The Generalized Pythagorean Identity for Inner Product Spaces

Let H be an inner product space. If x1,x2,…,xn∈H are pairwise orthogonal then

||∑k=1nxk||2=∑k=1n||xk||2

If {x1,x2,…,xn} is a orthonormal subset and ck∈R then it can be restated as

||∑k=1nckxk||2=∑k=1n|ck|2

If the orthonormal set is infinite we only have Bessel's inequality.