Definition:L2 Metric

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Definition

Closed Real Interval

Let $S$ be the set of all real functions which are continuous on the closed interval $\closedint a b$.

Let the real-valued function $d: S \times S \to \R$ be defined as:

$\displaystyle \forall f, g \in S: \map d {f, g} := \paren {\int_a^b \paren {\map f t - \map g t}^2 \rd t}^{\frac 1 2}$


Then $d$ is the $L^2$ metric on $\closedint a b$.