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The Inner Product

The inner product (or ``dot product'') is an operation on two vectors which produces a scalar. Defining an inner product for a Banach space specializes it to a Hilbert space (or ``inner product space''). There are many examples of Hilbert spaces, but we will only need $ \{{\bf C}^N,{\bf C}\}$ for this book (complex length $ N$ vectors, and complex scalars).

The inner product between (complex) $ N$-vectors $ x$ and $ y$ is defined by5.6

$\displaystyle \zbox {\left<x,y\right> \isdef \sum_{n=0}^{N-1}x(n)\overline{y(n)}.}
$

The complex conjugation of the second vector is done in order that a norm will be induced by the inner product:5.7

$\displaystyle \left<x,x\right> = \sum_{n=0}^{N-1}x(n)\overline{x(n)}
= \sum_{n=0}^{N-1}\left\vert x(n)\right\vert^2 \isdef {\cal E}_x = \Vert x\Vert^2
$

As a result, the inner product is conjugate symmetric:

$\displaystyle \left<y,x\right> = \overline{\left<x,y\right>}
$

Note that the inner product takes $ {\bf C}^N\times{\bf C}^N$ to $ {\bf C}$. That is, two length $ N$ complex vectors are mapped to a complex scalar.



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

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