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Asgn2 LST

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346 CHAPTER 6 Orthogonality and Least Squares

SOLUTION
2p 3 2 3
1=p2 2=3  p  3
2
U x D 4 1= 2 2=3 5 D 4 15
3
0 1=3 1
p p
kU xk D 9 C 1 C 1 D 11
p p
kxk D 2 C 9 D 11
Theorems 6 and 7 are particularly useful when applied to square matrices. An
orthogonal matrix is a square invertible matrix U such that U 1 D U T . By Theo-
rem 6, such a matrix has orthonormal columns.1 It is easy to see that any square matrix
with orthonormal columns is an orthogonal matrix. Surprisingly, such a matrix must
have orthonormal rows, too. See Exercises 27 and 28. Orthogonal matrices will appear
frequently in Chapter 7.

EXAMPLE 7 The matrix


2p p p 3
3= 11 1=p6 1=p66
6 p 7
U D 4 1= 11 2=p6 4=p66 5
p
1= 11 1= 6 7= 66
is an orthogonal matrix because it is square and because its columns are orthonormal,
by Example 5. Verify that the rows are orthonormal, too!

PRACTICE PROBLEMS
 p   p 
1=p5 2=p5
1. Let u1 D and u2 D . Show that fu1 ; u2 g is an orthonormal basis
2= 5 1= 5
for R2 .
2. Let y and L be as in Example
  3 and Figure 3. Compute the orthogonal projection yO
2
of y onto L using u D instead of the u in Example 3.
1
 p 
3 2
3. Let U and x be as in Example 6, and let y D . Verify that U x U y D x  y.
6
4. Let U be an n  n matrix with orthonormal columns. Show that det U D ±1.

6.2 EXERCISES
2 3 2 3 2 3 2 3 2 3 2 3
In Exercises 1–6, determine which sets of vectors are orthogonal. 3 1 3 5 4 3
2 3 2 3 2 3 2 3 2 3 2 3 6 27 6 37 687 6 47 6 17 6 37
1 5 3 1 0 5 5. 6 7 6
4 1 5, 4
7, 6 7 6. 6 7 6
4 0 5, 4
7, 6 7
35 475 3 4
5 55
1. 4 4 5, 4 2 5, 4 4 5 2. 4 2 5, 4 1 5, 4 2 5 3 4 0 3 8 1
3 1 7 1 2 1
In Exercises 7–10, show that fu1 ; u2 g or fu1 ; u2 ; u3 g is an orthog-
onal basis for R2 or R3 , respectively. Then express x as a linear
2 3 2 3 2 3 2 3 2 3 2 3 combination of the u’s.
2 6 3 2 0 4      
3. 4 7 5, 4 3 5, 4 1 5 4. 4 5 5, 4 0 5, 4 2 5 2 6 9
7. u1 D , u2 D , and x D
1 9 1 3 0 6 3 4 7

1A better name might be orthonormal matrix, and this term is found in some statistics texts. However,
orthogonal matrix is the standard term in linear algebra.

SECOND REVISED PAGES


6.2 Orthogonal Sets 347

     
3 2 6 b. If y is a linear combination of nonzero vectors from an
8. u1 D , u2 D , and x D
1 6 3 orthogonal set, then the weights in the linear combination
2 3 2 3 2 3 2 3 can be computed without row operations on a matrix.
1 1 2 8
9. u1 D 4 0 5, u2 D 4 4 5, u3 D 4 1 5, and x D 4 4 5 c. If the vectors in an orthogonal set of nonzero vectors are
1 1 2 3 normalized, then some of the new vectors may not be
2 3 2 3 2 3 2 3 orthogonal.
3 2 1 5 d. A matrix with orthonormal columns is an orthogonal
10. u1 D 4 3 5, u2 D 4 2 5, u3 D 4 1 5, and x D 4 3 5 matrix.
0 1 4 1
  e. If L is a line through 0 and if yO is the orthogonal projection
1 of y onto L, then kOyk gives the distance from y to L.
11. Compute the orthogonal projection of onto the line
7
 
4 24. a. Not every orthogonal set in Rn is linearly independent.
through and the origin.
2 b. If a set S D fu1 ; : : : ; up g has the property that ui  uj D 0
  whenever i ¤ j , then S is an orthonormal set.
1
12. Compute the orthogonal projection of onto the line c. If the columns of an m  n matrix A are orthonormal, then
1
  the linear mapping x 7! Ax preserves lengths.
1
through and the origin. d. The orthogonal projection of y onto v is the same as the
3
    orthogonal projection of y onto c v whenever c ¤ 0.
2 4
13. Let y D and u D . Write y as the sum of two e. An orthogonal matrix is invertible.
3 7
orthogonal vectors, one in Span fug and one orthogonal to u. 25. Prove Theorem 7. [Hint: For (a), compute kU xk2 , or prove
    (b) first.]
2 7
14. Let y D and u D . Write y as the sum of a vector 26. Suppose W is a subspace of Rn spanned by n nonzero
6 1
in Span fug and a vector orthogonal to u. orthogonal vectors. Explain why W D Rn .
   
3 8 27. Let U be a square matrix with orthonormal columns. Explain
15. Let y D and u D . Compute the distance from y to why U is invertible. (Mention the theorems you use.)
1 6
the line through u and the origin. 28. Let U be an n  n orthogonal matrix. Show that the rows of
    U form an orthonormal basis of Rn .
3 1
16. Let y D and u D . Compute the distance from y
9 2 29. Let U and V be n  n orthogonal matrices. Explain why
to the line through u and the origin. UV is an orthogonal matrix. [That is, explain why UV is
In Exercises 17–22, determine which sets of vectors are orthonor- invertible and its inverse is .UV /T .]
mal. If a set is only orthogonal, normalize the vectors to produce 30. Let U be an orthogonal matrix, and construct V by inter-
an orthonormal set. changing some of the columns of U . Explain why V is an
2 3 2 3 2 3 2 3 orthogonal matrix.
1=3 1=2 0 0
17. 4 1=3 5, 4 0 5 18. 4 1 5, 4 1 5 31. Show that the orthogonal projection of a vector y onto a line
1=3 1=2 0 0 L through the origin in R2 does not depend on the choice
   
2 3 2 3 of the nonzero u in L used in the formula for yO . To do this,
2=3 1=3
:6 :8 suppose y and u are given and yO has been computed by
19. , 20. 4 1=3 5, 4 2=3 5
:8 :6 formula (2) in this section. Replace u in that formula by c u,
2=3 0
where c is an unspecified nonzero scalar. Show that the new
2 p 3 2 p 3 2 3 formula gives the same yO .
1=p10 3=p10 0p
21. 4 3=p20 5, 4 1=p20 5, 4 1=p2 5 32. Let fv1 ; v2 g be an orthogonal set of nonzero vectors, and let
3= 20 1= 20 1= 2 c1 , c2 be any nonzero scalars. Show that fc1 v1 ; c2 v2 g is also
2 p 3 2 p 3 2 3 an orthogonal set. Since orthogonality of a set is defined in
1=p18 1= 2 2=3 terms of pairs of vectors, this shows that if the vectors in
22. 4 4=p18 5, 4 0p 5, 4 1=3 5 an orthogonal set are normalized, the new set will still be
1= 18 1= 2 2=3 orthogonal.
In Exercises 23 and 24, all vectors are in Rn . Mark each statement 33. Given u ¤ 0 in Rn , let L D Span fug. Show that the mapping
True or False. Justify each answer. x 7! projL x is a linear transformation.
23. a. Not every linearly independent set in Rn is an orthogonal 34. Given u ¤ 0 in Rn , let L D Span fug. For y in Rn , the
set. reflection of y in L is the point reflL y defined by

SECOND REVISED PAGES


348 CHAPTER 6 Orthogonality and Least Squares

2 3
reflL y D 2 projL y y 6 3 6 1
6 1 2 1 67
See the figure, which shows that reflL y is the sum of 6 7
6 3 6 3 27
yO D projL y and yO y. Show that the mapping y 7! reflL y 6 7
6 6 3 6 17
is a linear transformation. AD6
6
7
6 2 1 2 377
x2 6
y 6 3 6 3 277
4 2 1 2 35
L = Span{u}
1 2 1 6

ref l L y 36. [M] In parts (a)–(d), let U be the matrix formed by normal-
y – yˆ u izing each column of the matrix A in Exercise 35.
a. Compute U TU and U U T . How do they differ?
x1
b. Generate a random vector y in R8 , and compute
p D U U Ty and z D y p. Explain why p is in Col A.
yˆ – y Verify that z is orthogonal to p.
The reflection of y in a line through the origin. c. Verify that z is orthogonal to each column of U .
35. [M] Show that the columns of the matrix A are orthogonal d. Notice that y D p C z, with p in Col A. Explain why z is
by making an appropriate matrix calculation. State the calcu- in .Col A/? . (The significance of this decomposition of
lation you use. y will be explained in the next section.)

SOLUTIONS TO PRACTICE PROBLEMS

1. The vectors are orthogonal because


u1  u2 D 2=5 C 2=5 D 0
They are unit vectors because
p p
ku1 k2 D . 1= 5/2 C .2= 5/2 D 1=5 C 4=5 D 1
p p
ku2 k2 D .2= 5/2 C .1= 5/2 D 4=5 C 1=5 D 1
In particular, the set fu1 ; u2 g is linearly independent, and hence is a basis for R2 since
there are two
 vectors
 in the set.

7 2
2. When y D and u D ,
6 1
     
yu 20 2 2 8
Oy D uD D4 D
uu 5 1 1 4
This is the same yO found in Example 3. The orthogonal projection does not seem to
depend on the u chosen on the line. See Exercise 31.
2 p 3 2 3
1=p2 2=3  p  1
3 2
3. U y D 4 1= 2 2=3 5 D 4 75
6
0 1=3 2
2 3
p  3
2
Also, from Example 6, x D and U x D 4 1 5. Hence
3
1
U x U y D 3 C 7 C 2 D 12; and x  y D 6 C 18 D 12
4. Since U is an n  n matrix with orthonormal columns, by Theorem 6, U T U D I .
Taking the determinant of the left side of this equation, and applying Theorems 5
and 6 from Section 3.2 results in det U T U D .det U T /.det U / D .det U /.det U / D
Mastering: Orthogonal .det U /2 . Recall det I D 1. Putting the two sides of the equation back together results
SG
Basis 6–4 in (det U )2 D 1 and hence det U D ±1.

SECOND REVISED PAGES

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