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Orthogonal Sets and Gram-Schmidt · Tutorial 634 of 1000

Parseval's Identity in Finite Dimensions

Learn why an orthonormal-basis coordinate list preserves the squared norm of a vector, and verify Parseval’s identity in real and complex examples.

Intermediate 10 min read

What You'll Learn

  • State Parseval’s identity for a finite-dimensional inner product space over the real or complex field.
  • Explain why orthonormal-basis coordinates are the coefficients in a vector’s basis expansion.
  • Prove that the squared norm equals the sum of squared absolute values of those coordinates.
  • Verify the identity in a nonstandard real orthonormal basis.
  • Use the complex inner product convention correctly when calculating coordinates.
  • Recognize why complex coordinates require absolute squares rather than ordinary squares.

Norms and Orthonormal-Basis Coordinates

An orthonormal basis gives each vector a list of scalar coordinates, one for each basis vector. Parseval’s identity says that the squared norm of the vector can be recovered exactly from that list: add the squared absolute values of the coordinates. This matters because it connects a geometric quantity, the norm, to numerical data in a basis. The statement applies to real and complex inner product spaces, but in the complex case the absolute value is essential.

Let \(V\) be a finite-dimensional inner product space over \(\mathbb{F}\), where \(\mathbb{F}=\mathbb{R}\) or \(\mathbb{C}\). Use the convention that the inner product is linear in its first slot and conjugate-linear in its second. Thus, for complex scalars \(a,b\), \(\langle a\mathbf{u},b\mathbf{v}\rangle=a\overline{b}\langle\mathbf{u},\mathbf{v}\rangle\). In the real case, conjugation has no effect. The norm is defined by \(\|\mathbf{v}\|=\sqrt{\langle\mathbf{v},\mathbf{v}\rangle}\), so \(\|\mathbf{v}\|^2=\langle\mathbf{v},\mathbf{v}\rangle\).

Definition: An ordered basis \(\mathcal{B}=(\mathbf{b}_1,\dots,\mathbf{b}_n)\) of \(V\) is orthonormal if \(\langle\mathbf{b}_j,\mathbf{b}_k\rangle=0\) when \(j\ne k\), and \(\|\mathbf{b}_j\|=1\) for every \(j\). The coordinate vector \([\mathbf{v}]_{\mathcal{B}}=(c_1,\dots,c_n)^{\top}\) is defined by the unique expansion \(\mathbf{v}=c_1\mathbf{b}_1+\cdots+c_n\mathbf{b}_n\).

Because the list is a basis, every vector has exactly one such expansion. Orthonormality lets us extract each coefficient using one inner product. We record that fact before proving the identity.

Lemma: If \(\mathcal{B}=(\mathbf{b}_1,\dots,\mathbf{b}_n)\) is an orthonormal basis and \(\mathbf{v}=\sum_{k=1}^{n}c_k\mathbf{b}_k\), then \(c_j=\langle\mathbf{v},\mathbf{b}_j\rangle\) for each \(j\).

Proof. Fix an index \(j\). By linearity in the first slot and orthonormality,

$$ \langle\mathbf{v},\mathbf{b}_j\rangle =\left\langle\sum_{k=1}^{n}c_k\mathbf{b}_k,\mathbf{b}_j\right\rangle =\sum_{k=1}^{n}c_k\langle\mathbf{b}_k,\mathbf{b}_j\rangle =c_j. $$

Every term in the sum is zero except the term with \(k=j\), whose inner product factor is \(1\). This proves the claim for each coordinate. \(\square\)

Parseval’s Identity

Theorem (Parseval’s Identity in finite dimensions): Let \(V\) be a finite-dimensional inner product space over \(\mathbb{R}\) or \(\mathbb{C}\), and let \(\mathcal{B}=(\mathbf{b}_1,\dots,\mathbf{b}_n)\) be an orthonormal basis of \(V\). For every \(\mathbf{v}\in V\), if \([\mathbf{v}]_{\mathcal{B}}=(c_1,\dots,c_n)^{\top}\), then $$ \|\mathbf{v}\|^2=\sum_{j=1}^{n}|c_j|^2. $$ In the real case, \(|c_j|^2=c_j^2\); in the complex case, \(|c_j|^2=c_j\overline{c_j}\).

Proof. Write the basis expansion \(\mathbf{v}=\sum_{j=1}^{n}c_j\mathbf{b}_j\). By the definition of the norm and the two-slot rules for the inner product,

$$ \begin{aligned} \|\mathbf{v}\|^2 &=\left\langle\sum_{j=1}^{n}c_j\mathbf{b}_j,\sum_{k=1}^{n}c_k\mathbf{b}_k\right\rangle\\ &=\sum_{j=1}^{n}\sum_{k=1}^{n}c_j\overline{c_k} \langle\mathbf{b}_j,\mathbf{b}_k\rangle\\ &=\sum_{j=1}^{n}c_j\overline{c_j} =\sum_{j=1}^{n}|c_j|^2. \end{aligned} $$

For the third equality, orthonormality makes every term with \(j\ne k\) equal to zero, while \(\langle\mathbf{b}_j,\mathbf{b}_j\rangle=1\). In the real case \(\overline{c_j}=c_j\), so the same calculation gives \(\sum_j c_j^2\). If \(V\) has dimension zero, its only vector is \(\mathbf{0}\); the sum over the empty basis is \(0\), and the identity still holds. \(\square\)

The finite-dimensional hypothesis ensures that the basis expansion and sum have finitely many terms. The theorem does not say that the sum of the coordinates themselves equals the norm, nor that the norm equals the sum of their absolute values. It is specifically the squares of the absolute values that add to the squared norm.

Worked Calculations in Real Spaces

Worked Example: A Nonstandard Orthonormal Basis in \(\mathbb{R}^2\)

Use the orthonormal basis \(\mathcal{B}=(\mathbf{b}_1,\mathbf{b}_2)\), where \(\mathbf{b}_1=(3/5,4/5)^{\top}\) and \(\mathbf{b}_2=(-4/5,3/5)^{\top}\), to check Parseval’s identity for \(\mathbf{x}=(2,-1)^{\top}\).

First verify the basis is orthonormal using the usual dot product on \(\mathbb{R}^2\):

$$ \mathbf{b}_1\cdot\mathbf{b}_1=\frac{9+16}{25}=1,\qquad \mathbf{b}_2\cdot\mathbf{b}_2=\frac{16+9}{25}=1,\qquad \mathbf{b}_1\cdot\mathbf{b}_2=\frac{-12+12}{25}=0. $$

The coordinates are the inner products with the basis vectors:

$$ c_1=\mathbf{x}\cdot\mathbf{b}_1 =\frac{2\cdot3+(-1)\cdot4}{5}=\frac25,\qquad c_2=\mathbf{x}\cdot\mathbf{b}_2 =\frac{2\cdot(-4)+(-1)\cdot3}{5}=-\frac{11}{5}. $$

The sum of the squared coordinates is \(\frac{4}{25}+\frac{121}{25}=\frac{125}{25}=5\). Directly, \(\|\mathbf{x}\|^2=2^2+(-1)^2=5\), so both sides agree. As an additional check, reconstruct the vector from its coordinates:

$$ \frac25\begin{bmatrix}3/5\\4/5\end{bmatrix} -\frac{11}{5}\begin{bmatrix}-4/5\\3/5\end{bmatrix} = \begin{bmatrix}6/25+44/25\\8/25-33/25\end{bmatrix} = \begin{bmatrix}2\\-1\end{bmatrix}. $$

Worked Example: A Three-Vector Real Basis

In \(\mathbb{R}^3\), let \(\mathbf{b}_1=(1,1,1)^{\top}/\sqrt{3}\), \(\mathbf{b}_2=(1,-1,0)^{\top}/\sqrt{2}\), and \(\mathbf{b}_3=(1,1,-2)^{\top}/\sqrt{6}\). Check Parseval’s identity for \(\mathbf{x}=(1,2,0)^{\top}\).

The squared lengths of the unscaled vectors are \(3,2,6\), respectively, so each \(\mathbf{b}_j\) has norm \(1\). Their pairwise dot products are \((1-1+0)/\sqrt{6}=0\), \((1+1-2)/\sqrt{18}=0\), and \((1-1+0)/\sqrt{12}=0\). Thus the three vectors are orthonormal. Since three independent vectors in \(\mathbb{R}^3\) form a basis—and orthogonal unit vectors are independent—the list is an orthonormal basis.

Take the inner product of \(\mathbf{x}\) with each basis vector:

$$ c_1=\frac{1+2+0}{\sqrt{3}}=\sqrt{3},\qquad c_2=\frac{1-2+0}{\sqrt{2}}=-\frac{1}{\sqrt{2}},\qquad c_3=\frac{1+2+0}{\sqrt{6}}=\frac{3}{\sqrt{6}}. $$

Then \(\sum_{j=1}^{3}|c_j|^2=3+\frac12+\frac{9}{6}=5\), while direct calculation gives \(\|\mathbf{x}\|^2=1^2+2^2+0^2=5\). The two sides agree. The coordinates also reconstruct the original vector:

$$ \sqrt{3}\mathbf{b}_1-\frac{1}{\sqrt{2}}\mathbf{b}_2+\frac{3}{\sqrt{6}}\mathbf{b}_3 = \begin{bmatrix}1\\1\\1\end{bmatrix} +\begin{bmatrix}-1/2\\1/2\\0\end{bmatrix} +\begin{bmatrix}1/2\\1/2\\-1\end{bmatrix} = \begin{bmatrix}1\\2\\0\end{bmatrix}. $$

Why Complex Coordinates Need Absolute Squares

Over \(\mathbb{C}\), the coordinate \(c_j\) can have an imaginary part. Its square \(c_j^2\) can be complex or negative, whereas its squared absolute value \(c_j\overline{c_j}\) is a nonnegative real number. Since a squared norm is a nonnegative real number, Parseval’s identity uses \(|c_j|^2\). The inner product convention also affects the coefficient formula: with linearity in the first slot, \(c_j=\langle\mathbf{v},\mathbf{b}_j\rangle\), as proved above.

Worked Example: Parseval’s Identity in \(\mathbb{C}^2\)

Use the inner product \(\langle\mathbf{u},\mathbf{v}\rangle=u_1\overline{v_1}+u_2\overline{v_2}\). Let \(\mathbf{b}_1=(1,i)^{\top}/\sqrt{2}\), \(\mathbf{b}_2=(i,1)^{\top}/\sqrt{2}\), and \(\mathbf{x}=(1+i,2)^{\top}\).

The basis vectors have squared norms \((1+|i|^2)/2=1\). Their inner product is \(\langle\mathbf{b}_1,\mathbf{b}_2\rangle=(-i+i)/2=0\). Thus they are orthonormal; as two independent vectors in \(\mathbb{C}^2\), they form a basis.

Using the stated inner product convention, the coordinates are

$$ \begin{aligned} c_1&=\langle\mathbf{x},\mathbf{b}_1\rangle =\frac{(1+i)-2i}{\sqrt{2}}=\frac{1-i}{\sqrt{2}},\\ c_2&=\langle\mathbf{x},\mathbf{b}_2\rangle =\frac{-i(1+i)+2}{\sqrt{2}}=\frac{3-i}{\sqrt{2}}. \end{aligned} $$

Consequently, \(|c_1|^2=(1^2+(-1)^2)/2=1\) and \(|c_2|^2=(3^2+(-1)^2)/2=5\), so their sum is \(6\). Directly, \(\|\mathbf{x}\|^2=|1+i|^2+|2|^2=2+4=6\). To check the coordinates as well,

$$ c_1\mathbf{b}_1+c_2\mathbf{b}_2 = \begin{bmatrix}(1-i)/2\\(1+i)/2\end{bmatrix} + \begin{bmatrix}(1+3i)/2\\(3-i)/2\end{bmatrix} = \begin{bmatrix}1+i\\2\end{bmatrix}. $$

Coordinates Preserve Norm

Parseval’s identity has a useful interpretation: the coordinate list has exactly the same norm as the original vector. For a coordinate vector \(\mathbf{c}=[\mathbf{v}]_{\mathcal{B}}\in\mathbb{F}^n\), its usual Euclidean norm satisfies \(\|\mathbf{c}\|^2=\sum_{j=1}^{n}|c_j|^2\). Therefore Parseval gives \(\|\mathbf{v}\|^2=\|[\mathbf{v}]_{\mathcal{B}}\|^2\), and since norms are nonnegative, \(\|\mathbf{v}\|=\|[\mathbf{v}]_{\mathcal{B}}\|\).

Corollary: If \(\mathcal{B}\) is an orthonormal basis of a finite-dimensional inner product space \(V\), then for any \(\mathbf{v},\mathbf{w}\in V\), $$ \|\mathbf{v}-\mathbf{w}\|^2 =\sum_{j=1}^{n}\left|([\mathbf{v}]_{\mathcal{B}})_j-([\mathbf{w}]_{\mathcal{B}})_j\right|^2. $$

Proof. By uniqueness of basis expansions, subtracting the expansion of \(\mathbf{w}\) from the expansion of \(\mathbf{v}\) gives \([\mathbf{v}-\mathbf{w}]_{\mathcal{B}}=[\mathbf{v}]_{\mathcal{B}}-[\mathbf{w}]_{\mathcal{B}}\). Apply Parseval’s identity to \(\mathbf{v}-\mathbf{w}\). Its \(j\)th coordinate is the difference of the \(j\)th coordinates of \(\mathbf{v}\) and \(\mathbf{w}\), which yields the displayed sum. \(\square\)

This is why orthonormal coordinates are especially convenient for comparing vectors: distances can be calculated using coordinate differences without first returning to the original representation. The conclusion depends on the basis being orthonormal. With a general basis, the coordinate squares do not in general add up to the original squared norm.

Common Pitfall: Squaring Complex Coordinates

A tempting but incorrect complex calculation is to add \(c_j^2\) instead of \(|c_j|^2\). In the \(\mathbb{C}^2\) example, the coordinates are \(c_1=(1-i)/\sqrt{2}\) and \(c_2=(3-i)/\sqrt{2}\). Using ordinary squares gives

$$ c_1^2+c_2^2 =\frac{(1-i)^2+(3-i)^2}{2} =\frac{-2i+(8-6i)}{2} =4-4i, $$

which is not the squared norm \(6\). The error is that ordinary squaring does not pair each coordinate with its complex conjugate. The correction is

$$ |c_1|^2+|c_2|^2 =c_1\overline{c_1}+c_2\overline{c_2} =1+5=6 =\|\mathbf{x}\|^2. $$

In a real inner product space, the coordinates equal their own conjugates, so writing \(c_j^2\) is correct there. In a complex inner product space, keep the absolute-value notation or explicitly write \(c_j\overline{c_j}\). This small distinction is exactly what makes the right-hand side real and nonnegative.

Check Your Understanding

Use the definition of coordinates and the appropriate inner product to justify each calculation.

  1. For the real basis \((\mathbf{b}_1,\mathbf{b}_2)\) in the first worked example, calculate the coordinates of \((1,3)^{\top}\), then verify Parseval’s identity.
  2. For the orthonormal basis in the second worked example, calculate the coordinates of \((0,1,1)^{\top}\) and compare the sum of their squares with the squared norm.
  3. In the complex example, explain why \((1-i)/\sqrt{2}\) is a coordinate rather than its conjugate under the stated inner product convention.
  4. State Parseval’s identity for a real orthonormal basis and then for a complex orthonormal basis, distinguishing the two expressions for each squared coordinate.
  5. Explain which step in the proof of Parseval’s identity makes every cross term with different basis indices vanish.

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