Announcements Monday, November 19

Transcription

1 Announcements Monday, November 19 You should already have the link to view your graded midterm online. Course grades will be curved at the end of the semester. The percentage of A s, B s, and C s to be awarded depends on many factors, and will not be determined until all grades are in. Individual exam grades are not curved. Send regrade requests by tomorrow. WeBWorK 6.6, 7.1, 7.2 are due the Wednesday after Thanksgiving. No more quizzes! My office is Skiles 244 and Rabinoffice hours are: Mondays, 12 1pm; Wednesdays, 1 3pm. (But not this Wednesday.)

2 Section 7.2 Orthogonal Complements

3 Orthogonal Complements Definition Let W be a subspace of R n. Its orthogonal complement is W = { v in R n v w = 0 for all w in W } read W perp. Pictures: W is orthogonal complement A T is transpose The orthogonal complement of a line in R 2 is the perpendicular line. [interactive] W W The orthogonal complement of a line in R 3 is the perpendicular plane. [interactive] W W The orthogonal complement of a plane in R 3 is the perpendicular line. [interactive] W W

4 Poll Poll Let W be a 2-plane in R 4. How would you describe W? A. The zero space {0}. B. A line in R 4. C. A plane in R 4. D. A 3-dimensional space in R 4. E. All of R 4. For example, if W is the xy-plane, then W is the zw-plane: x 0 y 0 0 z = 0. 0 w

5 Orthogonal Complements Basic properties Let W be a subspace of R n. Facts: 1. W is also a subspace of R n 2. (W ) = W 3. dim W + dim W = n 4. If W = Span{v 1, v 2,..., v m}, then W = all vectors orthogonal to each v 1, v 2,..., v m = { x in R n x v i = 0 for all i = 1, 2,..., m } v T 1 = Nul v2 T... vm T Let s check 1. Is 0 in W? Yes: 0 w = 0 for any w in W. Suppose x, y are in W. So x w = 0 and y w = 0 for all w in W. Then (x + y) w = x w + y w = = 0 for all w in W. So x + y is also in W. Suppose x is in W. So x w = 0 for all w in W. If c is a scalar, then (cx) w = c(x 0) = c(0) = 0 for any w in W. So cx is in W.

6 Orthogonal Complements Computation 1 1 Problem: if W = Span 1, 1, compute W. 1 1 By property 4, we have to find the null space of the matrix whose rows are ( ) and ( ), which we did before: Nul ( ) = Span [interactive] v T 1 Span{v 1, v 2,..., v m} = Nul v2 T.. vm T

7 Orthogonal Complements Row space, column space, null space Definition The row space of an m n matrix A is the span of the rows of A. It is denoted Row A. Equivalently, it is the column space of A T : It is a subspace of R n. Row A = Col A T. We showed before that if A has rows v T 1, v T 2,..., v T m, then Hence we have shown: Fact: (Row A) = Nul A. Span{v 1, v 2,..., v m} = Nul A. Replacing A by A T, and remembering Row A T = Col A: Fact: (Col A) = Nul A T. Using property 2 and taking the orthogonal complements of both sides, we get: Fact: (Nul A) = Row A and Col A = (Nul A T ).

8 Orthogonal Complements Reference sheet Orthogonal Complements of Most of the Subspaces We ve Seen For any vectors v 1, v 2,..., v m: v T 1 Span{v 1, v 2,..., v m} = Nul v2 T.. vm T For any matrix A: Row A = Col A T and (Row A) = Nul A (Col A) = Nul A T Row A = (Nul A) Col A = (Nul A T ) For any other subspace W, first find a basis v 1,..., v m, then use the above trick to compute W = Span{v 1,..., v m}.

9 Section 7.3 Orthogonal Projections

10 Best Approximation Suppose you measure a data point x which you know for theoretical reasons must lie on a subspace W. x x y y W Due to measurement error, though, the measured x is not actually in W. Best approximation: y is the closest point to x on W. How do you know that y is the closest point? The vector from y to x is orthogonal to W : it is in the orthogonal complement W.

11 Orthogonal Decomposition Theorem Every vector x in R n can be written as x = x W + x W for unique vectors x W in W and x W in W. The equation x = x W + x W is called the orthogonal decomposition of x (with respect to W ). The vector x W is the orthogonal projection of x onto W. The vector x W is the closest vector to x on W. x [interactive 1] [interactive 2] x W x W W

12 Orthogonal Decomposition Justification Theorem Every vector x in R n can be written as x = x W + x W for unique vectors x W in W and x W in W. Why? Uniqueness: suppose x = x W + x W = x W + x W for x W, x W in W and x W, x W in W. Rewrite: x W x W = x W x W. The left side is in W, and the right side is in W, so they are both in W W. But the only vector that is perpendicular to itself is the zero vector! Hence 0 = x W x W = x W = x W 0 = x W x W = x W = x W Existence: We will compute the orthogonal decomposition later using orthogonal projections.

13 Orthogonal Decomposition Example Let W be the xy-plane in R 3. Then W is the z-axis x = 1 = x W = 1 x W = a a 0 x = b = x W = b x W = 0. c 0 c This is just decomposing a vector into a horizontal component (in the xy-plane) and a vertical component (on the z-axis). x x W x W W [interactive]

14 Orthogonal Decomposition Computation? Problem: Given x and W, how do you compute the decomposition x = x W + x W? Observation: It is enough to compute x W, because x W = x x W.

15 The A T A trick Theorem (The A T A Trick) Let W be a subspace of R n, let v 1, v 2,..., v m be a spanning set for W (e.g., a basis), and let A = v 1 v 2 v m. Then for any x in R n, the matrix equation A T Av = A T x (in the unknown vector v) is consistent, and x W = Av for any solution v. Recipe for Computing x = x W + x W Write W as a column space of a matrix A. Find a solution v of A T Av = A T x (by row reducing). Then x W = Av and x W = x x W.

16 The A T A Trick Example Problem: Compute the orthogonal projection of a vector x = (x 1, x 2, x 3) in R 3 onto the xy-plane. First we need a basis for the xy-plane: let s choose e 1 = 0 e 2 = 1 A = Then A T A = ( ) 1 0 = I A T x 1 x 2 = x 3 ( ) 1 ( ) x x 2 x1 =. x x 2 3 Then A T Av = v and A T x = ( x 1 ) x 2, so the only solution of A T Av = A T x is v = ( x 1 ) x 2. Therefore, x W = Av = A ( x1 x 2 ) 1 0 = ( x1 x 2 ) x 1 =. x 2 0

17 The A T A Trick Another Example Problem: Let 1 x 1 x = 2 W = x 2 in R 3 x1 x 2 + x 3 = 0. 3 x 3 Compute the distance from x to W. The distance from x to W is x W, so we need to compute the orthogonal projection. First we need a basis for W = Nul ( ). This matrix is in RREF, so the parametric form of the solution set is x 1 = x 2 x 3 x 2 = x 2 x 3 = x 3 PVF Hence we can take a basis to be 1 1 1, x x 2 = x x 3 0. x A =

18 The A T A Trick Another Example, Continued Problem: Let 1 x 1 x = 2 W = x 2 in R 3 x1 x 2 + x 3 = 0. 3 x 3 Compute the distance from x to W. We compute A T A = ( 2 ) A T x = ( ) 3. 2 To solve A T Av = A T x we form an augmented matrix and row reduce: ( ) ( ) RREF 1 0 8/3 v = 1 ( ) /3 3 7 x W = Av = x 3 W = x x W = The distance is x W = [interactive]

19 The A T A trick Proof Theorem (The A T A Trick) Let W be a subspace of R n, let v 1, v 2,..., v m be a spanning set for W (e.g., a basis), and let A = v 1 v 2 v m. Then for any x in R n, the matrix equation A T Av = A T x (in the unknown vector v) is consistent, and x W = Av for any solution v. Proof: Let x = x W + x W. Then x W is in W = Nul(A T ), so A T x W = 0. Hence A T x = A T (x W + x W ) = A T x W + A T x W = A T x W. Since x W is in W = Span{v 1, v 2,..., v m}, we can write x W = c 1v 1 + c 2v c mv m. If v = (c 1, c 2,..., c m) then Av = x W, so A T x = A T x W = A T Av.

20 Orthogonal Projection onto a Line Problem: Let L = Span{u} be a line in R n and let x be a vector in R n. Compute x L. We have to solve u T uv = u T x, where u is an n 1 matrix. But u T u = u u and u T x = u x are scalars, so v = u x u u Projection onto a Line = x L = uv = u x u u u. The projection of x onto a line L = Span{u} is x L = u x u u u x L = x x L. x L L x u x L = u x u u u

21 Orthogonal Projection onto a Line Example Problem: Compute the orthogonal projection of x = ( ) 6 4 onto the line L spanned by u = ( 3 2), and find the distance from u to L. x L = x u u u u = ( ) 3 = ( ) 3 2 x L = x x L = 1 13 ( ) The distance from x to L is x L = ( ) 6 4 ( 3 2) L 10 ( ) [interactive]

22 Summary Let W be a subspace of R n. The orthogonal complement W is the set of all vectors orthogonal to everything in W. We have (W ) = W and dim W + dim W = n. Row A = Col A T, (Row A) = Nul A, Row A = (Nul A), (Col A) = Nul A T, Col A = (Nul A T ). Orthogonal decomposition: any vector x in R n can be written in a unique way as x = x W + x W for x W in W and x W in W. The vector x W is the orthogonal projection of x onto W. The vector x W is the closest point to x in W : it is the best approximation. The distance from x to W is x W. If W = Col A then to compute x W, solve the equation A T Av = A T x; then x W = Av. If W = L = Span{u} is a line then x L = u x u u u.