Math 1180, Notes, 14 1 C. v 1 v n v 2. C A ; w n. A and w = v i w i : v w = i=1

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1 Math 8, 9 Notes, 4 Orthogonality We now start using the dot product a lot. v v = v v n then by Recall that if w w ; w n and w = v w = nx v i w i : Using this denition, we dene the \norm", or length, of a vector v = i= v jjvjj = p ux v v = t n vi : i= v v v n If v = ; then we can \normalize" v by letting u = pointing in the same direction as v. jjvjj v. This is a vector of length s examples ofvectors of length in R we have the canonical basis vectors e = ; e = ;and e =. Recall also the denition of orthogonality: Denition Two vectors, v and w, in R n are called \orthogonal" if the dot product, v w = :

2 We see that each of the canonical basis vectors e ; e ; and e is orthogonal to the other two. This turns out to be an important and useful property, which leads to a denition: Denition n orthonormal basis for R n is a basis fu ; :::; u n g which has the additional two properties that (a) u i u j = if i = j, and (b) jju i jj = for i = ; ::; n. Note that these can be combined into the statement that if i = j u i u j = if i = j : n important fact is that if V is an subspace of dimension k, and if fv ; :::; v k g is a set of mutually orthogonal non-zero vectors (u i u j = if i = j), then this set of vectors is automatically linearly independent. The trick for proving this is very important in this subject, so I give it here: Theorem 5.5. If fv ; :::; v k g is a set of nonzero mutually orthogonal vectors in a subspace V; then it is a basis for its span. Proof: We only need to show that the vectors are linearly independent. Suppose that kx c i v i = : Then ut then = v v i= kx c i v i = : i= kx c i v i = i= kx c i v v i = c v v i= because v is orthogonal to v i if i =. Since v is nonzero, we must have c = : Similarly, taking the inner product of each v j with k P i= c i v i ; we obtain c j = for each i: Hence fv ; :::; v k g is a linearly independent set and so a basis of whatever vector space it spans. y normalizing each vector we could get an orthonormal basis.

3 For example, in R we have the standard basis, which is orthonormal: (!!) ut another orthonormal basis is that is any number. is an orthonormal basis. Then cos sin p p ; ; sin cos p p ; : More generally, suppose. Sometimes we don't care muchif the vectors in the basis are normalized. example, we would say that ; is an \orthogonal basis". For Now suppose that V = R n ; and suppose that fv ; :::; v n g is an orthonormal basis for R n : Then associated with this basis we have an n n matrix Q whose columns are the vectors v ; :::; v n. The matrix Q T has the same vectors as its rows (actually, the transpose of these vectors). Since the vectors form an orthonormal set, it follows from the properties of matrix multiplication that Q T Q = I: Equivalently we could say that Q T = Q : Denition: matrix Q such that Q T Q = I is called an \orthogonal" matrix. Remark: You might think that such a Q should be called \orthonormal". You might be right { but it is not.. dvantage of orthonormal bases: Here is an example to show why orthonormal bases are useful. One important orthogonal (not orthonormal) basis of R n is called the \wavelet" basis. The wavelet basis of R 4 is 9 8> < ; ; ; :

4 We can easily make this into an orthonormal basis fu ; u ; u ; u 4 g ; where u = ; u = ; u = p ; u 4 = p Suppose we want to express some other vector v in terms of these vectors. We want to have v =c u + c u + c u + c 4 u 4 : One method for nding the c i is to set up four equations in four unknowns and solve, using Gaussian elimination. If the basis were not orthonormal, this is what we would have to do. ut since it is orthonormal, we can take the inner product hv; v j i using the above sum. s we saw earlier, we get v u j = c j u j u j = c j : So nding the four c j requires evaluating four dot products, which is much quicker than Gaussian elimination. Essentially a lot of the work of the Gaussian elimination was done in showing that the basis was orthonormal, and we don't have to repeat that each time we have a new v:. orthogonal projection Suppose that u and v are vectors in R n : For convenience, you can think of R ; for example. Then we dene the \projection of v onto u" as follows: u v p = proj u v = jjujj u: Notice that the quantity in parentheses is a scalar. So this is some multiple of u. To see why we choose this particular multiple, we consider the vector v p. Recall that this runs from the end of p to the end of v. Proposition The vector v p is orthogonal to u. Proof. We take the dot product of u and v p: u (v p) = u v u p = u v u = u v u v jjujj u u: 4 u v jjujj u

5 ut u u = jjujj ; so there is cancellation and we get on the right. This proves that v p is orthogonal to u. In the denition and in this proof, I did not assume that u was a unit vector. ut if it is, the formula becomes simpler, because jjujj = : We then get p = (u v) u: Now let's discuss a projection onto a plane in R. Suppose that u and u are unit vectors in R : Suppose also that they are orthogonal, so that u u = : Their span, span fu ; u g is a plane. Suppose that v is another vector. We want to nd a point p in span fu ; u g such that v p is orthogonal to both u and u. This will mean that it is orthogonal to every vector in the plane spanned by u and u. Since we are taking u and u to be unit vectors, the formula is fairly simple. Set p = (v u ) u + (v u ) u : Note that this is a linear combination of u and u ; because the dot products are scalars. We check: u (v p) = u v u p: lso, ut u u = and u u =. u p = (v u ) (u u ) + (v u ) (u u ) This means that u p = u v, or u (v p) = : Hence v p is orthogonal to u ; and in the same way we can show that it is orthogonal to u : The point p is the \orthogonal projection" of v onto span fu ; u g.. Gram-Schmidt procedure for nding an orthonormal basis. In an earlier section we saw that it is important to nd orthonormal bases. do we nd them? Here is the problem: How Given a basis fv ; :::; v n g of some subspace V of R m (where m n), nd an orthonormal basis fu ; :::; u n g : 5

6 The process for doing this is very famous and important. It is called the \Gram- Schmidt process." (The text explains that these authors were not the rst to invent it, however.) It is based on the orthogonal projection described above. The process is inductive. Set u = v : Now use u jjv jj ~u which is nonzero and orthogonal to u and then set u = ~u how to get ~u ; the rest will be easy to explain. and v to get a vector jj~u jj. Once we see The idea is to use projection. s we discussed earlier, we set and then ~u = v proj u v = v (v u ) u u = ~u jj~u jj : It is then clear that u is orthogonal to u and also has length : The next step is similar to what we did above in discussing a projection onto the span of two orthonormal vectors. We need to \project" v onto spanfu ; u g in such a way that v (the projection) is orthogonal to u and u : We saw that the formula is ~u = v (v u ) u (v u ) u The rest of the procedure continues in this way, as described in the text, and some examples are worked out there. - Here is an example. The vectors 8 < : ; ; 9 = ; form a basis for R. Starting from this basis, nd an orthonormal basis using the Gram-Schmidt method.

7 Solution: Let these vectors by v ; v ; v ; in the order given. Then u = ~u jj~u jj = p : ~u = v (v u ) u = = p p p p = p p p = p p p : Normalizing, we nd that u = p ~u = p ~u = = p p p p p p p p = Hence the orthonormal basis is 8 >< p p p ; p p p ; p p 9 You should check that these vectors are orthogonal to each other and of length. 7

8 Homework:. (9 pts.) (a) Verify that subspace of R 4 : 8 >< ; 8 >< V = x y z w ; j x + y + z + w = 9 is a basis for the following (b) Use the Gram-Schmidt process to nd an orthonormal basis for V. Hint: Make sure that the vectors in your answer are all orthogonal to each other, all of length, and all satisfy x + y + z + w = :. pg. 47, #. (Follow procedure in notes.). pg. 48, # 4. Find an orthonormal basis for the orthogonal complement of 8 9 x >< y z j x + z = and y w = : w 9 8