Lecture 39
Lecture 39
in Rn is said to be an
orthogonal set if each pair
of distinct vectors from the
set is orthogonal, i.e.
ui u j 0 whenever i j.
Show that {u1, u2, u3} is an
orthogonal set, where
3 1 1 2
u1 1 , u2 2 , u3 2
1 1 7 2
If S = {u1, …, up} is an
orthogonal set of nonzero
vectors in Rn, then S is
linearly independent and
hence is a basis for the
subspace spanned by S.
…
If 0 = c1u1 +…+cpup for some
scalars c1, …, cp, then
0 0 u1 (c1u1 c2 u2 c p u p ) u1
(c1u1 ) u1 (c2 u2 ) u1 (c p u p ) u1
c1 (u1 u1 ) c2 (u2 u1 ) c p (u p u1 )
c1 (u1 u1 )
…
Since u1 is nonzero, u1.u1
is not zero and so c1= 0.
Similarly, c2, …, cp must be
zero. Thus S is linearly
independent.
An orthogonal basis
for a subspace W of
R is a basis for W
n
that is also an
orthogonal set.
Let {u1, …, up} be an
orthogonal basis for a
subspace W of Rn. Then
each y in W has a
unique representation
as a linear combination
of u1, …, up. …
In fact, if
y c1u1 c p u p
y u j
Then c j ( j 1,..., p )
u j u j
…
y u1 (c1u1 c2 u2 c p u p ) u1
c1 (u1 u1 )
Since u1.u1 is not zero, the
equation above can be solved
for c1. To find cj for j = 2, …, p,
compute y.uj and solve for cj.
The set S = {u1, u2, u3} as
in Ex.1 is an orthogonal
basis for R3. Express the
vector y as a linear
combination of the
vectors in S, where T
y 6 1 8 …
y u1 11, y u2 12, y u3 33
u1 u1 11, u2 u2 6, u3 u3 33 2
y u1 y u2 y u3
y u1 u2 u3
u1 u1 u2 u2 u3 u3
11 12 33
u1 u2 u3 u1 2u2 2u3
11 6 33 2
7 4
Let y and u .
6 2
Find the orthogonal projection
of y onto u. Then write y as the
sum of two orthogonal
vectors, one in Span {u} and
one orthogonal to u. …
Find the distance in Figure
below from y to L.
x2
y
L= Span {u}
y ˆy 2
u ŷ
x1
1 8
The distance from y to L is the
length of the perpendicular
line segment from y to the
orthogonal projection ŷ .
This length equals the length
of y yˆ . Thus the distance is
2 2
y yˆ ( 1) 2 5
A set {u1, …, up} is
an Orthonormal set
if it is an orthogonal
set of unit vectors.
If W is the subspace
spanned by an
orthonormal set
{u1, …, up}, then it is an
Orthonormal basis for W
The simplest example of an
Orthonormal set is the
standard basis {e1, …, en}
for Rn. Any nonempty
subset of {e1, …, en} is
orthonormal, too.
Show that {v1, v2, v3} is an
orthonormal basis of R3,
where
3 11 1 6 1 66
v1 1 11 , v 2 2 6 , v 3 4 66
1 11 1 6 7 6
An m x n matrix U
has orthonormal
columns iff
U U = I.
T
Let U be an m x n matrix with
orthonormal columns, and let
x and y be in Rn. Then
a. Ux x
b. (Ux ) (Uy ) x y
c. (Ux ) (Uy ) 0 iff x y 0.
1 2 23
2
Let U 1 2 2 3 and x .
0 3
13
Verify that Ux x .
…
Notice that U has orthonormal
columns and
1 2 23
1 2 1 2 0 1 0
U T U 1 2 2 3
2 3 2 3 1 3 0 0 1
13
…
1 2 23 3
2
Ux 1 2 2 3 1
0 3
13 1
Ux 9 1 1 11
x 2 9 11