Inner Product

The inner product of two functions is denoted by ( ) and defined on an interval

, - is the number

( ) ∫ ( ) ( )

Orthogonal Functions
The two functions are said to be orthogonal on an interval , -, if their inner
product is zero

( ) ∫ ( ) ( )

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Example-1/p-727
Show that the functions ( ) ( ) are orthogonal on the interval , -.
Solution: By definition of orthogonal functions, we have to show that

( ) ∫ ( ) ( )

Consider,

( ) ∫ ( ) ( ) ∫ ∫ | *( ) ( ) +

( ) ( )
Hence the given functions are orthogonal.
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Orthogonal Set
A set of real valued functions * ( ) ( ) ( ) + is said to be orthogonal on an interval
, -, if

( ) ∫ ( ) ( )

Norm of Function
The norm (length), or generalized length, of a function defined on an interval , - is
given as:

‖ ( )‖ √( ) √∫ ( )

Square Norm

‖ ( )‖ ∫ ( )

Orthonormal Set of Functions

If the set * ( )+ is an orthogonal set of functions on the interval , - with the property that
‖ ( )‖ , then the set * ( )+ is said to be an orthonormal set on the interval , -.
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Example-2/p-727
Show that the set * + is orthogonal on the interval , -.
Solution: Let
( ) ( )
Case-1 then
( ) ( )
By definition of orthogonal functions, we have to show that

. ( ) ( )/ ∫ ( ) ( )

Consider,

. ( ) ( )/ ∫ | * ( )+

Thus, ( ) is orthogonal to all the functions ( )

Case-2 , then
By definition of orthogonal functions, we have to show that

. ( ) ( )/ ∫ ( ) ( )

Consider,
. ( ) ( )/ ∫ ∫

. ( ) ( )/ ∫ * ( ) ( ) +

( ) ( )
. ( ) ( )/ [ | ]

( ) ( ) ( )( ) ( )( )
( ( ) ( )) { } { }

( ) ( ) ( ) ( )
( ( ) ( )) { } { }

( ) ( )
( ( ) ( ))

( ( ) ( )) ( ) ( )

Hence the given set * + is orthogonal on the interval , -.

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Example-3/p-728
Find the norm of each function in the orthogonal set * + on interval , -.
Solution: By definition of square norm, we have

‖ ( )‖ ∫ ( ) ( )

Case-1 Then for ( ) , we have

‖ ( )‖ ∫ |

‖ ( )‖ √

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Case-2 ( )

‖ ( )‖ ∫

‖ ( )‖ ∫ ( ) { | }

‖ ( )‖ { } { }

‖ ( )‖ √
Hence, ‖ ( )‖ √ .
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Normalization
Any orthogonal set of nonzero functions * ( )+ can be made into an
orthonormal set by normalizing each function in the set, by dividing each function by its norm.
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Example-4/p-729
Show that the set {√ } is orthonormal on interval , -.
√ √

Solution: We have given

{ }
√ √ √
We have to show that it is orthonormal on interval , -.
By definition of square norm, we have

‖ ( )‖ ∫ ( ) ( )

Case-1 Then for ( ) , we have

√

‖ ( )‖ ∫ ( | ) ( )

‖ ( )‖

Case-2 ( )
√

‖ ( )‖ ∫

‖ ( )‖ ∫ ( ) { | }

‖ ( )‖ { } { }

‖ ( )‖

‖ ( )‖
Therefore, ‖ ( )‖ .
Hence the given set is orthonormal on the given interval.
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Vector Analogy
Let us expand a function in terms of an infinite set * ( )+ of orthogonal functions. To do as, we shall
make analogy between vectors and functions.
Suppose that , and are three mutually orthogonal nonzero vectors in . Such an orthogonal set
can be used as a basis for ; this means any three-dimensional vector can be written as a linear
combination such that
( )
where the are scalars called the components of the vector u. Each component can be
expressed in terms of u and the corresponding vector . For this, take the inner product of ( ) with :
( ) ( )
By using the following result
( ) ( ) ( )
We obtain,
( ) ( ) ( ) ( )
( ) ‖ ‖ ( ) ( )
( ) ‖ ‖
( )
‖ ‖
Similarly, we can find other components of the vector u as:
( ) ( )
‖ ‖ ‖ ‖
Thus, by using the values of the components for the vector u in equation-( ), we obtain a series as:
( ) ( ) ( )
‖ ‖ ‖ ‖ ‖ ‖

( )
∑
‖ ‖

Concept of Inner Product for Functions

By using the above concept, let us find the coefficients for which the function ( ) can be
expressed as a linear combination of an infinite set * ( )+ of orthogonal functions on an interval , -.
Let ( ) be defined on the interval , - such that
( ) ( ) ( ) ( ) ( )

Multiply both sides of equation-( ) by ( ) * ( )+ , we get

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
Integrating both sides over the interval , -, we obtain

∫ ( ) ( ) ∫ ( ) ( ) ∫ ( ) ( ) ∫ ( ) ( )

By using the definition of inner product of two functions on the right hand side, we get

∫ ( ) ( ) ( ( ) ( )) ( ( ) ( )) ( ( ) ( ))

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By orthogonality each term on the right-hand side of the last equation is zero except when . In this
case we have

∫ ( ) ( ) ( ( ) ( )) ∫ ( ) ( ) ∫ ( )

It follows that the required coefficients ( ) are

∫ ( ) ( ) ∫ ( ) ( )
∫ ( ) ‖ ( )‖

In other words, the equation-( ) is given as:

∫ ( ) ( )
( ) ∑ ( )
‖ ( )‖

With inner product notation, the function ( ) can be written as:

( ( ) ( ))
( ) ∑ ( )
‖ ( )‖

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Orthogonal Set/Weight Function
A set of functions * ( )+ is said to be orthogonal with respect to a weight ( )
function on an interval , - if

∫ ( ) ( ) ( )

Note:- The usual assumption is that ( ) on the interval of orthogonality , -.

Complete Set
A set * ( ) ( ) ( ) + of all orthogonal functions is said to be complete if the
only possibility for the function ( ) to be orthogonal to the set is that ( ) is a zero function.
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