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Linearity of the Inner Product

Any function $ f(x)$ of a vector $ x\in{\bf C}^N$ (which we may call an operator on $ {\bf C}^N$) is said to be linear if for all $ x_1\in{\bf C}^N$ and $ x_2\in{\bf C}^N$, and for all scalars $ c_1$ and $ c_2$ in $ {\bf C}$, we have

$\displaystyle f(c_1 x_1 + c_2 x_2) = c_1 f(x_1) + c_2 f(x_2).
$

A linear operator thus ``commutes with mixing.''

Linearity consists of two component properties,

The inner product $ \left<x,y\right>$ is linear in its first argument, i.e.,

$\displaystyle \left<c_1 x_1 + c_2 x_2,y\right> = c_1 \left<x_1,y\right> + c_2 \left<x_2,y\right>.
$

This is easy to show from the definition:

\begin{eqnarray*}
\left<c_1 x_1 + c_2 x_2,y\right> &\isdef & \sum_{n=0}^{N-1}\le...
...)} \\
&\isdef & c_1 \left<x_1,y\right> + c_2 \left<x_2,y\right>
\end{eqnarray*}

The inner product is also additive in its second argument, i.e.,

$\displaystyle \left<x,y_1 + y_2\right> = \left<x,y_1\right> + \left<x,y_2\right>,
$

but it is only conjugate homogeneous in its second argument, since

$\displaystyle \left<x,c_1 y_1\right> = \overline{c_1} \left<x,y_1\right> \neq c_1 \left<x,y_1\right>.
$

The inner product is strictly linear in its second argument with respect to real scalars:

$\displaystyle \left<x,r_1 y_1 + r_2 y_2\right> = r_1 \left<x,y_1\right> + r_2 \left<x,y_2\right>, \quad r_i\in{\bf R}
$

Since the inner product is linear in both of its arguments for real scalars, it is often called a bilinear operator in that context.


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``Mathematics of the Discrete Fourier Transform (DFT)'', by Julius O. Smith III, W3K Publishing, 2003, ISBN 0-9745607-0-7.

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Copyright © 2003-10-09 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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