A norm measures length, but it does not by itself measure angle. The extra structure that does is an inner product, and with angle comes orthogonality, the relation the rest of the subject rests on. Two orthogonal vectors are independent in the strongest geometric sense, and projecting onto a subspace, expanding in an orthonormal basis, and diagonalising an operator all reduce to manipulating it. This post builds that geometry from the axioms and assumes the language of metric and normed spaces [1], [2]. We work over the real field throughout; the complex case differs only by conjugations.
#Inner products
An inner product on a real vector space is a function that is symmetric, , linear in the first argument, , and positive definite, with equality only at . The pair is an inner product space, and is the induced norm.
Euclidean space carries . The space of square-integrable functions carries , the model that the Lebesgue space makes rigorous. Symmetry and first-argument linearity together give linearity in the second argument, since , so the inner product is bilinear. The decisive consequence of positive definiteness is the following inequality, which binds the inner product to the norm.
#Cauchy-Schwarz and the triangle inequality
For all in an inner product space, , with equality if and only if and are linearly dependent.
If both sides vanish. Otherwise set and expand the nonnegative quantity
using bilinearity. Rearranging gives , which is the inequality. Equality holds exactly when , that is when , the dependent case.
The induced norm is a norm, in particular .
Positivity and homogeneity are immediate from the definition. For the triangle inequality, note , the first since every real is at most its absolute value and the second by Theorem 2, so with bilinearity
and taking square roots finishes it.
So every inner product space is a normed space, and the Cauchy-Schwarz inequality is what makes the inner product jointly continuous, since , which tends to as .
#The parallelogram law
Inner-product norms are special among norms. They satisfy an identity that the supremum norm, for example, does not.
The induced norm satisfies the parallelogram law .
Expand both squares by bilinearity. The sum is , the cross terms cancelling.
The converse holds, so the parallelogram law characterises which norms come from an inner product.
If a norm on a real vector space satisfies the parallelogram law, then the polarisation formula defines an inner product inducing that norm.
Symmetry and are read off the formula, and for . For additivity in the first argument, apply the parallelogram law to the pairs and and subtract, which yields after the norms recombine. Setting gives since , and feeding this back turns the relation into the Cauchy additivity equation for all . Additivity forces for every rational , and since is continuous (it is built from the continuous norm), the identity extends to all real , giving homogeneity. The form is therefore bilinear, symmetric, and positive definite, an inner product, and it induces the original norm.
Together the two results say a normed space is an inner product space exactly when its norm satisfies the parallelogram law.
#Orthogonality
Vectors and are orthogonal, written , when . Orthogonality turns the triangle inequality into an equality.
If then . More generally, for pairwise orthogonal , .
Expanding by bilinearity, every cross term with vanishes by orthogonality, leaving .
A family is orthonormal when . The coefficients of a vector against an orthonormal family are its projections, and the sum of their squares cannot exceed the vector's squared norm.
For an orthonormal family and any , the coefficients satisfy Bessel's inequality , and the residual is orthogonal to every .
Let and . For each , , so the residual is orthogonal to every and hence to . Pythagoras applied to gives , the orthonormality making .
Bessel's inequality is the finite shadow of the expansion theory to come. The vector is the orthogonal projection of onto the span of the , the closest point of that subspace, and the residual is the projection error. When an orthonormal family is large enough that the residual vanishes for every , Bessel's inequality becomes the Parseval equality and the family is a basis, the subject of a later post.
#Hilbert spaces
A Hilbert space is an inner product space that is complete in the induced norm, meaning every Cauchy sequence converges.
Finite-dimensional inner product spaces are automatically complete, by the equivalence of norms proved for finite-dimensional spaces and the completeness of Euclidean space. The interesting Hilbert spaces are infinite-dimensional, the sequence space and the function space , whose completeness is a theorem rather than an automatic fact and is the subject of the next post. Completeness lets an orthogonal series converge to an actual vector, turning Bessel's inequality into a working expansion, the projection theorem into an existence result, and the spectral theorem into a decomposition. Geometry supplies the angles, completeness the limits; their combination is the Hilbert space.