What does bilinear really mean? Everytime I heard the word, I think it should be "linear in 2 ways?"
For example, from the definition of inner product (taken from Appendix A of "Wavelets For Computer Graphics" by Stollnitz):
An inner product on a vector space V is any map from $ V \times V $ to $\mathbb{R}$ that is:
- Symmetric $ \langle u | v \rangle = \langle v | u \rangle $
- Bilinear $ \langle au + bv | w \rangle = a \langle u | w \rangle + b \langle v | w \rangle $
- Positive definite $ \langle u | u \rangle > 0 $ for all $ u \ne 0 $
But how is bilinearity "linear in 2 ways", (if bilinear really does mean $2\times$ linear!)
It means linear on the left:
$$\langle au + bv, w \rangle = a \langle u, w \rangle + b \langle v, w \rangle$$
and on the right:
$$\langle u, av + bw \rangle = a \langle u, v \rangle + b \langle u, w \rangle.$$
By symmetry, linearity on the left implies linearity on the right, so that's why right-linearity isn't explicitly mentioned (although strictly speaking it should be).