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Lecture 40

Calculus Presentation 40

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5 views23 pages

Lecture 40

Calculus Presentation 40

Uploaded by

thedarkobliteration
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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The orthogonal projection

of a point in R2 onto a line


through the origin has an
important analogue in Rn.
…
Given a vector y and a
subspace W in Rn, there is a
vector ŷ in W such that
(1) ŷ is the unique vector in W
for which y – ŷ is orthogonal
to W, and
(2) ŷ is the unique vector in W
closest to y. …
 y

0  ŷ
Figure …
We observe that whenever a
vector y is written as a linear
combination of vectors u1, …,
un in a basis of Rn, the terms in
the sum for y can be grouped
into two parts so that y can be
written as y = z1 + z2 …
where z1 is a linear combination
of some of the ui, and z2 is a
linear combination of the rest
of the ui.
This idea is particularly useful
when {u1,…, un} is an
orthogonal basis.
Let {u1, …, u5} be an
orthogonal basis for R5 and let
y c1u1    c5 u5
Consider the subspace W =
Span {u1, u2}, and write y as the
sum of a vectorz1 in W and a
W
vector z2 in .
Let W be a subspace of Rn.
Then each y in R can be
n

written uniquely in the form


y  yˆ  z

where ŷ is in W and z is in W.
…
In fact, if {u1, …, up} is any
orthogonal basis of W, then
y u1 y u p
yˆ  u1    up
u1 u1 u p u p
and z = y – ŷ . The vector ŷ is
called the orthogonal
projection of y onto W and
often is written as projw y.
z = y - yˆ  y

0  ŷ Projw y
Orthogonal Projection
of y on to W.
 2   2  1
     
Let u1  5  , u2  1  , and y  2  .
  1  1   3 
Observe that {u1, u2} is an
orthogonal basis for W = Span
{u1, u2}. Write y as the sum of a
vector in W and a vector
orthogonal to W.
Let W be a subspace of Rn, y
any vector in Rn, and ŷ the
orthogonal projection of y
onto W. Then ŷ is the closest
point in W to y, in the sense
that y  yˆ  y  v for all v in
W distinct from ŷ . …
The vector ŷ in this
theorem is called the best
approximation to y by
elements of W.
 2   2  1
     
If u1  5  , u2  1  , y  2  ,
  1  1   3 

and W = Span {u1, u2}, then the


closest point in W to y is
  2 5
y u1 y u2  
ˆy  u1  u2  2 
u1 u1 u2 u2
 1 5 
The distance from a
point y in R to a
n

subspace W is defined
as the distance from y to
the nearest point in W.
…
Find the distance from
y to W = Span{u1, u2},
where
  1  5 1
    
y   5 , u1   2  , u2  2  
 10   1    1
If {u1 , ..., u p } is an orthonormal
n
basis for a subspace W of R , then
projw y ( y u1 )u1  ( y u2 )u2    ( y u p )u p
If U = [u1 u2 ... u p ],
T n
then projw y UU y  y in R
  7   1   9
     
Let u1  1  , u2  1  , y  1  ,
 4    2   6 
and W = Span{u1, u2}. Use the fact
that u1 and u2 are orthogonal to
compute projw y.
y.u1 y.u2 88 2
Projw y  u1  u2  u1  u2
u1.u1 u2 .u2 66 6
  7   1   9 
4  1   
  1    1   1   y
3 3
 4    2   6 
In this case y happens to be a
linear combination of u1 and u2,
so y is in W. The closest point
in W to y is y itself.

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