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

Short Answer

Expert verified

The projection of\[{\bf{y}}\]onto Span\[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\]is\[\left[ {\begin{aligned}{ - 1}\\2\\6\end{aligned}} \right]\].

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

Find the product\[{{\bf{u}}_1} \cdot {{\bf{u}}_2}\].

\[\begin{aligned}{c}{{\bf{u}}_1} \cdot {{\bf{u}}_2} &= \left[ {\begin{aligned}3\\{ - 1}\\2\end{aligned}} \right] \cdot \left[ {\begin{aligned}1\\{ - 1}\\{ - 2}\end{aligned}} \right]\\ &= 3\left( 1 \right) + \left( { - 1} \right)\left( { - 1} \right) + 2\left( { - 2} \right)\\ &= 0\end{aligned}\]

As \[{{\bf{u}}_1} \cdot {{\bf{u}}_2} = 0\], so the set of vectors \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\] 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 each \[{\bf{y}}\] 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 \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\]

Find\[{\bf{y}} \cdot {{\bf{u}}_1}\],\[{\bf{y}} \cdot {{\bf{u}}_2}\],\[{{\bf{u}}_1} \cdot {{\bf{u}}_1}\]and\[{{\bf{u}}_2} \cdot {{\bf{u}}_2}\]first, where\[{\bf{y}} = \left[ {\begin{aligned}{ - 1}\\2\\6\end{aligned}} \right]\].

\[\begin{aligned}{\bf{y}} \cdot {{\bf{u}}_1} &= \left[ {\begin{aligned}{ - 1}\\2\\6\end{aligned}} \right] \cdot \left[ {\begin{aligned}3\\{ - 1}\\2\end{aligned}} \right]\\ &= \left( { - 1} \right)3 + 2\left( { - 1} \right) + 6\left( 2 \right)\\ &= 7\end{aligned}\]

\[\begin{aligned}{\bf{y}} \cdot {{\bf{u}}_2} &= \left[ {\begin{aligned}{ - 1}\\2\\6\end{aligned}} \right] \cdot \left[ {\begin{aligned}1\\{ - 1}\\{ - 2}\end{aligned}} \right]\\ &= \left( { - 1} \right)1 + 2\left( { - 1} \right) + 6\left( { - 2} \right)\\ &= - 15\end{aligned}\]

\[\begin{aligned}{{\bf{u}}_1} \cdot {{\bf{u}}_1} &= \left[ {\begin{aligned}3\\{ - 1}\\2\end{aligned}} \right] \cdot \left[ {\begin{aligned}3\\{ - 1}\\2\end{aligned}} \right]\\ &= 3\left( 3 \right) + \left( { - 1} \right)\left( { - 1} \right) + 2\left( 2 \right)\\ &= 14\end{aligned}\]

\[\begin{aligned}{{\bf{u}}_2} \cdot {{\bf{u}}_2} &= \left[ {\begin{aligned}1\\{ - 1}\\{ - 2}\end{aligned}} \right] \cdot \left[ {\begin{aligned}1\\{ - 1}\\{ - 2}\end{aligned}} \right]\\ &= 1\left( 1 \right) + \left( { - 1} \right)\left( { - 1} \right) + \left( { - 2} \right)\left( { - 2} \right)\\ &= 6\end{aligned}\]

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

\[\begin{aligned}{\bf{\hat y}} &= \frac{7}{{14}}{{\bf{u}}_1} - \frac{{15}}{6}{{\bf{u}}_2}\\ &= \frac{1}{2}\left[ {\begin{aligned}3\\{ - 1}\\2\end{aligned}} \right] - \frac{{15}}{6}\left[ {\begin{aligned}1\\{ - 1}\\{ - 2}\end{aligned}} \right]\\ &= \left[ {\begin{aligned}{ - 1}\\2\\6\end{aligned}} \right]\end{aligned}\]

Hence, the projection of \[{\bf{y}}\] onto Span \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\] is \[\left[ {\begin{aligned}{ - 1}\\2\\6\end{aligned}} \right]\].

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Most popular questions from this chapter

In Exercises 17 and 18, all vectors and subspaces are in \({\mathbb{R}^n}\). Mark each statement True or False. Justify each answer.

a. If \(W = {\rm{span}}\left\{ {{x_1},{x_2},{x_3}} \right\}\) with \({x_1},{x_2},{x_3}\) linearly independent,

and if \(\left\{ {{v_1},{v_2},{v_3}} \right\}\) is an orthogonal set in \(W\) , then \(\left\{ {{v_1},{v_2},{v_3}} \right\}\) is a basis for \(W\) .

b. If \(x\) is not in a subspace \(W\) , then \(x - {\rm{pro}}{{\rm{j}}_W}x\) is not zero.

c. In a \(QR\) factorization, say \(A = QR\) (when \(A\) has linearly

independent columns), the columns of \(Q\) form an

orthonormal basis for the column space of \(A\).

Find a \(QR\) factorization of the matrix in Exercise 11.

Given \(A = QR\) as in Theorem 12, describe how to find an orthogonal\(m \times m\)(square) matrix \({Q_1}\) and an invertible \(n \times n\) upper triangular matrix \(R\) such that

\(A = {Q_1}\left[ {\begin{aligned}{{}{}}R\\0\end{aligned}} \right]\)

The MATLAB qr command supplies this 鈥渇ull鈥 QR factorization

when rank \(A = n\).

Given data for a least-squares problem, \(\left( {{x_1},{y_1}} \right), \ldots ,\left( {{x_n},{y_n}} \right)\), the following abbreviations are helpful:

\(\begin{aligned}{l}\sum x = \sum\nolimits_{i = 1}^n {{x_i}} ,{\rm{ }}\sum {{x^2}} = \sum\nolimits_{i = 1}^n {x_i^2} ,\\\sum y = \sum\nolimits_{i = 1}^n {{y_i}} ,{\rm{ }}\sum {xy} = \sum\nolimits_{i = 1}^n {{x_i}{y_i}} \end{aligned}\)

The normal equations for a least-squares line \(y = {\hat \beta _0} + {\hat \beta _1}x\) may be written in the form

\(\begin{aligned}{c}{{\hat \beta }_0} + {{\hat \beta }_1}\sum x = \sum y \\{{\hat \beta }_0}\sum x + {{\hat \beta }_1}\sum {{x^2}} = \sum {xy} {\rm{ (7)}}\end{aligned}\)

Derive the normal equations (7) from the matrix form given in this section.

In exercises 1-6, determine which sets of vectors are orthogonal.

  1. \(\left[ {\begin{array}{*{20}{c}}{ - 1}\\4\\{ - 3}\end{array}} \right]\), \(\left[ {\begin{array}{*{20}{c}}5\\2\\1\end{array}} \right]\), \(\left[ {\begin{array}{*{20}{c}}3\\{ - 4}\\{ - 7}\end{array}} \right]\)
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