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An orthonormal system of vectors is a set <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o0704601.png" /> of vectors in a Euclidean (Hilbert) space with inner product <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o0704602.png" /> such that <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o0704603.png" /> if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o0704604.png" /> (orthogonality) and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o0704605.png" /> (normalization).
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An orthonormal system of vectors is a system $(x_\alpha)$ of vectors in a Euclidean (Hilbert) space with inner product $(\cdot,\cdot)$ such that $(x_\alpha,x_\beta) = 0$ if $\alpha \ne \beta$ (orthogonality) and $(x_\alpha,x_\alpha) = 1$ (normalization).
  
 
''M.I. Voitsekhovskii''
 
''M.I. Voitsekhovskii''
  
An orthonormal system of functions is a system <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o0704606.png" /> of functions in a space <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o0704607.png" /> which is simultaneously orthogonal and normalized in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o0704608.png" />, i.e.
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An orthonormal system of functions in a space $L^2(X,S,\mu)$ is a system $(\phi_k)$ of functions which is both an [[orthogonal system]] and a [[normalized system]] , i.e.
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$$
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\int_X \phi_i \bar\phi_j \mathrm{d}\mu = \begin{cases} 0 & \ \text{if}\ i \ne j \\ 1 & \ \text{if}\ i=j \end{cases} \ .
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$$
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o0704609.png" /></td> </tr></table>
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In the mathematical literature, the term  "orthogonal system"  often means  "orthonormal system" ; when studying a given orthogonal system, it is not always crucial whether or not it is normalized. None the less, if the systems are normalized, a clearer formulation is possible for certain theorems on the convergence of a series
 
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$$
(see [[Normalized system|Normalized system]]; [[Orthogonal system|Orthogonal system]]). In the mathematical literature, the term  "orthogonal system"  often means  "orthonormal system" ; when studying a given orthogonal system, it is not always crucial whether or not it is normalized. None the less, if the systems are normalized, a clearer formulation is possible for certain theorems on the convergence of a series
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\sum_{k=1}^\infty c_k \phi_k(x)
 
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$$
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o07046010.png" /></td> </tr></table>
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in terms of the behaviour of the coefficients $(c_k)$. An example of this type of theorem is the [[Riesz-Fischer theorem|Riesz–Fischer theorem]]: The series
 
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$$
in terms of the behaviour of the coefficients <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o07046011.png" />. An example of this type of theorem is the Riesz–Fischer theorem: The series
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\sum_{k=1}^\infty c_k \phi_k(x)
 
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$$
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o07046012.png" /></td> </tr></table>
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with respect to an orthonormal system$(\phi_k)_{k=1}^\infty$ in $L^2[a,b]$ converges in the metric of $L^2[a,b]$ if and only if
 
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$$
with respect to an orthonormal system <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o07046013.png" /> in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o07046014.png" /> converges in the metric of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o07046015.png" /> if and only if
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\sum_{k=1}^\infty |c_k|^2 < \infty \ .
 
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$$
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/o/o070/o070460/o07046016.png" /></td> </tr></table>
 
  
 
====References====
 
====References====
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  A.N. Kolmogorov,  S.V. Fomin,  "Elements of the theory of functions and functional analysis" , '''1–2''' , Pitman  (1981)  (Translated from Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  S. Kaczmarz,  H. Steinhaus,  "Theorie der Orthogonalreihen" , Chelsea, reprint  (1951)</TD></TR></table>
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<table>
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<TR><TD valign="top">[1]</TD> <TD valign="top">  A.N. Kolmogorov,  S.V. Fomin,  "Elements of the theory of functions and functional analysis" , '''1–2''' , Pitman  (1981)  (Translated from Russian)</TD></TR>
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<TR><TD valign="top">[2]</TD> <TD valign="top">  S. Kaczmarz,  H. Steinhaus,  "Theorie der Orthogonalreihen" , Chelsea, reprint  (1951)</TD></TR>
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</table>
  
 
''A.A. Talalyan''
 
''A.A. Talalyan''
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====References====
 
====References====
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  J. Weidmann,  "Linear operators in Hilbert space" , Springer  (1980)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top">  K. Yosida,  "Functional analysis" , Springer  (1980)  pp. Chapt. 8, Sect. 4; 5</TD></TR></table>
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<table>
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<TR><TD valign="top">[a1]</TD> <TD valign="top">  J. Weidmann,  "Linear operators in Hilbert space" , Springer  (1980)</TD></TR>
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<TR><TD valign="top">[a2]</TD> <TD valign="top">  K. Yosida,  "Functional analysis" , Springer  (1980)  pp. Chapt. 8, Sect. 4; 5</TD></TR>
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</table>
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{{TEX|done}}

Latest revision as of 18:58, 7 September 2017

An orthonormal system of vectors is a system $(x_\alpha)$ of vectors in a Euclidean (Hilbert) space with inner product $(\cdot,\cdot)$ such that $(x_\alpha,x_\beta) = 0$ if $\alpha \ne \beta$ (orthogonality) and $(x_\alpha,x_\alpha) = 1$ (normalization).

M.I. Voitsekhovskii

An orthonormal system of functions in a space $L^2(X,S,\mu)$ is a system $(\phi_k)$ of functions which is both an orthogonal system and a normalized system , i.e. $$ \int_X \phi_i \bar\phi_j \mathrm{d}\mu = \begin{cases} 0 & \ \text{if}\ i \ne j \\ 1 & \ \text{if}\ i=j \end{cases} \ . $$

In the mathematical literature, the term "orthogonal system" often means "orthonormal system" ; when studying a given orthogonal system, it is not always crucial whether or not it is normalized. None the less, if the systems are normalized, a clearer formulation is possible for certain theorems on the convergence of a series $$ \sum_{k=1}^\infty c_k \phi_k(x) $$ in terms of the behaviour of the coefficients $(c_k)$. An example of this type of theorem is the Riesz–Fischer theorem: The series $$ \sum_{k=1}^\infty c_k \phi_k(x) $$ with respect to an orthonormal system$(\phi_k)_{k=1}^\infty$ in $L^2[a,b]$ converges in the metric of $L^2[a,b]$ if and only if $$ \sum_{k=1}^\infty |c_k|^2 < \infty \ . $$

References

[1] A.N. Kolmogorov, S.V. Fomin, "Elements of the theory of functions and functional analysis" , 1–2 , Pitman (1981) (Translated from Russian)
[2] S. Kaczmarz, H. Steinhaus, "Theorie der Orthogonalreihen" , Chelsea, reprint (1951)

A.A. Talalyan

Comments

References

[a1] J. Weidmann, "Linear operators in Hilbert space" , Springer (1980)
[a2] K. Yosida, "Functional analysis" , Springer (1980) pp. Chapt. 8, Sect. 4; 5
How to Cite This Entry:
Orthonormal system. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Orthonormal_system&oldid=15467
This article was adapted from an original article by M.I. Voitsekhovskii, A.A. Talalyan (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article