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Orthogonal sets and basis

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Page 1: Orthogonal sets and basis

Announcements

Ï Quiz 4 (last quiz of the term) tomorrow on sec 3.3, 5.1 and5.2.

Ï Three problems on tomorrow's quiz(Cramer's rule/adjugate,�nding eigenvector(s) given one or more eigenvalue(s), �ndingchar polynomial/eigenvalues of a 2×2 or a nice 3×3 matrix.)

Ï You must show all relevant work on the quiz. Calculatoranswers are not acceptable.

Page 2: Orthogonal sets and basis

Chapter 6 Orthogonality

Objectives

1. Extend the idea of simple geometric ideas namely �length�,�distance� and �perpendicularity� from R2 and R3 into Rn

2. Useful in "�tting" experimental data of a system Ax= b. If x1is an acceptable solution, we want the distance between b andAx1 to be minimum (or minimize the error)

3. The solution above is called the "least-squares" solution and iswidely used where experimental data is scattered over a widerange and you want to "�t" a straight line.

Page 3: Orthogonal sets and basis

Chapter 6 Orthogonality

Objectives

1. Extend the idea of simple geometric ideas namely �length�,�distance� and �perpendicularity� from R2 and R3 into Rn

2. Useful in "�tting" experimental data of a system Ax= b. If x1is an acceptable solution, we want the distance between b andAx1 to be minimum (or minimize the error)

3. The solution above is called the "least-squares" solution and iswidely used where experimental data is scattered over a widerange and you want to "�t" a straight line.

Page 4: Orthogonal sets and basis

Chapter 6 Orthogonality

Objectives

1. Extend the idea of simple geometric ideas namely �length�,�distance� and �perpendicularity� from R2 and R3 into Rn

2. Useful in "�tting" experimental data of a system Ax= b. If x1is an acceptable solution, we want the distance between b andAx1 to be minimum (or minimize the error)

3. The solution above is called the "least-squares" solution and iswidely used where experimental data is scattered over a widerange and you want to "�t" a straight line.

Page 5: Orthogonal sets and basis

Inner product

Let u and v be two vectors in Rn.

u=

u1u2...un

,v=

v1v2...vn

Both u and v are n×1 matrices.

uT = [u1 u2 . . . un

]This is an 1×n matrix. Thus we can de�ne the product uTv as

uTv= [u1 u2 . . . un

]

v1v2...vn

Page 6: Orthogonal sets and basis

Inner product

Let u and v be two vectors in Rn.

u=

u1u2...un

,v=

v1v2...vn

Both u and v are n×1 matrices.

uT = [u1 u2 . . . un

]

This is an 1×n matrix. Thus we can de�ne the product uTv as

uTv= [u1 u2 . . . un

]

v1v2...vn

Page 7: Orthogonal sets and basis

Inner product

Let u and v be two vectors in Rn.

u=

u1u2...un

,v=

v1v2...vn

Both u and v are n×1 matrices.

uT = [u1 u2 . . . un

]This is an 1×n matrix. Thus we can de�ne the product uTv as

uTv= [u1 u2 . . . un

]

v1v2...vn

Page 8: Orthogonal sets and basis

1×n n×1

Match

Size of uTv

The product will be a 1×1 matrix or it is just a number (not avector) and is given by

u1v1+u2v2+ . . .+unvn

Nothing but sum of the respective components multiplied.

Page 9: Orthogonal sets and basis

1×n n×1

Match

Size of uTv

The product will be a 1×1 matrix or it is just a number (not avector) and is given by

u1v1+u2v2+ . . .+unvn

Nothing but sum of the respective components multiplied.

Page 10: Orthogonal sets and basis

1×n n×1

Match

Size of uTv

The product will be a 1×1 matrix or it is just a number (not avector) and is given by

u1v1+u2v2+ . . .+unvn

Nothing but sum of the respective components multiplied.

Page 11: Orthogonal sets and basis

Inner Product

1. The number uTv is called the inner product of u and v.

2. Inner product of 2 vectors is a number.

3. Inner product is also called dot product (in Calculus II)

4. Often written as u �v

Page 12: Orthogonal sets and basis

Example

Let

w= 4

12

,x= 5

0−3

Find w �x, w �w and w�x

w�w

w �x=wTx= [4 1 2

] 50−3

= (4)(5)+ (1)(0)+ (2)(−3)= 14

w �w=wTw= [4 1 2

] 412

= (4)(4)+ (1)(1)+ (2)(2)= 21

w �xw �w

= 14

21= 2

3.

Page 13: Orthogonal sets and basis

Example

Let

w= 4

12

,x= 5

0−3

Find w �x, w �w and w�x

w�w

w �x=wTx= [4 1 2

] 50−3

= (4)(5)+ (1)(0)+ (2)(−3)= 14

w �w=wTw= [4 1 2

] 412

= (4)(4)+ (1)(1)+ (2)(2)= 21

w �xw �w

= 14

21= 2

3.

Page 14: Orthogonal sets and basis

Example

Let

w= 4

12

,x= 5

0−3

Find w �x, w �w and w�x

w�w

w �x=wTx= [4 1 2

] 50−3

= (4)(5)+ (1)(0)+ (2)(−3)= 14

w �w=wTw= [4 1 2

] 412

= (4)(4)+ (1)(1)+ (2)(2)= 21

w �xw �w

= 14

21= 2

3.

Page 15: Orthogonal sets and basis

Example

Let

w= 4

12

,x= 5

0−3

Find w �x, w �w and w�x

w�w

w �x=wTx= [4 1 2

] 50−3

= (4)(5)+ (1)(0)+ (2)(−3)= 14

w �w=wTw= [4 1 2

] 412

= (4)(4)+ (1)(1)+ (2)(2)= 21

w �xw �w

= 14

21= 2

3.

Page 16: Orthogonal sets and basis

Properties of Inner Product

1. u �v= v �u

2. (u+v) �w= u �w+v �w

3. (cu) �v= u � (cv)

4. u �u≥ 0, and u �u= 0 if and only if u=0

Page 17: Orthogonal sets and basis

Length of a Vector

Consider any point in R2, v=[a

b

]. What is the length of the line

segment from (0,0) to v?y

x0

|a|

|b|

(a,b)

pa2+b2

Page 18: Orthogonal sets and basis

Length of a Vector

Consider any point in R2, v=[a

b

]. What is the length of the line

segment from (0,0) to v?y

x0 |a|

|b|

(a,b)

pa2+b2

Page 19: Orthogonal sets and basis

Length of a Vector

Consider any point in R2, v=[a

b

]. What is the length of the line

segment from (0,0) to v?y

x0 |a|

|b|

(a,b)

pa2+b2

Page 20: Orthogonal sets and basis

Length of a Vector

Consider any point in R2, v=[a

b

]. What is the length of the line

segment from (0,0) to v?y

x0 |a|

|b|

(a,b)

pa2+b2

Page 21: Orthogonal sets and basis

Length of a Vector

Consider any point in R2, v=[a

b

]. What is the length of the line

segment from (0,0) to v?y

x0 |a|

|b|

(a,b)

pa2+b2

Page 22: Orthogonal sets and basis

Length of a Vector

We can extend this idea to Rn, where v=

v1v2...vn

.De�nition

The length (or the norm) of v is the nonnegative scalar ‖v‖ de�nedby

‖v‖ =pv �v=

√v21+v2

2+ . . .+v2n

Since we have sum of squares of the components, the square root isalways de�ned.

Page 23: Orthogonal sets and basis

Length of a Vector

If c is a scalar, the length of cv is c times the length of v. If c > 1,the vector is stretched by c units and if c < 1, c shrinks by c units.

De�nition

A vector of length 1 is called a unit vector.

If we divide a vector v by its length ‖v‖ (or multiply by 1

‖v‖), we getthe unit vector u in the direction of v.

The process of getting u from v is called normalizing v.

Page 24: Orthogonal sets and basis

Length of a Vector

If c is a scalar, the length of cv is c times the length of v. If c > 1,the vector is stretched by c units and if c < 1, c shrinks by c units.

De�nition

A vector of length 1 is called a unit vector.

If we divide a vector v by its length ‖v‖ (or multiply by 1

‖v‖), we getthe unit vector u in the direction of v.

The process of getting u from v is called normalizing v.

Page 25: Orthogonal sets and basis

Length of a Vector

If c is a scalar, the length of cv is c times the length of v. If c > 1,the vector is stretched by c units and if c < 1, c shrinks by c units.

De�nition

A vector of length 1 is called a unit vector.

If we divide a vector v by its length ‖v‖ (or multiply by 1

‖v‖), we getthe unit vector u in the direction of v.

The process of getting u from v is called normalizing v.

Page 26: Orthogonal sets and basis

Length of a Vector

If c is a scalar, the length of cv is c times the length of v. If c > 1,the vector is stretched by c units and if c < 1, c shrinks by c units.

De�nition

A vector of length 1 is called a unit vector.

If we divide a vector v by its length ‖v‖ (or multiply by 1

‖v‖), we getthe unit vector u in the direction of v.

The process of getting u from v is called normalizing v.

Page 27: Orthogonal sets and basis

Example 10, sec 6.1

Find a unit vector in the direction of v= −6

4−3

.

To compute the length of v, �rst �nd

v �v= (−6)2+42+ (−3)2 = 36+16+9= 61

Then,‖v‖ =

p61

The unit vector in the direction of v is

u= 1

‖v‖v=1p61

−64−3

=

−6/p61

4/p61

−3/p61

Page 28: Orthogonal sets and basis

Example 10, sec 6.1

Find a unit vector in the direction of v= −6

4−3

.

To compute the length of v, �rst �nd

v �v= (−6)2+42+ (−3)2 = 36+16+9= 61

Then,‖v‖ =

p61

The unit vector in the direction of v is

u= 1

‖v‖v=1p61

−64−3

=

−6/p61

4/p61

−3/p61

Page 29: Orthogonal sets and basis

Example 10, sec 6.1

Find a unit vector in the direction of v= −6

4−3

.

To compute the length of v, �rst �nd

v �v= (−6)2+42+ (−3)2 = 36+16+9= 61

Then,‖v‖ =

p61

The unit vector in the direction of v is

u= 1

‖v‖v=1p61

−64−3

=

−6/p61

4/p61

−3/p61

Page 30: Orthogonal sets and basis

Distance in Rn

In R (the set of real numbers), the distance between 2 numbers iseasy.

The distance between 4 and 15 is |4−14| = |−10| = 10 or|14−4| = |10| = 10.

Similarly the distance between -5 and 5 is |−5−5| = |−10| = 10 or|5− (−5)| = |10| = 10

Distance has a direct analogue in Rn.

Page 31: Orthogonal sets and basis

Distance in Rn

In R (the set of real numbers), the distance between 2 numbers iseasy.

The distance between 4 and 15 is |4−14| = |−10| = 10 or|14−4| = |10| = 10.Similarly the distance between -5 and 5 is |−5−5| = |−10| = 10 or|5− (−5)| = |10| = 10

Distance has a direct analogue in Rn.

Page 32: Orthogonal sets and basis

Distance in Rn

De�nition

For any two vectors u and v in Rn, the distance between u and vwritten as dist(u,v) is the length of the vector u-v.

dist(u,v)= ‖u-v‖

Page 33: Orthogonal sets and basis

Example 14, sec 6.1

Find the distance between u= 0

−52

and v= −4

−18

.

To compute the distance between u and v, �rst �nd

u−v= 0

−52

− −4

−18

= 4

−4−6

Then,

‖u-v‖ =p16+16+36=

p68

Page 34: Orthogonal sets and basis

Orthogonal Vectors

0

-v

v

u‖u-v‖

‖u-(-v)‖

If the 2 green lines are perpendicular, u must have the samedistance from v and -v

Page 35: Orthogonal sets and basis

Orthogonal Vectors

0

-v

v

u

‖u-v‖

‖u-(-v)‖

If the 2 green lines are perpendicular, u must have the samedistance from v and -v

Page 36: Orthogonal sets and basis

Orthogonal Vectors

0

-v

v

u‖u-v‖

‖u-(-v)‖

If the 2 green lines are perpendicular, u must have the samedistance from v and -v

Page 37: Orthogonal sets and basis

Orthogonal Vectors

‖u-(-v)‖ = ‖u-v‖To avoid square roots, let us work with the squares

‖u-(-v)‖2 = ‖u+v‖2 = (u+v) � (u+v)

= u � (u+v)+v � (u+v)

= u �u+u �v+v �u+v �v

= ‖u‖2+‖v‖2+2u �v

Interchange -v and v and we get

‖u-v‖2 = ‖u‖2+‖v‖2−2u �v

Page 38: Orthogonal sets and basis

Orthogonal Vectors

‖u-(-v)‖ = ‖u-v‖To avoid square roots, let us work with the squares

‖u-(-v)‖2 = ‖u+v‖2 = (u+v) � (u+v)

= u � (u+v)+v � (u+v)

= u �u+u �v+v �u+v �v

= ‖u‖2+‖v‖2+2u �v

Interchange -v and v and we get

‖u-v‖2 = ‖u‖2+‖v‖2−2u �v

Page 39: Orthogonal sets and basis

Orthogonal Vectors

‖u-(-v)‖ = ‖u-v‖To avoid square roots, let us work with the squares

‖u-(-v)‖2 = ‖u+v‖2 = (u+v) � (u+v)

= u � (u+v)+v � (u+v)

= u �u+u �v+v �u+v �v

= ‖u‖2+‖v‖2+2u �v

Interchange -v and v and we get

‖u-v‖2 = ‖u‖2+‖v‖2−2u �v

Page 40: Orthogonal sets and basis

Orthogonal Vectors

‖u-(-v)‖ = ‖u-v‖To avoid square roots, let us work with the squares

‖u-(-v)‖2 = ‖u+v‖2 = (u+v) � (u+v)

= u � (u+v)+v � (u+v)

= u �u+u �v+v �u+v �v

= ‖u‖2+‖v‖2+2u �v

Interchange -v and v and we get

‖u-v‖2 = ‖u‖2+‖v‖2−2u �v

Page 41: Orthogonal sets and basis

Orthogonal Vectors

‖u-(-v)‖ = ‖u-v‖To avoid square roots, let us work with the squares

‖u-(-v)‖2 = ‖u+v‖2 = (u+v) � (u+v)

= u � (u+v)+v � (u+v)

= u �u+u �v+v �u+v �v

= ‖u‖2+‖v‖2+2u �v

Interchange -v and v and we get

‖u-v‖2 = ‖u‖2+‖v‖2−2u �v

Page 42: Orthogonal sets and basis

Orthogonal Vectors

Equate the 2 expressions,

‖u‖2+‖v‖2+2u �v= ‖u‖2+‖v‖2−2u �v

=⇒ 2u �v=−2u �v

=⇒ u �v= 0

If u and v are points in R2, the lines through these points and (0,0)are perpendicular if and only if

u �v= 0

Generalize this idea of perpendicularity to Rn. We use the wordorthogonality in linear algebra for perpendicularity.

Page 43: Orthogonal sets and basis

Orthogonal Vectors

Equate the 2 expressions,

‖u‖2+‖v‖2+2u �v= ‖u‖2+‖v‖2−2u �v

=⇒ 2u �v=−2u �v

=⇒ u �v= 0

If u and v are points in R2, the lines through these points and (0,0)are perpendicular if and only if

u �v= 0

Generalize this idea of perpendicularity to Rn. We use the wordorthogonality in linear algebra for perpendicularity.

Page 44: Orthogonal sets and basis

Orthogonal Vectors

Equate the 2 expressions,

‖u‖2+‖v‖2+2u �v= ‖u‖2+‖v‖2−2u �v

=⇒ 2u �v=−2u �v

=⇒ u �v= 0

If u and v are points in R2, the lines through these points and (0,0)are perpendicular if and only if

u �v= 0

Generalize this idea of perpendicularity to Rn. We use the wordorthogonality in linear algebra for perpendicularity.

Page 45: Orthogonal sets and basis

Orthogonal Vectors

De�nition

Two vectors u and v in Rn are orthogonal (to each other) if

u �v= 0

The zero vector 0 is orthogonal to every vector in Rn.

Theorem

Two vectors u and v are orthogonal if and only if

‖u+v‖2 = ‖u‖2+‖v‖2

This is called the Pythagorean theorem.

Page 46: Orthogonal sets and basis

Orthogonal Vectors

De�nition

Two vectors u and v in Rn are orthogonal (to each other) if

u �v= 0

The zero vector 0 is orthogonal to every vector in Rn.

Theorem

Two vectors u and v are orthogonal if and only if

‖u+v‖2 = ‖u‖2+‖v‖2

This is called the Pythagorean theorem.

Page 47: Orthogonal sets and basis

Example 16, 18 section 6.1

Decide which pair(s) of vectors are orthogonal

16)u= 12

3−5

,v= 2

−33

u �v= (12)(2)+ (3)(−3)+ (−5)(3)= 24−9−15= 0.

Thus u and v are orthogonal.

18)y=

−3740

,z=

1−815−7

y �z= (−3)(1)+(7)(−8)+(4)(15)+(0)(−7)=−3−56+60−0= 1 6= 0.

Thus y and z are not orthogonal.

Page 48: Orthogonal sets and basis

Example 16, 18 section 6.1

Decide which pair(s) of vectors are orthogonal

16)u= 12

3−5

,v= 2

−33

u �v= (12)(2)+ (3)(−3)+ (−5)(3)= 24−9−15= 0.

Thus u and v are orthogonal.

18)y=

−3740

,z=

1−815−7

y �z= (−3)(1)+(7)(−8)+(4)(15)+(0)(−7)=−3−56+60−0= 1 6= 0.

Thus y and z are not orthogonal.

Page 49: Orthogonal sets and basis

Orthogonal Complement

Let W be a subspace of Rn. If any vector z is orthogonal to everyvector in W , we say that z is orthogonal to W .

There could be more than one such vector z which is orthogonal toW .

De�nition

A collection of all vectors that are orthogonal to W is called theorthogonal complement of W .

The orthogonal complement of W is denoted by W⊥ and is read as"W perpendicular" or "W perp".

Page 50: Orthogonal sets and basis

Orthogonal Complement

Let W be a subspace of Rn. If any vector z is orthogonal to everyvector in W , we say that z is orthogonal to W .

There could be more than one such vector z which is orthogonal toW .

De�nition

A collection of all vectors that are orthogonal to W is called theorthogonal complement of W .

The orthogonal complement of W is denoted by W⊥ and is read as"W perpendicular" or "W perp".

Page 51: Orthogonal sets and basis

Orthogonal Complement

Let W be a subspace of Rn. If any vector z is orthogonal to everyvector in W , we say that z is orthogonal to W .

There could be more than one such vector z which is orthogonal toW .

De�nition

A collection of all vectors that are orthogonal to W is called theorthogonal complement of W .

The orthogonal complement of W is denoted by W⊥ and is read as"W perpendicular" or "W perp".

Page 52: Orthogonal sets and basis

Orthogonal Complement

1. A vector x is in W⊥ if and only if x is orthogonal to everyvector that spans (generates) W .

2. W⊥ is a subspace of Rn.

3. If A is an m×n matrix, the orthogonal complement of Col A isNul AT . (Useful in part (d) of T/F questions, prob 19)

4. If a vector is in both W and W⊥, then that vector must bethe zero vector. (The only vector perpendicular to itself is thezero vector)

Page 53: Orthogonal sets and basis

Orthogonal Complement

1. A vector x is in W⊥ if and only if x is orthogonal to everyvector that spans (generates) W .

2. W⊥ is a subspace of Rn.

3. If A is an m×n matrix, the orthogonal complement of Col A isNul AT . (Useful in part (d) of T/F questions, prob 19)

4. If a vector is in both W and W⊥, then that vector must bethe zero vector. (The only vector perpendicular to itself is thezero vector)

Page 54: Orthogonal sets and basis

Orthogonal Complement

1. A vector x is in W⊥ if and only if x is orthogonal to everyvector that spans (generates) W .

2. W⊥ is a subspace of Rn.

3. If A is an m×n matrix, the orthogonal complement of Col A isNul AT . (Useful in part (d) of T/F questions, prob 19)

4. If a vector is in both W and W⊥, then that vector must bethe zero vector. (The only vector perpendicular to itself is thezero vector)

Page 55: Orthogonal sets and basis

Orthogonal Complement

1. A vector x is in W⊥ if and only if x is orthogonal to everyvector that spans (generates) W .

2. W⊥ is a subspace of Rn.

3. If A is an m×n matrix, the orthogonal complement of Col A isNul AT . (Useful in part (d) of T/F questions, prob 19)

4. If a vector is in both W and W⊥, then that vector must bethe zero vector. (The only vector perpendicular to itself is thezero vector)

Page 56: Orthogonal sets and basis

Section 6.2 Orthogonal Sets

Consider a set of vectors{u1,u2, . . . ,up

}in Rn. If each pair of

distinct vectors from the set is orthogonal (that is u1 �u2 = 0,u1 �u3 = 0, u2 �u3 = 0 etc etc) then the set is called an orthogonalset.

Page 57: Orthogonal sets and basis

Example 2 section 6.2

Decide whether the set

1−21

,

012

,

−5−21

is orthogonal.

1−21

012

= (1)(0)+ (−2)(1)+ (1)(2)=−2+2= 0

012

−5−21

= (0)(−5)+ (1)(−2)+ (2)(1)=−2+2= 0

1−21

−5−21

= (1)(−5)+ (−2)(−2)+ (1)(1)=−5+4+1= 0

Since all pairs are orthogonal, we have an orthogonal set. (If onepair fails, and all other pairs are orthogonal, it FAILS to be anorthogonal set)

Page 58: Orthogonal sets and basis

Example 2 section 6.2

Decide whether the set

1−21

,

012

,

−5−21

is orthogonal.

1−21

012

= (1)(0)+ (−2)(1)+ (1)(2)=−2+2= 0

012

−5−21

= (0)(−5)+ (1)(−2)+ (2)(1)=−2+2= 0

1−21

−5−21

= (1)(−5)+ (−2)(−2)+ (1)(1)=−5+4+1= 0

Since all pairs are orthogonal, we have an orthogonal set. (If onepair fails, and all other pairs are orthogonal, it FAILS to be anorthogonal set)

Page 59: Orthogonal sets and basis

Example 2 section 6.2

Decide whether the set

1−21

,

012

,

−5−21

is orthogonal.

1−21

012

= (1)(0)+ (−2)(1)+ (1)(2)=−2+2= 0

012

−5−21

= (0)(−5)+ (1)(−2)+ (2)(1)=−2+2= 0

1−21

−5−21

= (1)(−5)+ (−2)(−2)+ (1)(1)=−5+4+1= 0

Since all pairs are orthogonal, we have an orthogonal set. (If onepair fails, and all other pairs are orthogonal, it FAILS to be anorthogonal set)

Page 60: Orthogonal sets and basis

Example 2 section 6.2

Decide whether the set

1−21

,

012

,

−5−21

is orthogonal.

1−21

012

= (1)(0)+ (−2)(1)+ (1)(2)=−2+2= 0

012

−5−21

= (0)(−5)+ (1)(−2)+ (2)(1)=−2+2= 0

1−21

−5−21

= (1)(−5)+ (−2)(−2)+ (1)(1)=−5+4+1= 0

Since all pairs are orthogonal, we have an orthogonal set. (If onepair fails, and all other pairs are orthogonal, it FAILS to be anorthogonal set)

Page 61: Orthogonal sets and basis

Orthogonal set and Linear Independence

Theorem

Let S = {u1,u2, . . . ,up

}be an orthogonal set of NONZERO vectors

in Rn. S is linearly independent and is a basis for the subspace

spanned (generated) by S.

Make sure that the zero vector is NOT in the set. Otherwise theset is linearly dependent.

Remember the de�nition of basis? For any subspace W of Rn, a setof vectors that

1. spans W and

2. is linearly independent

Page 62: Orthogonal sets and basis

Orthogonal set and Linear Independence

Theorem

Let S = {u1,u2, . . . ,up

}be an orthogonal set of NONZERO vectors

in Rn. S is linearly independent and is a basis for the subspace

spanned (generated) by S.

Make sure that the zero vector is NOT in the set. Otherwise theset is linearly dependent.

Remember the de�nition of basis? For any subspace W of Rn, a setof vectors that

1. spans W and

2. is linearly independent

Page 63: Orthogonal sets and basis

Orthogonal set and Linear Independence

Theorem

Let S = {u1,u2, . . . ,up

}be an orthogonal set of NONZERO vectors

in Rn. S is linearly independent and is a basis for the subspace

spanned (generated) by S.

Make sure that the zero vector is NOT in the set. Otherwise theset is linearly dependent.

Remember the de�nition of basis? For any subspace W of Rn, a setof vectors that

1. spans W and

2. is linearly independent

Page 64: Orthogonal sets and basis

Orthogonal Basis

An orthogonal basis for a subspace W of Rn is a set

1. spans W and

2. is linearly independent and

3. is orthogonal

Theorem

Let{u1,u2, . . . ,up

}be an orthogonal basis for a subspace W of Rn.

For each y in W , the weights in the linear combination

y= c1u1+c2u2+ . . .+cpup

are given by

c1 = y �u1u1 �u1

,c2 = y �u2u2 �u2

,c3 = y �u3u3 �u3

. . .

Page 65: Orthogonal sets and basis

Orthogonal Basis

An orthogonal basis for a subspace W of Rn is a set

1. spans W and

2. is linearly independent and

3. is orthogonal

Theorem

Let{u1,u2, . . . ,up

}be an orthogonal basis for a subspace W of Rn.

For each y in W , the weights in the linear combination

y= c1u1+c2u2+ . . .+cpup

are given by

c1 = y �u1u1 �u1

,c2 = y �u2u2 �u2

,c3 = y �u3u3 �u3

. . .

Page 66: Orthogonal sets and basis

Orthogonal Basis

If we have an orthogonal basis

1. Computing the weights in the linear combination becomesmuch easier.

2. No need for augmented matrix/ row reductions.

Page 67: Orthogonal sets and basis

Example 8, section 6.2Show that {u1,u2} is an orthogonal basis and express x as a linear

combination of the u's where u1 =[31

],u2 =

[ −26

],x=

[ −63

]

Solution: You must verify whether the set is orthogonal.[31

]�[ −2

6

]= (3)(−2)+ (1)(6)= 0

. So we have an orthogonal set. By the theorem, we also have anorthogonal basis.

To �nd the weights so that we can expressx= c1u1+c2u2, we need

x �u1 =[ −6

3

]�[31

]=−18+3=−15

u1 �u1 =[31

]�[31

]= 9+1= 10

Page 68: Orthogonal sets and basis

Example 8, section 6.2Show that {u1,u2} is an orthogonal basis and express x as a linear

combination of the u's where u1 =[31

],u2 =

[ −26

],x=

[ −63

]

Solution: You must verify whether the set is orthogonal.[31

]�[ −2

6

]= (3)(−2)+ (1)(6)= 0

. So we have an orthogonal set. By the theorem, we also have anorthogonal basis. To �nd the weights so that we can expressx= c1u1+c2u2, we need

x �u1 =[ −6

3

]�[31

]=−18+3=−15

u1 �u1 =[31

]�[31

]= 9+1= 10

Page 69: Orthogonal sets and basis

Example 8, section 6.2

c1 = x �u1u1 �u1

= −1510

=−1.5

x �u2 =[ −6

3

]�[ −2

6

]= 12+18= 30

u2 �u2 =[ −2

6

]�[ −2

6

]= 4+36= 40

c2 = x �u2u2 �u2

= 30

40= 0.75

Thusx=−1.5u1+0.75u2.

Page 70: Orthogonal sets and basis

Example 8, section 6.2

c1 = x �u1u1 �u1

= −1510

=−1.5

x �u2 =[ −6

3

]�[ −2

6

]= 12+18= 30

u2 �u2 =[ −2

6

]�[ −2

6

]= 4+36= 40

c2 = x �u2u2 �u2

= 30

40= 0.75

Thusx=−1.5u1+0.75u2.

Page 71: Orthogonal sets and basis

Example 8, section 6.2

c1 = x �u1u1 �u1

= −1510

=−1.5

x �u2 =[ −6

3

]�[ −2

6

]= 12+18= 30

u2 �u2 =[ −2

6

]�[ −2

6

]= 4+36= 40

c2 = x �u2u2 �u2

= 30

40= 0.75

Thusx=−1.5u1+0.75u2.

Page 72: Orthogonal sets and basis

Example 10, section 6.2

Show that {u1,u2,u3} is an orthogonal basis for R3 and express x asa linear combination of the u's where

u1 = 3

−30

,u2 = 2

2−1

,u3 = 1

14

,x= 5

−31

Solution: You must verify whether the set is orthogonal (check allpairs). 3

−30

114

= (3)(1)+ (−3)(1)+ (0)(4)= 0

. 114

22−1

= (1)(2)+ (1)(2)+ (4)(−1)= 0

Page 73: Orthogonal sets and basis

Example 10, section 6.2

3−30

22−1

= (3)(2)+ (−3)(2)+ (0)(4)= 0

. So we have an orthogonal set. By the theorem, we also have anorthogonal basis. To �nd the weights so that we can expressx= c1u1+c2u2+c3u3, we need

x �u1 = 5

−31

3−30

= 15+9= 24

u1 �u1 = 3

−30

3−30

= 9+9= 18

c1 = x �u1u1 �u1

= 24

18= 4

3

Page 74: Orthogonal sets and basis

Example 10, section 6.2

3−30

22−1

= (3)(2)+ (−3)(2)+ (0)(4)= 0

. So we have an orthogonal set. By the theorem, we also have anorthogonal basis. To �nd the weights so that we can expressx= c1u1+c2u2+c3u3, we need

x �u1 = 5

−31

3−30

= 15+9= 24

u1 �u1 = 3

−30

3−30

= 9+9= 18

c1 = x �u1u1 �u1

= 24

18= 4

3

Page 75: Orthogonal sets and basis

Example 10, section 6.2

x �u2 = 5

−31

22−1

= 10−6−1= 3

u2 �u2 = 2

2−1

22−1

= 4+4+1= 9

c2 = x �u2u2 �u2

= 3

9= 1

3

Page 76: Orthogonal sets and basis

x �u3 = 5

−31

114

= 5−3+4= 6

u3 �u3 = 1

14

114

= 1+1+16= 18

c3 = x �u3u3 �u3

= 6

18= 1

3

Thus

x= 4

3u1+ 1

3u2+ 1

3u3.

Page 77: Orthogonal sets and basis

Section 6.2 Orthonormal Sets

Consider a set of vectors{u1,u2, . . . ,up

}. If this is an orthogonal

set (pairwise dot product =0) AND if each vector is a unit vector(length 1), the set is called an orthonormal set. A basis formed byorthonormal vectors is called an orthonormal basis (linearlyindependent by the same theorem we saw earlier).

Page 78: Orthogonal sets and basis

Example 20 section 6.2

Decide whether the set u= −2/3

1/32/3

,v= 1/3

2/30

is an

orthonormal set. If only orthogonal, normalize the vectors toproduce an orthonormal set.

−2/31/32/3

1/32/30

=−2

3+ 2

3+0= 0

The set is orthogonal. Find the length of each vector to checkwhether it is orthonormal.

‖u‖ =pu �u=

√4

9+ 1

9+ 4

9

‖u‖ =pu �u=

√4

9+ 1

9+ 4

9=

√9

9= 1.

Thus u has unit length.

Page 79: Orthogonal sets and basis

Example 20 section 6.2

Decide whether the set u= −2/3

1/32/3

,v= 1/3

2/30

is an

orthonormal set. If only orthogonal, normalize the vectors toproduce an orthonormal set. −2/3

1/32/3

1/32/30

=−2

3+ 2

3+0= 0

The set is orthogonal. Find the length of each vector to checkwhether it is orthonormal.

‖u‖ =pu �u=

√4

9+ 1

9+ 4

9

‖u‖ =pu �u=

√4

9+ 1

9+ 4

9=

√9

9= 1.

Thus u has unit length.

Page 80: Orthogonal sets and basis

Example 20 section 6.2

Decide whether the set u= −2/3

1/32/3

,v= 1/3

2/30

is an

orthonormal set. If only orthogonal, normalize the vectors toproduce an orthonormal set. −2/3

1/32/3

1/32/30

=−2

3+ 2

3+0= 0

The set is orthogonal. Find the length of each vector to checkwhether it is orthonormal.

‖u‖ =pu �u=

√4

9+ 1

9+ 4

9

‖u‖ =pu �u=

√4

9+ 1

9+ 4

9=

√9

9= 1.

Thus u has unit length.

Page 81: Orthogonal sets and basis

Example 20 section 6.2

‖v‖ =pv �v=

√1

9+ 4

9+0=

p5p9=

p5

3.

Since this is not of unit length we have to divide each component

of v by its length which isp5

3. This gives

1

3/p5

3

2

3/p5

3

0

=

1p52p5

0


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