Houjun Liu

Fourier formula

For vector \(v\) in the span of orthogonal basis \(v_1, ..v_{n}\):

\begin{equation} v = c_1 v_1 + \dots + c_{n} v_{n} \end{equation}

we can write:

\begin{equation} c_{j} = \frac{v \cdot v_{j}}{ v_{j} \cdot v_{j}} \end{equation}


Proof:

\begin{equation} \langle v, v_{j} \rangle = c_{n} \langle v_{1}, v_{j} \rangle \dots \end{equation}

which is \(0\) for all cases that’s not \(\langle v_{j}, v_{j} \rangle\) as the \(v\) are orthogonal, and \(\mid v_{j} \mid^{2}\) for the case where it is.

Hence, we see that:

\begin{equation} \langle v, v_{j} \rangle = c_{j} \mid v_{j}\mid^{2} \end{equation}

Which gives:

\begin{equation} c_{j} = \frac{\langle v,v_{j} \rangle}{\mid v_{j}\mid^{2}} \end{equation}

as desired.