Chap 6.3
Chap 6.3
Chap 6.3
Inner Products
Angle and Orthogonality in Inner Product Spaces
Orthonormal Bases; Gram-Schmidt Process; QR-
Decomposition
Best Approximation; Least Squares
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6-3 Orthonormal Basis
Example 1
Let u1 = (0, 1, 0), u2 = (1, 0, 1), u3 = (1, 0, -1) and assume
that R3 has the Euclidean inner product.
It follows that the set of vectors S = {u1, u2, u3} is
orthogonal since
u1, u2 = u1, u3 = u2, u3 = 0.
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6-3 Example 2
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6-3 Orthonormal Basis
Theorem 6.3.1*
If S = {v1, v2, …, vn} is an orthonormal basis for an inner
product space V, and u is any vector in V, then
u = u, v1 v1 + u, v2 v2 + · · · + u, vn vn
Remark
The scalars u, v1, u, v2, … , u, vn are the coordinates of
the vector u relative to the orthonormal basis S = {v1, v2, …,
vn} and
(u)S = (u, v1, u, v2, … , u, vn)
is the coordinate vector of u relative to this basis
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6-3 Example 3
Solution:
u, v1 = 1, u, v2 = -1/5, u, v3 = 7/5
Therefore, by Theorem 6.3.1 we have u = v1 – 1/5 v2 + 7/5 v3
That is, (1, 1, 1) = (0, 1, 0) – 1/5 (-4/5, 0, 3/5) + 7/5 (3/5, 0, 4/5)
The coordinate vector of u relative to S is
(u)s=(u, v1, u, v2, u, v3) = (1, -1/5, 7/5)
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Theorem 6.3.2
If S is an orthonormal basis for an n-dimensional inner product
space, and if (u)s = (u1, u2, …, un) and (v)s = (v1, v2, …, vn) then:
u u12 u22 un2
d (u, v) (u1 v1 ) 2 (u2 v2 ) 2 (un vn ) 2
u, v u1v1 u2 v2 un vn
Example 4 (Calculating Norms Using Orthonormal Bases)
u=(1, 1, 1)
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6-3 Coordinates Relative to Orthogonal Bases
If S = {v1, v2, …, vn} is an orthogonal basis for a vector space V,
then normalizing each of these vectors yields the orthonormal
basis
v1 v 2 v n
S' , , ,
v1 v 2 v n
Thus, if u is any vector in V, it follows from theorem 6.3.1 that
v1 v1 v v2 v vn
u u, u, 2 u, n
v1 v1 v2 v2 vn vn
or
u, v1 u, v 2 u, v n
u 2
v1 2
v2 2
vn
v1 v2 vn
The above equation expresses u as a linear combination of the
vectors in the orthogonal basis S.
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Theorem 6.3.3
If S = {v1, v2, …, vn} is an orthogonal set of nonzero vectors in
an inner product space
then S is linearly independent.
Remark
By working with orthonormal bases, the computation of
general norms and inner products can be reduced to the
computation of Euclidean norms and inner products of the
coordinate vectors.
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Theorem 6.3.4 (Projection Theorem)
If W is a finite-dimensional subspace of an product space V,
then every vector u in V can be expressed in exactly one
way as
u = w1 + w2
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Theorem 6.3.5
Let W be a finite-dimensional subspace of an inner product
space V.
If {v1, …, vr} is an orthonormal basis for W, and u is any
vector in V, then
projwu = u,v1 v1 + u,v2 v2 + … + u,vr vr
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6-3 Example 6
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6-3 Finding Orthogonal/Orthonormal Bases
Theorem 6.3.6
Every nonzero finite-dimensional inner product space has
an orthonormal basis.
Remark
The step-by-step construction for converting an arbitrary
basis into an orthogonal basis is called the Gram-Schmidt
process.
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6-3 Example 7(Gram-Schmidt Process)
Solution:
Step 1: Let v1 = u1.That is, v1 = u1 = (1, 1, 1)
Step 2: Let v2 = u2 – projW1u2. That is,
u 2 , v1
v 2 u 2 projw1 u 2 u 2 2
v1
v1
2 2 1 1
(0, 1, 1) (1, 1, 1) ( , , ) 45
3 3 3 3
6-3 Example 7(Gram-Schmidt Process)
We have two vectors in W2 now!
Thus, v1 = (1, 1, 1), v2 = (-2/3, 1/3, 1/3), v3 = (0, -1/2, 1/2) form an
orthogonal basis for R3. The norms of these vectors are
6 1
v1 3, v 2 , v3
3 2
so an orthonormal basis for R3 is
v1 1 1 1 v2 2 1 1
q1 ( , , ), q 2 ( , , ),
v1 3 3 3 v2 6 6 6
v3 1 1
q3 (0, - , )
v3 2 2
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Theorem 6.3.7 (QR-Decomposition)
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Solution from examples 7
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6-3 Example 8
(QR-Decomposition of a 33 Matrix)
Find the QR-decomposition of 1 0 0
A 1 1 0
Solution: 1 1 1
The column vectors A are
1 0 0
u1 1 , u 2 1 , u 3 1/ 2
1 1 1/ 2
Applying the Gram-Schmidt process with subsequent normalization to
these column vectors yields the orthonormal vectors
1/ 3 2 / 6 0
q1 1/ 3 , q 2 1/ 6 , q3 1/ 2 Q
1/ 2
1/ 3 1/ 6
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6-3 Example 8
The matrix R is
u1 , q1 u 2 , q1 u 3 , q1 3 / 3 2 / 3 1 / 3
0
R 0 u2 , q2 u3 , q 2 2 / 6 1/ 6
0 0 u3 , q3 0 0 1 / 2
Thus, the QR-decomposition of A is
1 0 0 1/ 3 2 / 6 0 3 / 3 2 / 3 1/ 3
1 1 0 1/ 3 1/ 6
1/ 2 0
2 / 6 1/ 6
1 1 1 1/ 3 1/ 6
1/ 3 0 0 1/ 2
A Q R
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Assignments(EAC)
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