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Vector Cosine

The Cauchy-Schwarz Inequality can be written

$\displaystyle \frac{\left\vert\left<\underline{x},\underline{y}\right>\right\vert}{\Vert\underline{x}\Vert\cdot\Vert\underline{y}\Vert} \leq 1.
$

In the case of real vectors $ \underline{x},\underline{y}$, we can always find a real number $ \theta\in[-\pi,\pi)$ which satisfies

$\displaystyle \zbox {\cos(\theta) \isdef \frac{\left<\underline{x},\underline{y}\right>}{\Vert\underline{x}\Vert\cdot\Vert\underline{y}\Vert}.}
$

We thus interpret $ \theta$ as the angle between two vectors in $ {\bf R}^N$.


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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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