Biorthogonal system

In mathematics, a biorthogonal system is a pair of indexed families of vectors

$\tilde v_i$ in E and $\tilde u_i$ in F

such that

$\langle\tilde v_i , \tilde u_j\rangle = \delta_{i,j} ,$

where E and F form a pair of topological vector spaces that are in duality, ⟨,⟩ is a bilinear mapping and $\delta_{i,j}$ is the Kronecker delta.

A biorthogonal system in which E = F is an orthonormal system.

In L2 [0, 2π] the functions cos(nx) and sin(nx) form a biorthogonal system. Another example is the pair of sets of respectively left and right eigenvectors of a matrix, indexed by eigenvalue.[citation needed]

Projection

Related to a biorthogonal system is the projection

$P:= \sum_{i \in I} \tilde u_i \otimes \tilde v_i$,

where $\left( u \otimes v\right) (x):= u \langle v, x\rangle$; its image is the linear span of $\{\tilde u_i: i \in I\}$, and the kernel is $\{\langle\tilde v_i, \cdot\rangle = 0: i \in I \}$.

Construction

Given a possibly non-orthogonal set of vectors $\mathbf{u}= (u_i)$ and $\mathbf{v}= (v_i)$ the projection related is

$P= \sum_{i,j} u_i \left( \langle\mathbf{v}, \mathbf{u}\rangle^{-1}\right)_{j,i} \otimes v_j$,

where $\langle\mathbf{v},\mathbf{u}\rangle$ is the matrix with entries $\left(\langle\mathbf{v},\mathbf{u}\rangle\right)_{i,j}= \langle v_i, u_j\rangle$.

• $\tilde u_i:= (I-P) u_i$, and $\tilde v_i:= \left(I-P \right)^* v_i$ then is an orthogonal system.

References

• Jean Dieudonné, On biorthogonal systems Michigan Math. J. 2 (1953), no. 1, 7–20 [1]
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