Download MATH 304 Linear Algebra Lecture 29

MATH 304
Linear Algebra
Lecture 29:
Orthogonal sets.
The Gram-Schmidt process.
Orthogonal sets
Let V be an inner product space with an inner
product h·, ·i and the induced norm k · k.
Definition. A nonempty set S ⊂ V of nonzero
vectors is called an orthogonal set if all vectors in
S are mutually orthogonal. That is, 0 ∈
/ S and
hx, yi = 0 for any x, y ∈ S, x 6= y.
An orthogonal set S ⊂ V is called orthonormal if
kxk = 1 for any x ∈ S.
Remark. Vectors v1 , v2 , . . . , vk ∈ V form an
orthonormal set if and only if
1 if i = j
hvi , vj i =
0 if i 6= j
Examples. • V = Rn , hx, yi = x · y.
The standard basis e1 = (1, 0, 0, . . . , 0),
e2 = (0, 1, 0, . . . , 0), . . . , en = (0, 0, 0, . . . , 1).
It is an orthonormal set.
• V = R3 , hx, yi = x · y.
v1 = (3, 5, 4), v2 = (3, −5, 4), v3 = (4, 0, −3).
v1 · v2 = 0, v1 · v3 = 0, v2 · v3 = 0,
v1 · v1 = 50, v2 · v2 = 50, v3 · v3 = 25.
Thus the set {v1 , v2 , v3 } is orthogonal but not
orthonormal. An orthonormal set is formed by
normalized vectors w1 = kvv11 k , w2 = kvv22 k ,
w3 = kvv33 k .
• V = C [−π, π], hf , g i =
Z
π
f (x)g (x) dx.
−π
f1 (x) = sin x, f2 (x) = sin 2x, . . . , fn (x) = sin nx, . . .
hfm , fn i =
Z
π
sin(mx) sin(nx) dx
−π
=
Z
1
cos(mx − nx) − cos(mx + nx) dx.
2
π
−π
Z
π
sin(kx) π
= 0 if k ∈ Z, k 6= 0.
k
x=−π
Z π
cos(kx) dx =
dx = 2π.
cos(kx) dx =
−π
k = 0 =⇒
Z
π
−π
−π
Z
1 π
cos(m − n)x − cos(m + n)x dx
hfm , fn i =
2 −π
π if m = n
=
0 if m 6= n
Thus the set {f1 , f2 , f3 , . . . } is orthogonal but not
orthonormal.
It is orthonormal with respect to a scaled inner
product
Z
1 π
hhf , g ii =
f (x)g (x) dx.
π −π
Orthogonality =⇒ linear independence
Theorem Suppose v1 , v2 , . . . , vk are nonzero
vectors that form an orthogonal set. Then
v1 , v2 , . . . , vk are linearly independent.
Proof: Suppose t1 v1 + t2 v2 + · · · + tk vk = 0
for some t1 , t2 , . . . , tk ∈ R.
Then for any index 1 ≤ i ≤ k we have
ht1 v1 + t2 v2 + · · · + tk vk , vi i = h0, vi i = 0.
=⇒ t1 hv1 , vi i + t2 hv2 , vi i + · · · + tk hvk , vi i = 0
By orthogonality, ti hvi , vi i = 0 =⇒ ti = 0.
Orthonormal bases
Let v1 , v2 , . . . , vn be an orthonormal basis for an
inner product space V .
Theorem Let x = x1 v1 + x2 v2 + · · · + xn vn and
y = y1 v1 + y2 v2 + · · · + yn vn , where xi , yj ∈ R. Then
(i) hx, yi = x1 y1 + x2 y2 + · · · + xn yn ,
p
(ii) kxk = x12 + x22 + · · · + xn2 .
Proof: (ii) follows from (i) when y = x.
+
*
+
* n
n
n
n
X
X
X
X
yj vj
xi vi ,
hx, yi =
xi vi ,
yj vj =
i=1
=
j=1
n
n
XX
xi yj hvi , vj i =
i=1 j=1
j=1
i=1
n
X
i=1
xi yi .
Let v1 , v2 , . . . , vn be a basis for an inner product
space V .
Theorem If the basis v1 , v2 , . . . , vn is an
orthogonal set then for any x ∈ V
hx, v1 i
hx, v2 i
hx, vn i
x=
v1 +
v2 + · · · +
vn .
hv1 , v1 i
hv2 , v2 i
hvn , vn i
If v1 , v2 , . . . , vn is an orthonormal set then
x = hx, v1 iv1 + hx, v2 iv2 + · · · + hx, vn ivn .
Proof: We have that x = x1 v1 + · · · + xn vn .
=⇒ hx, vi i = hx1 v1 + · · · + xn vn , vi i, 1 ≤ i ≤ n.
=⇒ hx, vi i = x1 hv1 , vi i + · · · + xn hvn , vi i
=⇒ hx, vi i = xi hvi , vi i.
Let V be a vector space with an inner product.
Suppose that v1 , . . . , vk ∈ V are nonzero vectors
that form an orthogonal set. Given x ∈ V , let
hx, vk i
hx, v1 i
v1 + · · · +
vk , o = x − p.
p=
hv1 , v1 i
hvk , vk i
Let W denote the span of v1 , . . . , vk .
Theorem (a) o ⊥ w for all w ∈ W (denoted o ⊥ W ).
(b) kok = kx − pk = min kx − wk.
w∈W
Thus p is the orthogonal projection of the vector
x on the subspace W . Also, p is closer to x than
any other vector in W , and kok = dist(x, p) is the
distance from x to W .
Orthogonalization
Let V be a vector space with an inner product.
Suppose x1 , x2 , . . . , xn is a basis for V . Let
v1 = x1 ,
hx2 , v1 i
v1 ,
hv1 , v1 i
hx3 , v1 i
hx3 , v2 i
v3 = x3 −
v1 −
v2 ,
hv1 , v1 i
hv2 , v2 i
.................................................
hxn , vn−1 i
hxn , v1 i
v1 − · · · −
vn−1 .
vn = xn −
hv1 , v1 i
hvn−1 , vn−1 i
v2 = x2 −
Then v1 , v2 , . . . , vn is an orthogonal basis for V .
The orthogonalization of a basis as described above
is called the Gram-Schmidt process.
Normalization
Let V be a vector space with an inner product.
Suppose v1 , v2 , . . . , vn is an orthogonal basis for V .
v1
v2
vn
Let w1 =
, w2 =
,. . . , wn =
.
kv1 k
kv2 k
kvn k
Then w1 , w2 , . . . , wn is an orthonormal basis for V .
Theorem Any finite-dimensional vector space with
an inner product has an orthonormal basis.
Remark. An infinite-dimensional vector space with
an inner product may or may not have an
orthonormal basis.