Of continuous functions
Here the space is CC[a,b] - the continuous functions over the interval [a,b] that are complex valued.
- (this is simpler then it sounds as for f∈CC[a,b] we really have f(x)=fr(x)+jfi(x) where j:=√−1)
[Expand]
- For f,g∈CC[a,b] we define ⟨f,g⟩:=√∫baf(x)¯g(x)dx
Proof that this is an inner product:
- We require that ⟨f,g⟩=¯⟨g,f⟩
- Let us start with ¯⟨g,f⟩ and show it is equal to ⟨f,g⟩
- ¯⟨g,f⟩=¯√∫bag(x)¯f(x)dx
- =¯√∫ba(gr(x)+jgi(x))(fr(x)−jfi(x))dx
- =¯√∫ba[gr(x)fr(x)+gi(x)fi(x)]dx+j∫ba[fr(x)gi(x)−fi(x)gr(x)]dx
- Let:
- a=∫ba[gr(x)fr(x)+gi(x)fi(x)]dx
- b=∫ba[fr(x)gi(x)−fi(x)gr(x)]dx
- =¯√a+bj
- Let:
- So now:
- a+bj=rejθ
- and also: ¯⟨g,f⟩=¯√rejθ=¯√√a2+b2ej arctan(ba)
- =¯√√[∫ba[gr(x)fr(x)+gi(x)fi(x)]dx]2+[∫ba[fr(x)gi(x)−fi(x)gr(x)]dx]2 ej arctan(∫ba[fr(x)gi(x)−fi(x)gr(x)]dx∫ba[gr(x)fr(x)+gi(x)fi(x)]dx)
- (This is why I have defined variables)
- =¯√r e12jθ
- =√r e−12jθ
- =√r e−jθ
- =√a−bj
- =√∫ba[gr(x)fr(x)+gi(x)fi(x)]dx−j∫ba[fr(x)gi(x)−fi(x)gr(x)]dx
- =√∫ba[fr(x)gr(x)+fi(x)gi(x)]dx+j∫ba[fi(x)gr(x)−fr(x)gi(x)]dx
(Just by moving the terms around)
- =√∫ba(fr(x)+jfi(x))(gr(x)−jgi(x))dx
- =√∫baf(x)¯g(x)dx
- =⟨f,g⟩
- as required
- It is shown that ⟨f,g⟩=¯⟨g,f⟩