[Math] Are all finite dimensional hilbert spaces isomorphic to spaces with Euclidean norms

euclidean-geometryhilbert-spaces

I have read that Hilbert spaces generalize Euclidean spaces to infinite dimensions.

This suggests to me that any finite dimensional Hilbert space is isomorphic to a space with the norm $||v||=\sqrt {v_1^2 +…+v_n^2}$. Is this true? If not, then it seems it is wrong to say that Hilbert spaces generalize Euclidean spaces to infinite dimensions (i.e. they would be more general than that).

Best Answer

If we are given an inner product on a finite dimensional space, there will always be a change of basis that turns the given inner product into the Euclidean one.

By definition the product $(\cdot,\cdot)$ can be represented as a symmetric positive-definite matrix $A$ such that $(x,y) = x^T A y$. Now by the spectral theorem (which you probably learnt in Linear Algebra) the matrix $A$ has an orthogonal basis of eigenvectors. In other words there is an orthogonal matrix $M$ such that $J = M^TAM$ is diagonal. That means $(x,y) = x^T M^TJ My = (Mx)^TJ(My)$.

Exercise: Use positive-definiteness to prove $J$ has only positive diagonal entries $\lambda_1,\lambda_2,\ldots,\lambda_n$.

It follows there is a further diagonal matrix $L$ such that $J=LIL = L^TIL$. That gives $$(x,y) = (Mx)^TL^TIL(My)= (LMx)^T(LMy)$$ Put another way, for each $x,y$ we have

$$\big(\,(LM)^{-1}x,(LM)^{-1}y\, \big) = x^T y$$

That means the given product is the Euclidean product with respect to the basis with transition matrix $LM$.

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