d i E Orthogonal and orthonormal basis a l l u d Dr. Abdulla - - PowerPoint PPT Presentation

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d i E Orthogonal and orthonormal basis a l l u d Dr. Abdulla - - PowerPoint PPT Presentation

Section 6.3 d i E Orthogonal and orthonormal basis a l l u d Dr. Abdulla Eid b A College of Science . r D MATHS 211: Linear Algebra Dr. Abdulla Eid (University of Bahrain) Orthogonal and orthonormal 1 / 13 Goal: d i E 1


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Section 6.3 Orthogonal and orthonormal basis

  • Dr. Abdulla Eid

College of Science

MATHS 211: Linear Algebra

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 1 / 13

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Goal:

1 Orthogonal and orthonormal basis. 2 Coordinates relatives to orthonormal basis. 3 Orthogonal Projection. 4 The Gram–Schmidt Process.

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 2 / 13

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Normalizing Procedure

Goal: To create a unit vector v ′ from a given vector v. v ′ = 1 ||v||v Check that v ′ indeed is a unit vector!

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 3 / 13

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Orthogonal Set

Definition 1

A set of vectors {v1v2, . . . , vn} is called orthogonal set if vi, vj = 0, for all i = j. A set if called orthonormal basis if it is orthogonal and each vector is a unit vector.

Example 2

Verify that v1 =   1 −1   , v2 =   3 3   , v3 =   2   is an orthogonal set. Find an orthonormal set.

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 4 / 13

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Orthogonality implies linearly independent

Theorem 3

If S = {v1, v2, . . . , vn} is an orthogonal set, then S is linearly independent.

Definition 4

A basis consisting of orthogonal vectors is called orthogonal basis. Similarly, a basis consisting of orthonormal vectors is called orthonormal basis.

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 5 / 13

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Relative coordinates to orthonormal basis

Theorem 5

(a) If S = {v1, v2, . . . , vn} is an orthogonal basis then u = c1v1 + · · · + cnvn with ci = u,vi

||vi||2 .

(b) In case S is orthonormal basis, then ci = u, vi. Proof: Consider ||u + v||2.

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 6 / 13

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Example 6

Verify that the vectors v1 =  

−3 5 4 5

  , v2 =  

4 5 3 5

  , v3 =   1   is an

  • rthogonal basis. Then write each of the following vectors as linear

combination of v1, v2, v3. (a) u =   2 1 −2   (b) u =   1 3 4   (c) u =  

1 7 −3 7 5 7

 

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 7 / 13

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Orthogonal Projection

Theorem 7

Let W be a subspace of V , then each vector v ∈ V can be written in exactly one way as v = w + ˆ w where w ∈ W and ˆ w ∈ W ⊥. The vector w above is called orthogonal projection of u on W and denoted by w = projW u. The vector ˆ w above is called orthogonal projection of u on W ⊥ and denoted by w = proj⊥

W u.

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 8 / 13

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How to calculate projWu

First we find an orthogonal basis for W , say {v1, v2, . . . , vn}. Then, projW u = c1v1 + c2v2 + · · · + cnvn with ci = u,vi

||vi||2

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 9 / 13

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Calculate the projections

Example 8

Let v1 =     1 1 1 1     , v2 =     −1 −1 −1 1     be a basis for a subspace W . Find projW u, where u =     1 2 −2    .

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 10 / 13

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Calculate the projections

Example 9

Let v1 =     1 −3 −1     , v2 =     4 2 1 1     be a basis for a subspace W . Find projW u, where u =     1 2 −2    .

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 11 / 13

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Creating orthogonal basis from any basis

Definition 10

If W is a subspace of an inner vector space V , then the set of all vectors in V that are orthogonal to every vector in W is called the orthogonal complement of W and is denoted by W ⊥. W ⊥ := { ˆ w ∈ V | ˆ w, w = 0, for all w ∈ W }

Theorem 11

1 W ⊥ is a subspace of W . 2 W ∩ W ⊥ = {0} 3

  • W ⊥⊥
  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 12 / 13

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Row space and null space are orthogonal

Example 12

Let W = span{w1, w2, w3} where, w1 =   2 1 3   , w2 =   −1 −4 2   , w3 =   4 −5 13  

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 13 / 13

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Row space and null space are orthogonal

Example 13

Let W = span{w1, w2, w3} where, w1 =     3 1 −2     , w2 =     −1 −2 −2 1     , w3 =     4 2 3 −3    

  • Dr. Abdulla Eid (University of Bahrain)

Orthogonal and orthonormal 14 / 13