Commit 2024-10-11 13:11 8839a89f
View on Github →feat: L2 inner product of finite sequences (#16447)
Define the weighted L2 inner product of functions f g : ∀ i, E i
where ι
is a fintype and the E i
are 𝕜
-inner product spaces where 𝕜
is RCLike
as ∑ i, w i • inner (f i) (g i)
. This "duplicates" inner
but is necessary because there are two useful (to discrete analysis) inner products on G → R
given inner products on R
and Fintype G
, namely
- the usual "discrete" inner product
∑ i, conj (f i) * g i
- the less usual but nevertheless crucial "compact" inner product
𝔼 i, conj (f i) * g i
From LeanAPAP