8. Show that if fxjgn j1 is a collection of mutually orthogonal, unit vectors in Rn, namely...
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8. Show that if fxjgn j¼1 is a collection of mutually orthogonal, unit vectors in Rn, namely xj xk ¼ 0 for j0k, and jxj j2 ¼ xj xj ¼ 1 for all j, then for a vector y A Rn that can be expressed as a linear combination of these vectors y ¼
Xn j¼1 ajxj ; ð3:53Þ
the constants aj must satisfy aj ¼ xj y. (Hint: Consider an inner product of each side with xj .)
Remark 3.49 The usual terminology is that the collection of vectors, fxjgn j¼1, are orthonormal. With the tools of linear algebra, it can be shown that all vectors y A Rn can be represented as in (3.53).
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Introduction To Quantitative Finance A Math Tool Kit
ISBN: 978-0262013697
1st Edition
Authors: Robert R. Reitano
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