Minimization Problem (using Projection)

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SUMMARY

The discussion centers on minimizing the expression ||cos(2x) - f(x)||, where f(x) is a function in the span of the set {(1, sin(x), cos(x))}. The participant concluded that the projection of cos(2x) onto this span results in f(x) being zero, as cos(2x) is orthogonal to the functions in the set. This conclusion is supported by the inner product definition provided, which confirms that the projection yields the smallest norm. The participant expressed uncertainty about the validity of their solution, despite the mathematical reasoning being sound.

PREREQUISITES
  • Understanding of inner product spaces and orthogonality
  • Familiarity with Fourier series and their components
  • Knowledge of function minimization techniques
  • Basic calculus, particularly integration
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  • Study the properties of inner products in function spaces
  • Learn about orthogonal projections in Hilbert spaces
  • Explore Fourier series and their applications in function approximation
  • Investigate minimization techniques for functions in mathematical analysis
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Students and professionals in mathematics, particularly those studying functional analysis, optimization, and Fourier analysis. This discussion is beneficial for anyone looking to deepen their understanding of function minimization in the context of orthogonal projections.

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Homework Statement



Minimize ||cos(2x) - f(x)|| where f(x) is a a function in the span of {(1,sin(x),cos(x)}

Where the inner produect is defined (1/pi)(integral from -pi to pi of f(x)g(x) dx)

Homework Equations



I found f(x) to be zero. Is this correct I am uneasy about this solution.

The Attempt at a Solution



My solution I took the inner product of cos(2x) with each of the elements of the set {(1,sin(x),cos(x)}

Knowing that the projection of cos(2x) onto this span would give me the smallest norm.

I found that the projection of cos(2x) onto this set is 0.. Because given this inner product definition cos(2x) is orthogonal to {(1,sin(x),cos(x)}.

I am uneasy about this answer because intuitively it does not seem that f(x)=0 would minimize the norm of ||cos(2x)-f(x)||

Thanks.
 
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I think that's right! The integrals you have to do well known from the orthogonality of Fourier components.

If you draw the graphs on top of each other maybe it will be a bit more intuitive. It should be clear that 1 shouldn't overlap, since the average of cos(2x) is 0. As for sin and cos, the different periodicity means that for everywhere the functions agree, there is somewhere else half a phase later where they disagree just as much so they shouldn't overlap. Hope that makes a little sense...
 

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