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 \left(H,\langle\cdot,\cdot\rangle\right) be a complete inner-product space (i.e., a Hilbert space) and B\subset H be an orthonormal basis in H (meaning that, for all x\in B and y\in B, \langle x,y\rangle=1 if x = y and \langle x,y\rangle=0 if x\ne y) which is total in it (meaning that \overline{\operatorname{span}(B)}=H))). Then,

\|x\|^2=\langle x,x\rangle=\sum_{v\in B}\left|\langle x,v\rangle\right|^2.

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.