Today Orthogonal 6 - UCSD Mathematicstkemp/18/Math18-Lecture26-C00-after.pdf · Today §6.4:...
Transcript of Today Orthogonal 6 - UCSD Mathematicstkemp/18/Math18-Lecture26-C00-after.pdf · Today §6.4:...
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Today §
6.4: Orthogonal izatien
Next : § 7. I : The Spectral Theorem
Reminders lease fill out your CAPES.
My Math Lab Homework # 8 : Due THURSDAY by ltispm
MATLAB QUIZ : Tomorrow OR TODAY !
FINAL EXAM : This Saturday ,11:30am - 2:30pm
Seating 112am Assignment on Triton Ed
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Given an ortho normal basis { It,
Yi,
...
,lip} for a subspaceVHN ,
the orthogonal projection of a vector I er" into V is
Pnoj ✓(B) = kin
,)uI + ⇐Adult . - . tlxupyp
= UUT ± where ltlu , Is . -. Ap ]
This B the
uniquevector yet such that y . x. e Vt
.
Geometrically ,it B the closest point in V to x .
⇐ statementEmanated:Yµh9¥ns%!⇐H.
g. Projvht beat+Hiatus = few + IN§ . y , = (1) 121 tells ) t (3) t D= 9 114112=30§ . ys= (1) th # 1) + ( 3) 11 ) =3 114414 6
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6.41 What if you aren't given an orthogonal basis ?
Can you even be
surethat one exists ?
Ea. v= Null it} 't →liiizkfliiiiff :fit
* - free
mail f¥gyffxa¥?¥fhftgfhpgµbannfgn.
g. I = H ) Httl - 1) (1) + A) 6) + A) ( l ) = f to.
New basis: Eu, ,%} µ =
, ,
J' ' HK 3
↳ = Projuplg) = a - Proju, # = I - Higden, Estaing;D=kt÷tItl¥H
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The Gram - Schmidt orthogonal nation Process
Given a basis Be = { vi. b. . .
, Vp } of a subspace V,
we can
fmd a new basis O = { 4,4 ,-
, up} with the properties :
4) O is orthogonal(2) span { vi. b
,. . ,b } =
span { % ↳ nun } for Is ksp .
i&. spam { b) = spank }
, span { a g) = span{ byal,
. ..
y ,= g
ya = a - Prejulb) = b- thigh y ,
↳ = Prej µ,at B) = g - Preju, B) - Projects) =
g- ifeng.in#gttfg
; '
i xp- Hindu - fifths -
. - ..
- Huffman .
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The Gram - Schmidt Process takes a basis D= { %% . ,b}for a subspace V and turns it into an orthogonal bass Ofuyu. } .
,.u,}
ny = g ; it,= tthludl
.
↳ = b - G.b) I , ; th = GAY , 11
↳ = g- ( g. b) ud - lg.lk )lh ; the 43/114311.
or You can then produce an ortho normal basis 8=1 K,
I,
...
,In }
by normalizing .
Fist premise by↳,. .
, up ,then hamatze@ end
.
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Eg .
Find an erthonormal basis for CDA whereA =/.}lg}g§|yet , =/!z| t.yyy.NET#tt=9iuIeftfH basis→ a ± I
lb = ¥ - b. Ul
t.gg#.u=lktfH=lkt:niitfrkln.ugyi;sr.
↳ = I -
thingy,bjuugp.us darts154=18
ftp.FH -
'
ftp..fi#.iui=rsEt. " ↳µ%i. 114311=3 Nz
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Question : How can you heaver the original vectors { %%% ... }
from the new on.
basis { In,
Is,
B,
... ] ?
it '
then then,
→ I =
indiumni = * ,in - ixianuit . "¥yk+
them±,
as = huts ,( b
- 19 # HI - Nikki ) →ganglia
,+ Koh
43 + I g. b) th
/ st.is/=/uikB/frgryrE.- R
M ⇒ Q
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Theorem : If A is an mxw matrix with linearly independent
columns,
then A has a factorization
A=QR←upper - Star
QTQ=I → a R_ orthermal- 61 mnj
O - 3 I 2Es .
pz§f) = EB %.YK (our "4) O o 31k
What is this good for ?
Calculating ogenoatues.
A = QR ; A,
= RQ