Normalized finite-dimensional Hilbert spaces #
Theorem 2.1 uses the uniform probability inner product, rather than the counting
inner product on Euclidean space. This file transfers mathlib's Bessel inequality
and Gram–Schmidt theorem through the explicit normalization by √|Ω|.
The uniform probability inner product in Section 2, generalized to any nonempty finite sample space.
Equations
- Chvatal.uniformInner f g = (∑ x : Ω, f x * g x) / ↑(Fintype.card Ω)
Instances For
The normalization which identifies the paper's probability inner product with mathlib's Euclidean inner product.
Equations
- Chvatal.uniformEuclidean = (LinearEquiv.smulOfNeZero ℝ (Ω → ℝ) (√↑(Fintype.card Ω))⁻¹ ⋯).trans (WithLp.linearEquiv 2 ℝ (Ω → ℝ)).symm
Instances For
Coordinate formula for the normalization used in Theorem 2.1.
The normalization preserves exactly the probability inner product of Section 2.
Orthonormality with respect to uniform probability, as in Theorem 2.1 and Corollary 3.2. The index type may be empty.
Equations
- Chvatal.UniformOrthonormal u = ∀ (i j : κ), Chvatal.uniformInner (u i) (u j) = if i = j then 1 else 0
Instances For
Theorem 2.1 (Bessel's inequality), with the paper's normalized inner product.
The linear algebra step in Corollary 3.2: a finite independent family contained in a subspace can be orthonormalized inside that same subspace. Thus simultaneous physical and Fourier support restrictions, which define subspaces, are preserved.