line:90%


01:13:07.810 --> 01:13:16.880 align:middle line:84%
And define e n sub k plus
1 or m to be the vector

01:13:16.880 --> 01:13:22.015 align:middle line:90%
wk over its length for plus 1.

01:13:22.015 --> 01:13:23.595 align:middle line:90%
Now, this is a unit vector.

01:13:23.595 --> 01:13:36.472 align:middle line:90%


01:13:36.472 --> 01:13:37.240 align:middle line:90%
And what?

01:13:37.240 --> 01:13:45.290 align:middle line:90%


01:13:45.290 --> 01:13:46.790 align:middle line:90%
And if I take--

01:13:46.790 --> 01:13:50.720 align:middle line:84%
so now I claim this
is orthogonal to e1 up

01:13:50.720 --> 01:13:52.670 align:middle line:90%
to e of m sub k.

01:13:52.670 --> 01:13:58.505 align:middle line:84%
If I take emk plus 1 inner
product e sub n sub j--

01:13:58.505 --> 01:14:06.430 align:middle line:90%


01:14:06.430 --> 01:14:12.220 align:middle line:84%
this is equal to, simply by
definition, 1 over length of mk

01:14:12.220 --> 01:14:17.110 align:middle line:84%
plus 1 times the inner
product of vk plus 1,

01:14:17.110 --> 01:14:21.340 align:middle line:84%
minus the sum from j
equals 1 to m sub k.

01:14:21.340 --> 01:14:24.190 align:middle line:84%
So remember, this is
supposed to be the projection

01:14:24.190 --> 01:14:26.770 align:middle line:90%
onto the e1 up to em sub k.

01:14:26.770 --> 01:14:30.100 align:middle line:84%
And vk plus 1 minus
that is supposed

01:14:30.100 --> 01:14:31.540 align:middle line:90%
to be orthogonal to those guys.

01:14:31.540 --> 01:14:34.060 align:middle line:84%
So we'll see that
this ends up being 0.

01:14:34.060 --> 01:14:37.110 align:middle line:90%


01:14:37.110 --> 01:14:40.770 align:middle line:84%
And let me change this
j to an l since I'm--

01:14:40.770 --> 01:14:46.130 align:middle line:90%


01:14:46.130 --> 01:14:46.630 align:middle line:90%
or no.

01:14:46.630 --> 01:14:52.500 align:middle line:90%


01:14:52.500 --> 01:15:06.920 align:middle line:84%
And I get 1 over time the
sum, times vk plus 1, e sub l,

01:15:06.920 --> 01:15:14.800 align:middle line:84%
minus now e sub l inner
product with the sum.

01:15:14.800 --> 01:15:17.800 align:middle line:84%
Now this is the sum from
j equals 1 to m sub k

01:15:17.800 --> 01:15:21.220 align:middle line:84%
of this number here times
the inner product of e sub j

01:15:21.220 --> 01:15:24.790 align:middle line:90%
inner product e sub l.

01:15:24.790 --> 01:15:27.460 align:middle line:84%
Now, the inner product
of e sub j and e sub l is

01:15:27.460 --> 01:15:32.920 align:middle line:84%
zero unless j equals
and 1 if j equals l.

01:15:32.920 --> 01:15:36.910 align:middle line:84%
So I only pick up
the j equals l part

01:15:36.910 --> 01:15:40.105 align:middle line:84%
of this sum when this
inner product hits e sub l.

01:15:40.105 --> 01:15:43.050 align:middle line:90%


01:15:43.050 --> 01:15:45.000 align:middle line:84%
In particular, I only
pick up the coefficient

01:15:45.000 --> 01:15:46.630 align:middle line:84%
in front since these
have unit length.

01:15:46.630 --> 01:15:52.440 align:middle line:84%
So I get v sub k plus
1, v sub l equals 0.

01:15:52.440 --> 01:15:59.050 align:middle line:90%


01:15:59.050 --> 01:16:12.205 align:middle line:90%
Then this guy now does.

01:16:12.205 --> 01:16:15.060 align:middle line:90%


01:16:15.060 --> 01:16:15.560 align:middle line:90%
the job.

01:16:15.560 --> 01:16:17.310 align:middle line:84%
So I would write
a little bit more,

01:16:17.310 --> 01:16:18.560 align:middle line:90%
but I'm running short on time.

01:16:18.560 --> 01:16:28.140 align:middle line:90%


01:16:28.140 --> 01:16:29.550 align:middle line:90%
OK.

01:16:29.550 --> 01:16:33.120 align:middle line:90%
So we proved the claim.

01:16:33.120 --> 01:16:41.530 align:middle line:84%
And now let's use
this to conclude

01:16:41.530 --> 01:16:53.990 align:middle line:84%
that this collection of all
of these els are maximal.

01:16:53.990 --> 01:17:05.250 align:middle line:90%


01:17:05.250 --> 01:17:17.280 align:middle line:90%
So we let s to be v sub n.

01:17:17.280 --> 01:17:25.330 align:middle line:90%


01:17:25.330 --> 01:17:40.560 align:middle line:84%
And s is orthonormal
subset of H.

01:17:40.560 --> 01:17:45.930 align:middle line:84%
So I may not be adding any more
vectors after a certain point

01:17:45.930 --> 01:17:48.000 align:middle line:84%
and therefore just have
a finite collection.

01:17:48.000 --> 01:17:50.320 align:middle line:90%
That's also possible.

01:17:50.320 --> 01:17:53.700 align:middle line:84%
But I may also have a
countably infinite collection.

01:17:53.700 --> 01:17:58.400 align:middle line:90%


01:17:58.400 --> 01:18:02.980 align:middle line:84%
So this is an
orthonormal set by v.

01:18:02.980 --> 01:18:16.870 align:middle line:84%
And so we now show
x is maximal, OK.

01:18:16.870 --> 01:18:26.760 align:middle line:90%


01:18:26.760 --> 01:18:29.070 align:middle line:90%
All right.

01:18:29.070 --> 01:18:31.500 align:middle line:84%
So we haven't used
anything about the nature

01:18:31.500 --> 01:18:36.520 align:middle line:84%
of this subset of H. All we
view is that it's countable.

01:18:36.520 --> 01:18:38.100 align:middle line:84%
So we could do
this step by step,

01:18:38.100 --> 01:18:40.710 align:middle line:84%
where we construct these
orthonormal vectors that

01:18:40.710 --> 01:18:43.830 align:middle line:90%
span each finite--

01:18:43.830 --> 01:18:46.920 align:middle line:84%
equal the span of each
finite collection of vectors.

01:18:46.920 --> 01:18:48.960 align:middle line:84%
Now, to show it's
maximal, this is

01:18:48.960 --> 01:18:51.885 align:middle line:84%
where we use the fact that this
collection of vs were dense

01:18:51.885 --> 01:18:53.370 align:middle line:90%
or are dense in h.

01:18:53.370 --> 01:19:09.340 align:middle line:84%
So suppose u is in H and for
all l, u of e sub l equals 0.

01:19:09.340 --> 01:19:10.790 align:middle line:90%
So this is either a finite set.

01:19:10.790 --> 01:19:12.280 align:middle line:90%
So l is between 1 and n.

01:19:12.280 --> 01:19:17.560 align:middle line:84%
Or it's a countable set, and
l is going from 1 to infinity.

01:19:17.560 --> 01:19:25.820 align:middle line:84%
Either this is equal to e1
up to e m sub n for some n.

01:19:25.820 --> 01:19:32.055 align:middle line:90%
Or e1 is countably infinite?

01:19:32.055 --> 01:19:32.555 align:middle line:90%
OK.

01:19:32.555 --> 01:19:38.550 align:middle line:90%


01:19:38.550 --> 01:19:50.465 align:middle line:84%
So since vj-- this is
a dense subset of h--

01:19:50.465 --> 01:19:53.030 align:middle line:90%


01:19:53.030 --> 01:20:01.810 align:middle line:84%
we can find a sequence of
elements from this collection.

01:20:01.810 --> 01:20:08.040 align:middle line:84%
So v of j sub k, k
equals 1 to infinity

01:20:08.040 --> 01:20:16.000 align:middle line:84%
such that vj of k converges
to u as k goes to infinity.

01:20:16.000 --> 01:20:18.900 align:middle line:90%


01:20:18.900 --> 01:20:29.400 align:middle line:84%
OK, now by property a,
the fact that this span

01:20:29.400 --> 01:20:39.360 align:middle line:84%
is equal to that span, v of
j sub k is in the span of e1

01:20:39.360 --> 01:20:43.255 align:middle line:90%
up to em of j sub k.

01:20:43.255 --> 01:20:47.870 align:middle line:90%


01:20:47.870 --> 01:20:52.430 align:middle line:84%
And therefore, by
Bessel's inequality,

01:20:52.430 --> 01:20:55.460 align:middle line:84%
and the fact that u
is orthogonal to all

01:20:55.460 --> 01:21:12.230 align:middle line:84%
of these orthonormal vectors, I
get that v of j sub k squared--

01:21:12.230 --> 01:21:18.040 align:middle line:84%
now v sub j of k,
this is in this span.

01:21:18.040 --> 01:21:26.730 align:middle line:84%
So you can show that,
in fact, this norm

01:21:26.730 --> 01:21:33.030 align:middle line:84%
is in fact equal to the
sum of the coefficients

01:21:33.030 --> 01:21:35.250 align:middle line:84%
that I get from taking
the inner product of--

01:21:35.250 --> 01:21:42.420 align:middle line:90%


01:21:42.420 --> 01:21:45.120 align:middle line:84%
OK, if I have a
vector in the span

01:21:45.120 --> 01:21:47.760 align:middle line:84%
of a collection of
orthonormal vectors,

01:21:47.760 --> 01:21:49.950 align:middle line:84%
a finite collection of all
the normal vectors, then

01:21:49.950 --> 01:21:52.950 align:middle line:84%
the norm squared is equal to
the sum of the coefficients,

01:21:52.950 --> 01:21:55.500 align:middle line:90%
just like an rn.

01:21:55.500 --> 01:22:01.524 align:middle line:84%
And since u is orthogonal
to each of these,

01:22:01.524 --> 01:22:02.940 align:middle line:90%
this I can write as--

01:22:02.940 --> 01:22:07.460 align:middle line:90%


01:22:07.460 --> 01:22:10.610 align:middle line:84%
And by Bessel's inequality,
this is less than or equal to--

01:22:10.610 --> 01:22:15.460 align:middle line:90%


01:22:15.460 --> 01:22:17.560 align:middle line:84%
the sum of these
things squared is

01:22:17.560 --> 01:22:26.030 align:middle line:84%
less than or equal to
squared, and this goes to 0

01:22:26.030 --> 01:22:31.250 align:middle line:84%
as k goes to infinity since the
v of j sub k is converted to u.

01:22:31.250 --> 01:22:33.350 align:middle line:84%
But we started off
with the norm of e

01:22:33.350 --> 01:22:40.920 align:middle line:90%
of j sub k, which implies zero.

01:22:40.920 --> 01:22:44.580 align:middle line:84%
And therefore u, which
is the limit of these,

01:22:44.580 --> 01:22:50.196 align:middle line:84%
must be zero, proving that
this is a maximal subset.

01:22:50.196 --> 01:22:50.696 align:middle line:90%
OK.

01:22:50.696 --> 01:22:53.940 align:middle line:90%


01:22:53.940 --> 01:22:59.880 align:middle line:84%
So next time we'll prove that
these maximal orthonormal,

01:22:59.880 --> 01:23:05.910 align:middle line:84%
these maximal countable
orthonormal subsets, in fact,

01:23:05.910 --> 01:23:10.890 align:middle line:84%
form a pretty good
analog of basis

01:23:10.890 --> 01:23:14.432 align:middle line:84%
that you find in finite
dimensional linear algebra.

01:23:14.432 --> 01:23:16.750 align:middle line:90%
And we'll stop there.

01:23:16.750 --> 01:23:23.000 align:middle line:90%