NOTE: THIS DOCUMENT IS OBSOLETE, PLEASE CHECK THE NEW VERSION: "Mathematics of the Discrete Fourier Transform (DFT), with Audio Applications --- Second Edition", by Julius O. Smith III, W3K Publishing, 2007, ISBN 978-0-9745607-4-8. - Copyright © 2017-09-28 by Julius O. Smith III - Center for Computer Research in Music and Acoustics (CCRMA), Stanford University
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Vector Cosine
The Cauchy-Schwarz Inequality can be written
In the case of real vectors , we can always find a real number which satisfies
We thus interpret as the angle between two vectors in . In we can similarly define .