Parseval's identity
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In functional analysis, a branch of mathematics, Parseval's identity, also known as Parseval's equality, is the Pythagorean theorem for inner-product spaces. Let be a complete inner-product space (i.e., a Hilbert space) and be an orthonormal basis in H (meaning that, for all and , if x = y and if ) which is total in it (meaning that ). Then,
The totality assumption on B is crucial for the validity of the identity.If B is not total, then the equality in Parseval's identity must be replaced by , thus yielding Bessel's inequality. The origin of the name is in Parseval's theorem for Fourier series, which is a special case.
Parseval's identity can be proved using the Riesz-Fischer theorem.
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[edit] References
- Johnson, Lee W.; and R. Dean Riess (1982). Numerical Analysis, 2nd ed., Reading, Mass.: Addison-Wesley. ISBN 0-201-10392-3.