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Orthogonal bases and projections

Projecting a vector onto a subspace by a term-by-term formula once the basis is orthogonal, made simpler still by orthonormal sets and the matrix QQ^T.

Understanding Linear Algebra, Orthogonal bases and projections

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12 exercises

Activity 6.3.2

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Activity 6.3.4

  1. Suppose that LL is the line in R3\real^3 defined by the vector w=[12−2]\wvec=\threevec{1}{2}{-2}.

    1. Find an orthonormal basis u\uvec for LL.

    2. Construct the matrix Q=[u]Q = \begin{bmatrix}\uvec\end{bmatrix} and use it to construct the matrix PP that projects vectors orthogonally onto LL.

    3. Use your matrix to find b^\bhat, the orthogonal projection of b=[111]\bvec=\threevec111 onto LL.

    4. Find rank⁡(P)\rank(P) and explain its geometric significance.

  2. The vectors form an orthogonal basis of WW, a two-dimensional subspace of R4\real^4.

    1. Use the projection fo…

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Exercise 1

Suppose that

  1. Verify that w1\wvec_1 and w2\wvec_2 form an orthogonal basis for a plane WW in R3\real^3.

  2. Use Projection formula to find b^\bhat, the orthogonal projection of b=[21−1]\bvec=\threevec21{-1} onto WW.

  3. Find an orthonormal basis u1\uvec_1, u2\uvec_2 for WW.

  4. Find the matrix PP representing the matrix transformation that projects vectors in R3\real^3 orthogonally onto WW. Verify that b^=Pb\bhat = P\bvec.

  5. Determine rank⁡(P)\rank(P) and explain its geometric significance.

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Exercise 2

Consider the vectors

  1. Explain why these vectors form an orthogonal basis for R3\real^3.

  2. Suppose that A=[w1w2w3]A=\begin{bmatrix} \wvec_1 & \wvec_2 & \wvec_3 \end{bmatrix} and evaluate the product ATAA^TA. Why is this product a diagonal matrix and what is the significance of the diagonal entries?

  3. Express the vector b=[−3−63]\bvec=\threevec{-3}{-6}3 as a linear combination of w1\wvec_1, w2\wvec_2, and w3\wvec_3.

  4. Multiply the vectors w1\wvec_1, w2\wvec_2, w3\wvec_3 by appropriate scalars to find an orthonormal basis u1\uvec_1, u2\uvec_2, u3\uvec_3 of R3\real^3.

  5. If Q=[u1u2u3]Q=\begin{bmatrix} \uvec_1 & \uvec_2 & \uvec_3 \end{bmatrix}, find the matrix product QQTQQ^T an…

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Exercise 3

Suppose that form an orthogonal basis for a subspace WW of R4\real^4.

  1. Find b^\bhat, the orthogonal projection of b=[2−1−67]\bvec=\fourvec{2}{-1}{-6}{7} onto WW.

  2. Find the vector b⊥\bvec^\perp in W⊥W^\perp such that b=b^+b⊥\bvec = \bhat + \bvec^\perp.

  3. Find a basis for W⊥W^\perp. and express b⊥\bvec^\perp as a linear combination of the basis vectors.

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Exercise 4

Consider the vectors

  1. If LL is the line defined by the vector w1\wvec_1, find the vector in LL closest to b\bvec. Call this vector b^1\bhat_1.

  2. If WW is the subspace spanned by w1\wvec_1 and w2\wvec_2, find the vector in WW closest to b\bvec. Call this vector b^2\bhat_2.

  3. Determine whether b^1\bhat_1 or b^2\bhat_2 is closer to b\bvec and explain why.

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Exercise 5

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Exercise 6

Suppose that form the basis for a plane WW in R3\real^3.

  1. Find a basis for the line that is the orthogonal complement W⊥W^\perp.

  2. Given the vector b=[6−62]\bvec=\threevec6{-6}2, find y\yvec, the orthogonal projection of b\bvec onto the line W⊥W^\perp.

  3. Explain why the vector z=b−y\zvec = \bvec-\yvec must be in WW and write z\zvec as a linear combination of v1\vvec_1 and v2\vvec_2.

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Exercise 7

Determine whether the following statements are true or false and explain your thinking.

  1. If the columns of QQ form an orthonormal basis for a subspace WW and w\wvec is a vector in WW, then QQTw=wQQ^T\wvec = \wvec.

  2. An orthogonal set of vectors in R8\real^8 can have no more than 8 vectors.

  3. If QQ is a 7×57\times5 matrix whose columns are orthonormal, then QQT=I7QQ^T = I_7.

  4. If QQ is a 7×57\times5 matrix whose columns are orthonormal, then QTQ=I5Q^TQ = I_5.

  5. If the orthogonal projection of b\bvec onto…

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Exercise 8

Suppose that QQ is an orthogonal matrix.

  1. Remembering that v⋅w=vTw\vvec\cdot\wvec=\vvec^T\wvec, explain why

  2. Explain why ∣Qx∣=∣x∣\len{Q\xvec} = \len{\xvec}.

    This means that the length of a vector is unchanged after multiplying by an orthogonal matrix.

  3. If λ\lambda is a real eigenvalue of QQ, explain why λ=±1\lambda=\pm1.

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Exercise 9

Explain why the following statements are true.

  1. If QQ is an orthogonal matrix, then det⁡Q=±1\det Q = \pm 1.

  2. If QQ is a 8×48\times 4 matrix whose columns are orthonormal, then QQTQQ^T is an 8×88\times8 matrix whose rank is 4.

  3. If b^\bhat is the orthogonal projection of b\bvec onto a subspace WW, then b−b^\bvec-\bhat is the orthogonal projection of b\bvec onto W⊥W^\perp.

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Exercise 10

This exercise is about 2×22\times2 orthogonal matrices.

  1. In The geometry of matrix transformations, we saw that the matrix [cos⁡θ−sin⁡θsin⁡θcos⁡θ]\begin{bmatrix} \cos\theta & -\sin\theta \\ \sin\theta & \cos\theta \end{bmatrix} represents a rotation by an angle θ\theta. Explain why this matrix is an orthogonal matrix.

  2. We also saw that the matrix [cos⁡θsin⁡θsin⁡θ−cos⁡θ]\begin{bmatrix} \cos\theta & \sin\theta \\ \sin\theta & -\cos\theta \end{bmatrix} represents a reflection in a line. Explain why this matrix is an orthogonal matrix.

  3. Suppose that u1=[cos⁡θsin⁡θ]\uvec_1=\twovec{\cos\theta}{\sin\theta} is a 2-dimensional unit vector. Use a sketch to indicate all the possible…

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Adapted from Understanding Linear Algebra © 2023 David Austin. Licensed under CC BY 4.0. Source: Understanding Linear Algebra. Imported at revision 3e6dced.