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Consider a vector v→in Rnof the form

[1aa2...an-1]

Where ais any real number. Let Pbe the matrix of the orthogonal projection onto span. Describe the entries of Pin terms of a, and explain why Pis a Hankel matrix. See Exercise 71. As an example, find Pfor

v→=[124]

Short Answer

Expert verified

The matrix for the vector is v→=124isP=1242484816.

Step by step solution

01

Orthogonal projection matrix P.

To find the orthogonal projection matrix consider the solution.

According to the Exercise 67, the required matrix will be A(ATA)-1AT.

Where the matrix A=v→1.

Consider the equations below to find the projection matrix.

ATA=v→2=1+a2+a4+...+a2n-2

A(ATA)-1AT=v→1v→2v→T=1v→2v→v→T=1v→21aa2..an-11aa2...an-1=1v→21aa2...an-1aa2a3...ana2a3........an+1.....................an-1an.....a2n-2

p=11+a2+a4+....+a2n-21aa2...an-1aa2a3...ana2a3........an+1.....................an-1an.....a2n-2

Further solve the above expression,

role="math" localid="1660133190975" A(ATA)-1AT=v→1v→2v→T=1v→2v→v→T=1v→21aa2..an-11aa2...an-1=1v→21aa2...an-1aa2a3...ana2a3........an+1.....................an-1an.....a2n-2

Hence, the matrix will be P=11+a2+a4+...+a2n-21aa2...an-1aa2a3...ana2a3........an+1.....................an-1an.....a2n-2.

In order to show that the above matrix is Hankel matrix determine the equation.

(AAT)ij=v→v→Tij =vi1v1j=ai-1aj-1=ai-1+1aj-1-1=aiaj-2=(AAT)i+1,j+1

Thus, the matrix is Hankel matrix.

Hence, the matrix P for the vector v→=124isP=1242484816.

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