Orthogonal Functions
Two vectors are orthogonal when their
dot product
is zero — they point in genuinely independent directions. The whole of Fourier analysis rests
on one bold move: treat functions as vectors and ask the very same question.
For vectors the dot product sums a product over the components,
\mathbf{u}\cdot\mathbf{v} = \sum_i u_i v_i. A function has a
continuum of "components" — its values f(x) — so the sum becomes an
integral. On the interval [-L, L] we define the
inner product
\langle f, g\rangle = \int_{-L}^{L} f(x)\,g(x)\,dx.
Two functions are orthogonal on that interval when
\langle f, g\rangle = 0: their product has exactly as much area above
the axis as below.
Sines and cosines are mutually orthogonal
The miracle Fourier exploited is that the functions
\sin\frac{n\pi x}{L} and \cos\frac{n\pi x}{L},
for n = 1, 2, 3, \dots, are all orthogonal to one another.
Over [-\pi, \pi] (taking L = \pi):
\int_{-\pi}^{\pi}\sin(mx)\sin(nx)\,dx = \begin{cases}0 & m \neq n,\\[2pt] \pi & m = n,\end{cases}
and the same pattern holds for cosines, while every sine is orthogonal to every cosine. The
reason is a product-to-sum identity:
\sin(mx)\sin(nx) = \tfrac12[\cos((m-n)x) - \cos((m+n)x)]. Each cosine
on the right integrates to zero over a whole number of periods — unless
m = n, where the first term collapses to the constant
\tfrac12 and contributes area \pi.
See the cancellation
Below is the product \sin(mx)\sin(nx) on
[-\pi, \pi]. Move m and
n: whenever they differ, the curve has equal area above and below the
axis, so its integral is zero — orthogonal. Set m = n and the curve
sits mostly above the axis (it is \sin^2, never negative for
the bulk), giving positive area — the functions are no longer orthogonal to themselves.
On [-L, L], for positive integers m, n:
- \int_{-L}^{L}\sin\frac{m\pi x}{L}\sin\frac{n\pi x}{L}\,dx = 0 when m \neq n, and = L when m = n.
- \int_{-L}^{L}\cos\frac{m\pi x}{L}\cos\frac{n\pi x}{L}\,dx = 0 when m \neq n, and = L when m = n.
- \int_{-L}^{L}\sin\frac{m\pi x}{L}\cos\frac{n\pi x}{L}\,dx = 0 for all m, n.
So the sines and cosines form a set of mutually perpendicular "axes" for functions.