The inner product of two column vectors x
and y is defined by
Thus the norm of x (using the Euclidean metric) is given by
|| x || = sqrt( x' x ) .
x' y = y' x = || x || || y || cos( angle between x and y )Thus, the inner product of x and y is maximum when the angle between them is zero, i.e., when one is just a positive multiple of the other. Sometimes we say (a little loosely) that x' y is the correlation between x and y, and that the correlation is maximum when x and y point in the same direction. If x' y = 0, the vectors x and y are said to be orthogonal or uncorrelated.
x' ( y + z ) = x' y + x' z .