Show that the L2[a, b] inner product satisfies the following properties: The L2 inner product is conjugate-symmetric (i.e., (f, g) = (g, f)); homogeneous, and bilinear (these properties are listed in Definition 0.1). Show that the L2 inner product satisfies positivity on the space of continuous functions on [a, b] by using the following outline.
(a) We want to show that if ∫(a to b) |f(t)|^2 dt = 0 then f(t) = 0 for all a ≤ t ≤ b.
(b) Suppose, by contradiction, that |f(to)| > 0; then use the definition of continuity to show that |f(t)| > |f(to)|/2 on an interval of the form [to - ̈́, to + ̈́]. Then show ∫(a to b) |f(t)|^2 dt > 0, which contradicts the assumption that ∫(a to b) |f(t)|^2 dt = 0.