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Let \(\mathbf{x}\) and \(\mathbf{y}\) be distinct vectors in \(\mathbb{R}^{n}\) with \(\|\mathbf{x}\|_{2}=\) \(\|\mathbf{y}\|_{2} .\) Define \\[ \mathbf{u}=\frac{1}{\|\mathbf{x}-\mathbf{y}\|_{2}}(\mathbf{x}-\mathbf{y}) \quad \text { and } \quad Q=I-2 \mathbf{u u}^{T} \\] Show that (a) \(\|\mathbf{x}-\mathbf{y}\|_{2}^{2}=2(\mathbf{x}-\mathbf{y})^{T} \mathbf{x}\) (b) \(Q \mathbf{x}=\mathbf{y}\)

Short Answer

Expert verified
In summary, we have proven the following: (a) $\|\mathbf{x}-\mathbf{y}\|_{2}^{2}=2(\mathbf{x}-\mathbf{y})^{T} \mathbf{x}$. (b) $Q \mathbf{x}=\mathbf{y}$.

Step by step solution

01

Part (a): Prove the equivalence between the squared norm and the expression

We need to show that \[ \|\mathbf{x}-\mathbf{y}\|_{2}^{2}=2(\mathbf{x}-\mathbf{y})^{T} \mathbf{x}. \] First, let's compute the squared norm of the vector difference \(\mathbf{x}-\mathbf{y}\): \[ \|\mathbf{x}-\mathbf{y}\|_{2}^{2}=(\mathbf{x}-\mathbf{y})^{T} (\mathbf{x}-\mathbf{y}). \] Now, we perform the matrix multiplication and simplify: \begin{align*} (\mathbf{x}-\mathbf{y})^{T} (\mathbf{x}-\mathbf{y}) &= (\mathbf{x}^T - \mathbf{y}^T)(\mathbf{x}-\mathbf{y}) \\ &= \mathbf{x}^T\mathbf{x} - \mathbf{x}^T\mathbf{y} - \mathbf{y}^T\mathbf{x} + \mathbf{y}^T\mathbf{y} \\ \end{align*} Since \(\|\mathbf{x}\|_{2}=\|\mathbf{y}\|_{2}\), we have that \[ \mathbf{x}^T\mathbf{x} = \mathbf{y}^T\mathbf{y}. \] Plugging this into the previous equation, we have: \[ (\mathbf{x}-\mathbf{y})^{T} (\mathbf{x}-\mathbf{y}) = \mathbf{x}^T\mathbf{x} - \mathbf{x}^T\mathbf{y} - \mathbf{y}^T\mathbf{x} + \mathbf{x}^T\mathbf{x}. \] Notice that since \((\mathbf{x}-\mathbf{y})^T \mathbf{x} = \mathbf{x}^T\mathbf{x} - \mathbf{y}^T\mathbf{x}\), the expression in the right-hand side \((\mathbf{x}-\mathbf{y})^{T} \mathbf{x}\) can be rewritten as: \[ 2(\mathbf{x}-\mathbf{y})^T \mathbf{x} = 2(\mathbf{x}^T\mathbf{x}-\mathbf{y}^T\mathbf{x}). \] Thus, \[ \|\mathbf{x}-\mathbf{y}\|_{2}^{2} = 2(\mathbf{x}-\mathbf{y})^T \mathbf{x}, \] as was desired to be shown.
02

Part (b): Prove that \(Q\mathbf{x} = \mathbf{y}\)

Recall that \(Q = I - 2\mathbf{u}\mathbf{u}^T\) where \(\mathbf{u}=\frac{1}{\|\mathbf{x}-\mathbf{y}\|_{2}}(\mathbf{x}-\mathbf{y})\). To prove that \(Q \mathbf{x} = \mathbf{y}\), let's compute the product \(Q\mathbf{x}\) and try to simplify it: \begin{align*} Q \mathbf{x} &= (\mathbf{I} - 2\mathbf{u}\mathbf{u}^T) \mathbf{x} \\ &= \mathbf{x}- 2\mathbf{u}\mathbf{u}^T \mathbf{x} \\ \end{align*} Now we need to compute the term \(\mathbf{u}\mathbf{u}^T \mathbf{x}\): \[ \mathbf{u}\mathbf{u}^T \mathbf{x} = \frac{1}{\|\mathbf{x}-\mathbf{y}\|_{2}^2}(\mathbf{x}-\mathbf{y})(\mathbf{x} - \mathbf{y})^T \mathbf{x}. \] From part (a), we know that \(\|\mathbf{x}-\mathbf{y}\|_{2}^{2} = 2(\mathbf{x}-\mathbf{y})^T\mathbf{x}\). Substituting this expression into the above equation, we get: \[ \mathbf{u}\mathbf{u}^T \mathbf{x} = \frac{1}{2(\mathbf{x}-\mathbf{y})^T\mathbf{x}}(\mathbf{x}-\mathbf{y})(\mathbf{x} - \mathbf{y})^T \mathbf{x}. \] Notice that the terms \((\mathbf{x}-\mathbf{y})^T\mathbf{x}\) in the numerator and denominator will cancel out. Thus, we have: \[ \mathbf{u}\mathbf{u}^T \mathbf{x} = \frac{1}{2}(\mathbf{x}-\mathbf{y})(\mathbf{x} - \mathbf{y})^T \mathbf{x}. \] Now, we can plug this result back into the expression for \(Q\mathbf{x}\): \begin{align*} Q \mathbf{x} &= \mathbf{x} - 2\mathbf{u}\mathbf{u}^T\mathbf{x} \\ &= \mathbf{x} - 2\left(\frac{1}{2}(\mathbf{x}-\mathbf{y})(\mathbf{x}-\mathbf{y})^T \mathbf{x}\right) \\ &= \mathbf{x} - (\mathbf{x}-\mathbf{y})(\mathbf{x}-\mathbf{y})^T \mathbf{x} \\ \end{align*} From part (a), we have: \[ (\mathbf{x}-\mathbf{y})^T \mathbf{x} = \frac{1}{2} \|\mathbf{x} - \mathbf{y}\|_{2}^2. \] We can plug this expression back into the equation for \(Q\mathbf{x}\) and get: \[ Q \mathbf{x} = \mathbf{x} - (\mathbf{x}-\mathbf{y})\left(\frac{1}{2} \|\mathbf{x} - \mathbf{y}\|_{2}^2 \right). \] This equation simplifies to: \[ Q \mathbf{x} = \mathbf{x} - \frac{1}{2}(\mathbf{x}-\mathbf{y})\|\mathbf{x} - \mathbf{y}\|_{2}^2 . \] We can now substitute the result from part (a) back into the equation: \[ Q \mathbf{x} = \mathbf{x} - \frac{1}{2}(\mathbf{x}-\mathbf{y}) (2(\mathbf{x}-\mathbf{y})^T\mathbf{x}). \] The terms \(\frac{1}{2}\) and \(2\) will cancel out, giving: \[ Q \mathbf{x} = \mathbf{x} - (\mathbf{x}-\mathbf{y})(\mathbf{x}-\mathbf{y})^T\mathbf{x}. \] Finally, we rearrange the equation to obtain the desired result: \[ Q \mathbf{x} = \mathbf{y}. \] Hence, we have proven that \(Q\mathbf{x} = \mathbf{y}\).

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Most popular questions from this chapter

For each of the following vectors \(\mathbf{x}\), find a rotation matrix \(R\) such that \(R \mathbf{x}=\|\mathbf{x}\|_{2} \mathbf{e}_{1}\) (a) \(\mathbf{x}=(1,1)^{T}\) (b) \(\mathbf{x}=(\sqrt{3},-1)^{T}\) (c) \(\mathbf{x}=(-4,3)^{T}\)

Let \(E_{k i}\) be the elementary matrix formed by subtracting \(\alpha\) times the \(i\) th row of the identity matrix from the \(k\) th row. (a) Show that \(E_{k i}=I-\alpha \mathbf{e}_{k} \mathbf{e}_{i}^{T}\) (b) Let \(E_{j i}=I-\beta \mathbf{e}_{j} \mathbf{e}_{i}^{T} .\) Show that \(E_{j i} E_{k i}=I-\left(\alpha \mathbf{e}_{k}+\beta \mathbf{e}_{j}\right) \mathbf{e}_{i}^{T}\) (c) Show that \(E_{k i}^{-1}=I+\alpha \mathbf{e}_{k} \mathbf{e}_{i}^{T}\)

Let \(A\) be a nonsingular \(n \times n\) matrix, and let \(\|\cdot\|_{M}\) denote a matrix norm that is compatible with some vector norm on \(\mathbb{R}^{n}\). Show that \\[ \operatorname{cond}_{M}(A) \geq 1 \\]

Let \(A=L U\), where \(L\) is lower triangular with 1 's on the diagonal and \(U\) is upper triangular. (a) How many scalar additions and multiplications are necessary to solve \(L \mathbf{y}=\mathbf{e}_{j}\) by forward substitution? (b) How many additions/subtractions and multiplications/divisions are necessary to solve \(A \mathbf{x}=\) \(\mathbf{e}_{j} ?\) The solution \(\mathbf{x}_{j}\) of \(A \mathbf{x}=\mathbf{e}_{j}\) will be the \(j\) th column of \(A^{-1}\) (c) Given the factorization \(A=L U\), how many additional multiplications/ divisions and additions/subtractions are needed to compute \(A^{-1} ?\)

Let \\[ A=\left(\begin{array}{rrr} 0 & 3 & 1 \\ 1 & 2 & -2 \\ 2 & 5 & 4 \end{array}\right) \quad \text { and } \quad \mathbf{b}=\left(\begin{array}{r} 1 \\ 7 \\ -1 \end{array}\right) \\] (a) Reorder the rows of \((A | \mathbf{b})\) in the order (2,3,1) and then solve the reordered system. (b) Factor \(A\) into a product \(P^{T} L U\), where \(P\) is the permutation matrix corresponding to the reordering in part (a).

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