Inner Product and Orthogonal Projections, Exercises of Mathematics

Solutions to assignment 5, which covers the concepts of inner products, orthogonal projections, and the gram-schmidt process. It includes calculations and explanations of theorems and processes.

Typology: Exercises

2012/2013

Uploaded on 01/08/2013

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Assignment 5 Solutions
1.
a. To prove that ,A
−− is an inner product, we check the axioms:
Symmetry:
()
(
)
()()
,:
(because the dot product is an inner product)
=,
A
A
uv Au Av
Av Au
vu
=
=

i

i

Vector addition:
(
)
(
)
()()
()( )()( )
,:()
,,
A
AA
uvw Auv Aw
Au Av Aw
Au Aw Av Aw
uw vw
+=+
=+
=+
=+
 
i

i
 
ii
 
Scalar multiplication:
(
)
(
)
()()
()()
,: ()
,A
ru v S ru Sv
rSu S v
rSu Sv
ruv
=
=
=
=

i

i
i

Positive definiteness:
(
)
(
)
()
2
,:
(the dot product norm)
0
A
u u Su Su
Su
=
=

i
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Assignment 5 Solutions

a. To prove that − −, (^) A is an inner product, we check the axioms:

  • Symmetry:

(because the dot product is an inner product) = ,

A

A

u v Au Av Av Au v u

G G G G

i G G i G G

  • Vector addition:

A

A A

u v w A u v Aw Au Av Aw Au Aw Av Aw u w v w

G G JG G G JG

i G G JG i G JG G JG i i G JG G JG

  • Scalar multiplication:

, A

ru v S ru Sv rSu Sv r Su Sv r u v

G G G G

i G G i G G i G G

  • Positive definiteness:

2

(the dot product norm) 0

u u (^) A Su Su

Su

G G G G

i G

b. Let 1 2 2

: and :. u v u v u v

= ⎡^ ⎤^ =⎡^ ⎤

G G (^1) Then we see

1 1 2 2 1 2 1 2 1 2 1 2 1 2 1 2

, : cos^ sin^ cos^ sin sin cos sin cos cos sin cos sin sin cos sin cos cos sin cos sin sin

A u v u^ v u v u u v v u u v v u u v v

= ⎜⎛^ ⎡^ −^ ⎤^ ⎡^ ⎤^ ⎞ ⎛⎡^ − ⎤⎡^ ⎤

⎝ ⎣^ ⎦^ ⎣^ ⎦^ ⎠ ⎝⎣^ ⎦⎣^ ⎦

⎝ ⎣^ +^ ⎦^ ⎠ ⎝ ⎣^ + ⎦⎠

G G

i

i

( ) (^) ( )

1 2 1 2 (^2 21 1 2 )

1 2 2 2 2 1 1 2 1 2 1 1 2 2

cos sin cos (cos sin ) sin cos sin cos cos sin cos sin sin cos

u u v v u v u v u v u v u v v u u v u v

= ⎡^ ⎤ ⎡^ ⎤

⎢⎣ ⎥ ⎢⎦ ⎣^ i ⎥⎦

c. (Bonus) This inner product takes the vectors u and v

G G

maps them using the linear transformation represented by A, and then takes the dot product of the resulting vectors. Now, in part b), the matrix represents a rotation. Since the dot product measures angles and lengths and rotations change neither of these, the effect in b) makes sense.

a.

i

⎡^ − ⎤ ⎡ ⎤

i 0

b. 2 2 2

x x x x x x

( )

proj , 0 (^0 1 1 ) 1 1 1 0 1 1

v

u v u v v v

= −^ −^ ⎢^ −⎥

+ ⎢^ ⎥

G

G G

G G

G G

b. (^2 ) 1 0 1 1 1 1 1 0 0

u = uu ⎡ ⎤ ⎡ ⎤ = ⎢ ⎥^ −⎢ ⎥ ⎢ ⎥ ⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎢ ⎥⎣ ⎦ = ⎡ ⎤ ⎢ ⎥ ⎢ ⎥ ⎢ ⎥⎣ ⎦

JJG G JG

a. Suppose that ai is a row of A and

JG

v

G

is such that Av = 0

G G

. Consider a vi.

JG G

i

[ ]

1 1 1 2 2 2 1 2

i i i i i im m m

a v v a v v a v a a a a v v

= ⎢^ ⎥ ⎢^ ⎥^ = ⎢^ ⎥

JG G

i i "

# im

Also, let’s expand out the Av = 0

G G

11 12 1 1 2 1 2

1 2

m

i i im m n n nm

a a a v v a a a v a a a

⎢ ⎥ ⎡^ ⎤^ ⎡^ ⎤

⎢ ⎥ ⎢^ ⎥^ ⎢^ ⎥

⎢ ⎥ ⎢^ ⎥^ =⎢^ ⎥

⎢ ⎥ ⎢^ ⎥^ ⎢^ ⎥

⎢ ⎥ ⎢^ ⎥^ ⎢^ ⎥

⎢ ⎥⎣^ ⎦ ⎣^ ⎦

The calculation of the i’th coordinate in the above equation is

[ ]

1 2 i 1 i 2 im^0 m

v v a a a v

So we see that the row ai

JG

is orthogonal to v

G

. Since the row space is spanned of A and the null space is the collection of all vectors mapped to 0 by A, we see that

G

( Row(^ A )^^ )^ ⊥=Null(^ A ).

b. Using the result from a), to find the orthogonal complement of a collection of vectors, one needs only to put them into a matrix as rows and then find the null space.

1 3 (^2 3 )

2 4 3 3 2

1 2 4 3

" "" 2"" "

1 33"^ "

2

R R RR RR

R R R (^) R R

R R R R

A +↔

↔ −

⎡ −^ ⎤ ⎡ −^ −

= ⎢^ ⎥^ ⎯⎯⎯⎯→⎢

⎡ −^ −⎤

⎯⎯⎯⎯→ ⎢^ ⎥

12 33

1 3 2"" ""

R RR (^) RR − −−

⎯⎯⎯⎯→ ⎢^ ⎥

This has two free variables so the null space (and hence the orthogonal complement of W) has two vectors in its basis: 1 0 1 0 Span 0 , 1 0 0 0 1

W ⊥

⎪ ⎢^ ⎥ ⎢^ ⎥⎪

⎪ ⎢^ ⎥ ⎢^ ⎥⎪

⎪⎩ ⎢⎣^ ⎥ ⎢⎦ ⎣^ ⎥⎦⎪⎭

  1. First, we use the Gram-Schmidt process to construct an orthogonal set: