Definition 12.6.7 (Hilbert Space).label Let $(H, \norm{\cdot}_{H})$ be a normed vector space over $K \in \RC$, then the following are equivalent:

  1. (1)

    There exists a unique inner product $\inp_{H}: H \times H \to K$ such that for every $x \in H$, $\norm{x}_{H} = \dpn{x, x}{H}^{1/2}$, and

    1. (i)

      If $K = \real$, then

      \[\dpn{x, y}{H}= \frac{1}{4}\braks{\norm{x + y}_H^2 - \norm{x - y}_H^2}\]

    2. (ii)

      If $K = \complex$, then

      \[\dpn{x, y}{H}= \frac{1}{4}\sum_{k = 0}^{3} i^{k} \normn{x + i^ky}_{H}^{2}\]


  2. (2)

    (Parallelogram Law) For each $x, y \in H$,

    \[\norm{x + y}_{H}^{2} + \norm{x - y}_{H}^{2} = 2\norm{x}_{H}^{2} + 2\norm{y}_{H}^{2}\]

If the above holds, then $(H, \inp_{H})$ is an inner product space. If in addition $H$ is complete, then $(H, \inp_{H})$ is a Hilbert space.

Proof, [Theorem I.5.1, Yos12]. (2) $\Rightarrow$ (1, Real): For each $x, y \in H$, let

\[\dpn{x, y}{H}= \frac{1}{4}\braks{\norm{x + y}_H^2 - \norm{x - y}_H^2}\]

then for every $x, y, z \in H$,

\begin{align*}\dpn{x, z}{H}+ \dpn{y, z}{H}&= \frac{1}{4}\braks{\norm{x + z}_H^2 - \norm{x - z}_H^2}\\&+ \frac{1}{4}\braks{\norm{y + z}_H^2 - \norm{y - z}_H^2}\end{align*}

By (2) applied to the pairs $((x + y)/2 + z, (x - y)/2)$ and $((x + y)/2 - z, (x - y)/2)$,

\begin{align*}\norm{x + z}_{H}^{2} + \norm{y + z}_{H}^{2}&= 2\braks{\norm{\frac{x + y}{2} + z}_H^2 + \norm{\frac{x - y}{2}}_H^2}\\ \norm{x - z}_{H}^{2} + \norm{y - z}_{H}^{2}&= 2\braks{\norm{\frac{x + y}{2} - z}_H^2 + \norm{\frac{x - y}{2}}_H^2}\end{align*}

Thus

\begin{align*}\dpn{x, z}{H}+ \dpn{y, z}{H}&= \frac{1}{2}\braks{\norm{\frac{x + y}{2} + z}_H^2 - \norm{\frac{x + y}{2} - z}_H^2}\\&= 2\dpb{\frac{x + y}{2}, z}{H}\end{align*}

and

  1. (H2)

    By repeated application of the above equation, $\dpn{\mu x, z}{H}= \mu \dpn{x, z}{H}$ for all dyadic rational numbers $\mu \in \mathbb{D}$. Since the norm is continuous, $\dpn{\mu x, z}{H}= \mu \dpn{x, z}{H}$ for all $\mu \in \real$.

  2. (H1)

    By (H2), $\dpn{x + y, z}{H}= \dpn{x, z}{H}+ \dpn{y, z}{H}$.

  3. (H3)

    By definition, $\inp_{H}$ is symmetric.

  4. (I)

    By non-negativity of the norm,

    \[\dpn{x, x}{H}= \frac{1}{4}\braks{\norm{2x}_H^2 + 0}= \norm{x}_{H}^{2} \ge 0\]

    with equality if and only if $x = 0$.

Therefore $\inp_{H}$ is a real-valued inner product with $\norm{x}_{H} = \dpn{x, x}{H}^{1/2}$ for all $x \in H$. By the polarisation identity, this inner product is unique.

(2) $\Rightarrow$ (1, Complex): For each $x, y \in H$, let

\[\dpn{x, y}{H_\real}= \frac{1}{4}\braks{\norm{x + y}_H^2 - \norm{x - y}_H^2}\]

and

\[\dpn{x, y}{H}= \frac{1}{4}\sum_{k = 0}^{3} i^{k} \normn{x + i^ky}_{H}^{2} = \dpn{x, y}{H_\real}+ i \dpn{x, iy}{H_\real}\]

then for any $x, y, z \in H$,

  1. (H1)

    By (H1) of the real case, $\dpn{x + y, z}{H}= \dpn{x, z}{H}+ \dpn{y, z}{H}$.

  2. (H3)

    By absolute homogeneity of the norm, $\dpn{ix, iy}{H_\real}= \dpn{x, y}{H_\real}$, so

    \begin{align*}\dpn{x, y}{H}&= \dpn{x, y}{H_\real}+ i \dpn{x, iy}{H_\real}\\&= \dpn{x, y}{H_\real}- i \dpn{ix, y}{H_\real}\\&= \dpn{y, x}{H_\real}- i \dpn{y, ix}{H_\real}= \ol{\dpn{y, x}{H}}\end{align*}

  3. (H2)

    By absolute homogeneity of the norm,

    \begin{align*}\dpn{ix, y}{H}&= \dpn{ix, y}{H_\real}+ i \dpn{ix, iy}{H_\real}\\&= -\dpn{x, iy}{H_\real}+ i\dpn{x, y}{H_\real}= i\dpn{x, y}{H}\end{align*}

    so $\inp_{H}$ satisfies (H2) by (H2) of the real case.

  4. (I)

    By absolute homogeneity of the norm,

    \begin{align*}\dpn{x, ix}{H_\real}&= \frac{1}{4}\braks{\norm{x + ix}_H^2 - \norm{x - ix}_H^2}\\&= \frac{|1 + i|^{2} - |1 - i|^{2}}{4}\norm{x}_{H}^{2} = 0\end{align*}

    so

    \[\dpn{x, x}{H}= \dpn{x, x}{H_\real}+ i \dpn{x, ix}{H_\real}= \dpn{x, x}{H_\real}= \norm{x}_{H}^{2}\]

Therefore $\inp_{H}$ is a complex-valued inner product with $\norm{x}_{H} = \dpn{x, x}{H}^{1/2}$ for all $x \in H$. By the polarisation identity, this inner product is unique.

(1) $\Rightarrow$ (2): For each $x, y \in H$,

\begin{align*}\norm{x + y}_{H}^{2}&= \dpn{x + y, x + y}{H}\\&= \norm{x}_{H}^{2} + \dpn{x, y}{H}+ \dpn{y, x}{H}+ \norm{y}_{H}^{2} \\ \norm{x - y}_{H}^{2}&= \norm{x}_{H}^{2} - \dpn{x, y}{H}- \dpn{y, x}{H}+ \norm{y}_{H}^{2}\end{align*}

so

\[\norm{x + y}_{H}^{2} + \norm{x - y}_{H}^{2} = 2\norm{x}_{H}^{2} + 2\norm{y}_{H}^{2}\]

By the Cauchy-Schwarz inequality,

\begin{align*}\norm{x + y}_{H}^{2}&= \norm{x}_{H}^{2} + 2\text{Re}\dpn{x, y}{H}+ \norm{y}_{H}^{2} \\&\le \norm{x}_{H}^{2} + 2\norm{x}_{H}\norm{y}_{H} + \norm{y}_{H}^{2} \\&= (\norm{x}_{H} + \norm{y}_{H})^{2}\end{align*}

so $\norm{\cdot}_{H}$ satisfies the triangle inequality, and is a norm.$\square$

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