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Orthogonal Projections
1. dim(W ) + dim(W ) = n
2. If {v1 , . . . , vk } is a basis for W and {vk+1 , . . . , vn } is a basis for W , then {v1 , . . . , vn } is a basis for V .
If b V , then there exist x1 , . . . , xn
b = x1 v1 + + xk vk + xk+1 vk+1 + + xn vn
| {z } | {z }
W W
projW b = a1 u1 + a2 u2 + + ak uk
Special Method 2: Suppose the columns of A form a spanning set for W . Then
projW b = Ax AT Ax = AT b
3 7 8 6 0 0 0 1 1
projW v = v projW v
1
v W projW v = v
v W projW v = 0
Examples: For each item, (a) verify that the given basis is orthogonal, (b) find the orthogonal projection of
y onto W ; and (c) find the distance of y from W .
1 2 2
1. Let y = 2 and W = Span{u1 , u2 }, where u1 = 5 and u2 = 1 .
3 1 1
9 7 1
2. Let y = 1 and W = Span{u1 , u2 }, where u1 = 1 and u2 = 1 .
6 4 2
..
.
Optional: To make the set orthonormal, just divide each vector vi by its norm ||vi ||. It is easier to normalize after
orthogonalizing the whole set rather than normalizing each vector found after each step in the algorithm above.
Note: If {u1 , . . . , uk } is just a spanning set (not linearly independent) to begin with, this process will produce zero
vectors for some of the vi s. You can still obtain an orthogonal basis by removing these zero vectors from the set
{v1 , . . . , vk }.
0 0 0 1
1 2 0 1 3
4. W = N ul 0 0 1 2 2
0 0 0 0 0
2
2 4 2 1
5. W = Col 2 5 7 3
3 7 8 6
Examples:
1
3 1
5
0 " #
3 5 5
1. A = 6 2 = 2 0
5 0 2
0 2 0 1
1 3
1 0 0 0
12 2 2 3
1
3 6 2
1 1 0
2. A = = 2 6 3 0
3 3
1 1 3 6 2 3
1 1
2
6 6 0 0 6
1 3 6 3
1 1 1 2 6 6
Note: In Matlab, type [Q,R]=qr(A) to obtain the matrices Q and R that implement this decomposition.