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91影视

In Exercises 7鈥10, let\[W\]be the subspace spanned by the\[{\bf{u}}\]鈥檚, and write y as the sum of a vector in\[W\]and a vector orthogonal to\[W\].

10.\[y = \left[ {\begin{aligned}3\\4\\5\\6\end{aligned}} \right]\],\[{{\bf{u}}_1} = \left[ {\begin{aligned}1\\1\\0\\{ - 1}\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}1\\0\\1\\1\end{aligned}} \right]\],\[{{\bf{u}}_3} = \left[ {\begin{aligned}0\\{ - 1}\\1\\{ - 1}\end{aligned}} \right]\]

Short Answer

Expert verified

The vector\[{\bf{y}}\]is the sum of the vectors in\[W\]as\[{\bf{\hat y}} + {\bf{z}} = \left[ {\begin{aligned}5\\2\\3\\6\end{aligned}} \right] + \left[ {\begin{aligned}{ - 2}\\2\\2\\0\end{aligned}} \right]\].

A vector orthogonal to \[W\] is \[\left[ {\begin{aligned}{ - 2}\\2\\2\\0\end{aligned}} \right]\].

Step by step solution

01

Write the definition

Orthogonal set: If \[{{\bf{u}}_i} \cdot {{\bf{u}}_j} = 0\] for \[i \ne j\], then the set of vectors \[\left\{ {{{\bf{u}}_1}, \ldots ,{{\bf{u}}_p}} \right\} \in {\mathbb{R}^n}\] is said to be orthogonal.

02

Check the set of given vectors is orthogonal or not

Given vectors are,\[{{\bf{u}}_1} = \left[ {\begin{aligned}1\\1\\0\\{ - 1}\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}1\\0\\1\\1\end{aligned}} \right]\]and\[{{\bf{u}}_3} = \left[ {\begin{aligned}0\\{ - 1}\\1\\{ - 1}\end{aligned}} \right]\].

Find\[{{\bf{u}}_1} \cdot {{\bf{u}}_2}\],\[{{\bf{u}}_2} \cdot {{\bf{u}}_3}\]and\[{{\bf{u}}_1} \cdot {{\bf{u}}_3}\].

\[\begin{aligned}{{\bf{u}}_1} \cdot {{\bf{u}}_2} &= \left[ {\begin{aligned}1\\1\\0\\{ - 1}\end{aligned}} \right] \cdot \left[ {\begin{aligned}1\\0\\1\\1\end{aligned}} \right]\\ &= 1\left( 1 \right) + 1\left( 0 \right) + 0\left( 1 \right) + \left( { - 1} \right)\left( 1 \right)\\& = 0\end{aligned}\]

\[\begin{aligned}{{\bf{u}}_2} \cdot {{\bf{u}}_3} &= \left[ {\begin{aligned}1\\0\\1\\1\end{aligned}} \right] \cdot \left[ {\begin{aligned}0\\{ - 1}\\1\\{ - 1}\end{aligned}} \right]\\ &= 1\left( 0 \right) + 0\left( { - 1} \right) + 1\left( 1 \right) + 1\left( { - 1} \right)\\ &= 0\end{aligned}\]

\[\begin{aligned}{{\bf{u}}_1} \cdot {{\bf{u}}_3} &= \left[ {\begin{aligned}1\\1\\0\\{ - 1}\end{aligned}} \right] \cdot \left[ {\begin{aligned}0\\{ - 1}\\1\\{ - 1}\end{aligned}} \right]\\ &= 1\left( 0 \right) + 1\left( { - 1} \right) + 0\left( 1 \right) + \left( { - 1} \right)\left( { - 1} \right)\\ &= 0\end{aligned}\]

As \[{{\bf{u}}_1} \cdot {{\bf{u}}_2} = 0\], \[{{\bf{u}}_2} \cdot {{\bf{u}}_3} = 0\] and \[{{\bf{u}}_1} \cdot {{\bf{u}}_3} = 0\], so the set of vectors \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2},{{\bf{u}}_3}} \right\}\] is orthogonal.

03

The Orthogonal Decomposition Theorem

If \[\left\{ {{{\bf{u}}_1}, \ldots ,{{\bf{u}}_p}} \right\}\] is any orthogonal basis of \[w\], then \[{\bf{\hat y}} = \frac{{{\bf{y}} \cdot {{\bf{u}}_1}}}{{{{\bf{u}}_1} \cdot {{\bf{u}}_1}}}{{\bf{u}}_1} + \cdots + \frac{{{\bf{y}} \cdot {{\bf{u}}_p}}}{{{{\bf{u}}_p} \cdot {{\bf{u}}_p}}}{{\bf{u}}_p}\], where \[w\] is a subspace of \[{\mathbb{R}^n}\] and \[{\bf{\hat y}} \in w\], for which every \[{\bf{y}}\] can be written as \[{\bf{y}} = {\bf{\hat y}} + {\bf{z}}\] when \[{\bf{z}} \in {w^ \bot }\].

04

Find the Orthogonal projection of \[{\bf{y}}\] onto Span \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2},{{\bf{u}}_3}} \right\}\]

Find\[{\bf{y}} \cdot {{\bf{u}}_1}\],\[{\bf{y}} \cdot {{\bf{u}}_2}\],\[{\bf{y}} \cdot {{\bf{u}}_3}\],\[{{\bf{u}}_1} \cdot {{\bf{u}}_1}\],\[{{\bf{u}}_2} \cdot {{\bf{u}}_2}\], and\[{{\bf{u}}_3} \cdot {{\bf{u}}_3}\]first, where\[{\bf{y}} = \left[ {\begin{aligned}3\\4\\5\\6\end{aligned}} \right]\].

\[\begin{aligned}{\bf{y}} \cdot {{\bf{u}}_1} = \left[ {\begin{aligned}3\\4\\5\\6\end{aligned}} \right] \cdot \left[ {\begin{aligned}1\\1\\0\\{ - 1}\end{aligned}} \right]\\ = 3\left( 1 \right) + 4\left( 1 \right) + 5\left( 0 \right) + 6\left( { - 1} \right)\\ = 1\end{aligned}\]

\[\begin{aligned}{\bf{y}} \cdot {{\bf{u}}_2} &= \left[ {\begin{aligned}3\\4\\5\\6\end{aligned}} \right] \cdot \left[ {\begin{aligned}1\\0\\1\\1\end{aligned}} \right]\\ = 3\left( 1 \right) + 4\left( 0 \right) + 5\left( 1 \right) + 6\left( 1 \right)\\ &= 14\end{aligned}\]

\[\begin{aligned}{\bf{y}} \cdot {{\bf{u}}_3} &= \left[ {\begin{aligned}3\\4\\5\\6\end{aligned}} \right] \cdot \left[ {\begin{aligned}0\\{ - 1}\\1\\{ - 1}\end{aligned}} \right]\\ &= 3\left( 0 \right) + 4\left( { - 1} \right) + 5\left( 1 \right) + 6\left( { - 1} \right)\\ &= - 5\end{aligned}\]

\[\begin{aligned}{{\bf{u}}_1} \cdot {{\bf{u}}_1} &= \left[ {\begin{aligned}1\\1\\0\\{ - 1}\end{aligned}} \right] \cdot \left[ {\begin{aligned}1\\1\\0\\{ - 1}\end{aligned}} \right]\\ &= 1\left( 1 \right) + \left( 1 \right)\left( 1 \right) + 0\left( 0 \right) + \left( { - 1} \right)\left( { - 1} \right)\\ &= 3\end{aligned}\]

\[\begin{aligned}{{\bf{u}}_2} \cdot {{\bf{u}}_2} &= \left[ {\begin{aligned}1\\0\\1\\1\end{aligned}} \right] \cdot \left[ {\begin{aligned}1\\0\\1\\1\end{aligned}} \right]\\ &= 1\left( 1 \right) + \left( 0 \right)\left( 0 \right) + 1\left( 1 \right) + \left( 1 \right)\left( 1 \right)\\ &= 3\end{aligned}\]

\[\begin{aligned}{{\bf{u}}_3} \cdot {{\bf{u}}_3} &= \left[ {\begin{aligned}0\\{ - 1}\\1\\{ - 1}\end{aligned}} \right] \cdot \left[ {\begin{aligned}0\\{ - 1}\\1\\{ - 1}\end{aligned}} \right]\\ &= 0\left( 0 \right) + \left( { - 1} \right)\left( { - 1} \right) + 1\left( 1 \right) + \left( { - 1} \right)\left( { - 1} \right)\\ &= 3\end{aligned}\]

Now, find the projection of \[{\bf{y}}\] onto Span \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2},{{\bf{u}}_3}} \right\}\] by substituting the obtained values into \[{\bf{\hat y}} = \frac{{{\bf{y}} \cdot {{\bf{u}}_1}}}{{{{\bf{u}}_1} \cdot {{\bf{u}}_1}}}{{\bf{u}}_1} + \cdots + \frac{{{\bf{y}} \cdot {{\bf{u}}_p}}}{{{{\bf{u}}_p} \cdot {{\bf{u}}_p}}}{{\bf{u}}_p}\].

\[\begin{aligned}{\bf{\hat y}} = \frac{1}{3}{{\bf{u}}_1} + \frac{{14}}{3}{{\bf{u}}_2} - \frac{5}{3}{{\bf{u}}_3}\\ &= \frac{1}{3}\left[ {\begin{aligned}1\\1\\0\\{ - 1}\end{aligned}} \right] + \frac{{14}}{3}\left[ {\begin{aligned}1\\{ - 1}\\1\\{ - 1}\end{aligned}} \right] - \frac{5}{3}\left[ {\begin{aligned}0\\{ - 1}\\1\\{ - 1}\end{aligned}} \right]\\ &= \left[ {\begin{aligned}5\\2\\3\\6\end{aligned}} \right]\end{aligned}\]

Hence, \[{\bf{\hat y}} = \left[ {\begin{aligned}5\\2\\3\\6\end{aligned}} \right]\].

05

Find a vector orthogonal to \[W\]

Find\[{\bf{z}}\], which is orthogonal to\[W\]by using\[{\bf{z}} = {\bf{y}} - {\bf{\hat y}}\].

\[\begin{aligned}{\bf{z}} &= {\bf{y}} - {\bf{\hat y}}\\ &= \left[ {\begin{aligned}3\\4\\5\\6\end{aligned}} \right] - \left[ {\begin{aligned}5\\2\\3\\6\end{aligned}} \right]\\ &= \left[ {\begin{aligned}{ - 2}\\2\\2\\0\end{aligned}} \right]\end{aligned}\]

So, \[{\bf{z}} = \left[ {\begin{aligned}{ - 2}\\2\\2\\0\end{aligned}} \right]\].

06

Write \[y\] as a sum of a vector in \[W\]

Write\[{\bf{y}} = {\bf{\hat y}} + {\bf{z}}\], where\[{\bf{\hat y}} \in w\]and\[{\bf{z}} \in {w^ \bot }\].

\[\begin{aligned}{c}{\bf{y}} = {\bf{\hat y}} + {\bf{z}}\\ = \left[ {\begin{aligned}5\\2\\3\\6\end{aligned}} \right] + \left[ {\begin{aligned}{ - 2}\\2\\2\\0\end{aligned}} \right]\end{aligned}\]

Hence, \[{\bf{y}}\] as the sum of a vector in \[W\] is \[{\bf{\hat y}} + {\bf{z}} = \left[ {\begin{aligned}5\\2\\3\\6\end{aligned}} \right] + \left[ {\begin{aligned}{ - 2}\\2\\2\\0\end{aligned}} \right]\].

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Most popular questions from this chapter

Let \(X\) be the design matrix used to find the least square line of fit data \(\left( {{x_1},{y_1}} \right), \ldots ,\left( {{x_n},{y_n}} \right)\). Use a theorem in Section 6.5 to show that the normal equations have a unique solution if and only if the data include at least two data points with different \(x\)-coordinates.

In Exercises 1-6, the given set is a basis for a subspace W. Use the Gram-Schmidt process to produce an orthogonal basis for W.

3. \(\left( {\begin{aligned}{{}{}}2\\{ - 5}\\1\end{aligned}} \right),\left( {\begin{aligned}{{}{}}4\\{ - 1}\\2\end{aligned}} \right)\)

In Exercises 3鈥6, verify that\[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\]is an orthogonal set, and then find the orthogonal projection of\[{\bf{y}}\]onto Span\[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\].

5.\[y = \left[ {\begin{aligned}{ - 1}\\2\\6\end{aligned}} \right]\],\[{{\bf{u}}_1} = \left[ {\begin{aligned}3\\{ - 1}\\2\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}1\\{ - 1}\\{ - 2}\end{aligned}} \right]\]

Exercises 19 and 20 involve a design matrix \(X\) with two or more columns and a least-squares solution \(\hat \beta \) of \({\bf{y}} = X\beta \). Consider the following numbers.

(i) \({\left\| {X\hat \beta } \right\|^2}\)鈥攖he sum of the squares of the 鈥渞egression term.鈥 Denote this number by \(SS\left( R \right)\).

(ii) \({\left\| {{\bf{y}} - X\hat \beta } \right\|^2}\)鈥攖he sum of the squares for error term. Denote this number by \(SS\left( E \right)\).

(iii) \({\left\| {\bf{y}} \right\|^2}\)鈥攖he 鈥渢otal鈥 sum of the squares of the -values. Denote this number by \(SS\left( T \right)\).

Every statistics text that discusses regression and the linear model \(y = X\beta + \in \) introduces these numbers, though terminology and notation vary somewhat. To simplify matters, assume that the mean of the -values is zero. In this case, \(SS\left( T \right)\) is proportional to what is called the variance of the set of \(y\)-values.

20. Show that \({\left\| {X\hat \beta } \right\|^2} = {\hat \beta ^T}{X^T}{\bf{y}}\). (Hint: Rewrite the left side and use the fact that \(\hat \beta \) satisfies the normal equations.) This formula for is used in statistics. From this and from Exercise 19, obtain the standard formula for \(SS\left( E \right)\):

\(SS\left( E \right) = {y^T}y - \hat \beta {X^T}y\)

In Exercises 1-4, find a least-sqaures solution of \(A{\bf{x}} = {\bf{b}}\) by (a) constructing a normal equations for \({\bf{\hat x}}\) and (b) solving for \({\bf{\hat x}}\).

3. \(A = \left( {\begin{aligned}{{}{}}{\bf{1}}&{ - {\bf{2}}}\\{ - {\bf{1}}}&{\bf{2}}\\{\bf{0}}&{\bf{3}}\\{\bf{2}}&{\bf{5}}\end{aligned}} \right)\), \({\bf{b}} = \left( {\begin{aligned}{{}{}}{\bf{3}}\\{\bf{1}}\\{ - {\bf{4}}}\\{\bf{2}}\end{aligned}} \right)\)

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