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Find an orthogonal basis for the column space of each matrix in Exercises 9-12.

11. \(\left( {\begin{aligned}{{}{}}1&2&5\\{ - 1}&1&{ - 4}\\{ - 1}&4&{ - 3}\\1&{ - 4}&7\\1&2&1\end{aligned}} \right)\)

Short Answer

Expert verified

An orthogonal basis for the column space is \(\left\{ {\left( {\begin{aligned}{{}{}}1\\{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right),\left( {\begin{aligned}{{}{}}3\\0\\3\\{ - 3}\\3\end{aligned}} \right),\left( {\begin{aligned}{{}{}}2\\0\\2\\2\\{ - 2}\end{aligned}} \right)} \right\}\).

Step by step solution

01

The Gram-Schmidt process

With abasis\(\left\{ {{{\bf{x}}_1}, \ldots ,{{\bf{x}}_p}} \right\}\)for a nonzero subspace \(W\) of \({\mathbb{R}^n}\), the expressionis shown below:

\(\begin{aligned}{}{{\bf{v}}_1} & = {{\bf{x}}_1}\\{{\bf{v}}_2} & = {{\bf{x}}_2} - \frac{{{{\bf{x}}_2} \cdot {{\bf{v}}_1}}}{{{{\bf{v}}_1} \cdot {{\bf{v}}_1}}}{{\bf{v}}_2}\\ \vdots \\{{\bf{v}}_p} & = \frac{{{{\bf{x}}_p} \cdot {{\bf{v}}_1}}}{{{{\bf{v}}_1} \cdot {{\bf{v}}_1}}}{{\bf{v}}_p} - \frac{{{{\bf{x}}_p} \cdot {{\bf{v}}_2}}}{{{{\bf{v}}_2} \cdot {{\bf{v}}_2}}}{{\bf{v}}_p} - \ldots - \frac{{{{\bf{x}}_{p - 1}} \cdot {{\bf{v}}_{p - 1}}}}{{{{\bf{v}}_{p - 1}} \cdot {{\bf{v}}_{p - 1}}}}{{\bf{v}}_{p - 1}}\end{aligned}\)

Therefore, theorthogonal basisfor \(W\) is \(\left\{ {{{\bf{v}}_1}, \ldots ,{{\bf{v}}_p}} \right\}\). Furthermore,

\({\mathop{\rm Span}\nolimits} \left\{ {{{\bf{v}}_1}, \ldots ,{{\bf{v}}_k}} \right\} = {\mathop{\rm Span}\nolimits} \left\{ {{{\bf{x}}_1}, \ldots ,{{\bf{x}}_k}} \right\}\) for \(1 \le k \le p\).

02

Determine an orthogonal basis for the column space

Consider the columns of the matrix as \({{\bf{x}}_1},{{\bf{x}}_2}\), and \({{\bf{x}}_3}\).

Apply the Gram-Schmidt process on these vectors to obtain an orthogonal basis as shown below:

\(\begin{aligned}{}{{\bf{v}}_1} & = {{\bf{x}}_1}\\{{\bf{v}}_2} & = {{\bf{x}}_2} - \frac{{{{\bf{x}}_2} \cdot {{\bf{v}}_1}}}{{{{\bf{v}}_1} \cdot {{\bf{v}}_1}}}{{\bf{v}}_1}\\ & = {{\bf{x}}_2} - \frac{{ - 5}}{5}{{\bf{v}}_1}\\ & = {{\bf{x}}_2} - \left( { - 1} \right){{\bf{v}}_1}\\ & = \left( {\begin{aligned}{{}{}}2\\1\\4\\{ - 4}\\2\end{aligned}} \right) + \left( {\begin{aligned}{{}{}}1\\{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}{2 + 1}\\{1 - 1}\\{4 - 1}\\{ - 4 + 1}\\{2 + 1}\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}3\\0\\3\\{ - 3}\\3\end{aligned}} \right)\end{aligned}\)

And,

\(\begin{aligned}{}{{\bf{v}}_3} & = {{\bf{x}}_3} - \frac{{{{\bf{x}}_3} \cdot {{\bf{v}}_1}}}{{{{\bf{v}}_1} \cdot {{\bf{v}}_1}}}{{\bf{v}}_1} - \frac{{{{\bf{x}}_3} \cdot {{\bf{v}}_2}}}{{{{\bf{v}}_2} \cdot {{\bf{v}}_2}}}{{\bf{v}}_2}\\ & = {{\bf{x}}_3} - \frac{{20}}{5}{{\bf{v}}_1} - \left( {\frac{{ - 12}}{{36}}} \right){{\bf{v}}_2}\\ & = {{\bf{x}}_3} - 4{{\bf{v}}_1} - \left( { - \frac{1}{3}} \right){{\bf{v}}_2}\\ & = \left( {\begin{aligned}{{}{}}5\\{ - 4}\\{ - 3}\\7\\1\end{aligned}} \right) - 4\left( {\begin{aligned}{{}{}}1\\{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right) + \frac{1}{3}\left( {\begin{aligned}{{}{}}3\\0\\3\\{ - 3}\\3\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}{5 - 4 + 1}\\{ - 4 + 4 + 0}\\{ - 3 + 4 + 1}\\{7 - 4 - 1}\\{1 - 4 + 1}\end{aligned}} \right)\\ & = \left( {\begin{aligned}{{}{}}2\\0\\2\\2\\{ - 2}\end{aligned}} \right)\end{aligned}\)

Hence, an orthogonal basis for the column space is \(\left\{ {\left( {\begin{aligned}{{}{}}1\\{ - 1}\\{ - 1}\\1\\1\end{aligned}} \right),\left( {\begin{aligned}{{}{}}3\\0\\3\\{ - 3}\\3\end{aligned}} \right),\left( {\begin{aligned}{{}{}}2\\0\\2\\2\\{ - 2}\end{aligned}} \right)} \right\}\).

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Most popular questions from this chapter

In Exercises 1-4, find the equation \(y = {\beta _0} + {\beta _1}x\) of the least-square line that best fits the given data points.

  1. \(\left( {0,1} \right),\left( {1,1} \right),\left( {2,2} \right),\left( {3,2} \right)\)

A certain experiment produce the data \(\left( {1,7.9} \right),\left( {2,5.4} \right)\) and \(\left( {3, - .9} \right)\). Describe the model that produces a least-squares fit of these points by a function of the form

\(y = A\cos x + B\sin x\)

A certain experiment produces the data \(\left( {1,1.8} \right),\left( {2,2.7} \right),\left( {3,3.4} \right),\left( {4,3.8} \right),\left( {5,3.9} \right)\). Describe the model that produces a least-squares fit of these points by a function of the form

\(y = {\beta _1}x + {\beta _2}{x^2}\)

Such a function might arise, for example, as the revenue from the sale of \(x\) units of a product, when the amount offered for sale affects the price to be set for the product.

a. Give the design matrix, the observation vector, and the unknown parameter vector.

b. Find the associated least-squares curve for the data.

In Exercises 13 and 14, the columns of Q were obtained by applying the Gram-Schmidt process to the columns of A. Find an upper triangular matrix R such that \(A = QR\). Check your work.

13. \(A = \left( {\begin{aligned}{{}{}}5&9\\1&7\\{ - 3}&{ - 5}\\1&5\end{aligned}} \right),{\rm{ }}Q = \left( {\begin{aligned}{{}{}}{\frac{5}{6}}&{ - \frac{1}{6}}\\{\frac{1}{6}}&{\frac{5}{6}}\\{ - \frac{3}{6}}&{\frac{1}{6}}\\{\frac{1}{6}}&{\frac{3}{6}}\end{aligned}} \right)\)

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.

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