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Lecture 14 Orthogonal vectors and bases "The 90 degree Chapter" notes…
… added. (#17) * Lecture 14 90 degree chapter notes added. * Blank spaces taken care lecture 14. * Updated lecture 14 notes with minor changes.
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# Orthogonal vectors and subspaces "The 90 degree Chapter" | ||
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## Overview: | ||
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- Row space is perpendicular to null space | ||
- Column space is perpendicular to left null space | ||
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![li](Images/RowSpace_per_Nullspace.jpg) | ||
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## Orthogonal vectors: | ||
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- Two vectors are orthogonal if the angle between them is 90 degrees. | ||
- `x` and `y` are orthogonal if x<sup>T</sup>y = 0 or y<sup>T</sup>x = 0. | ||
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* **Question**: Which vector is orthogonal to every vector? | ||
<details> | ||
<summary> | ||
Answer | ||
</summary> | ||
The zero vector. | ||
</details> | ||
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## Orthogonal subspaces | ||
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- Subspace S is orthogonal to subspace T means: every vector in S is orthogonal to every vector in T. | ||
- The blackboard is not orthogonal to the floor; two vectors in the line where the blackboard meets the floor aren’t orthogonal to each other. | ||
- Subspaces should add up to the original space dimension for orthogonality. | ||
- Suppose for 3-Dimension. A plane and a line may form an orthogonal pair as 2 + 1 = 3. | ||
- Similarly two planes in 3-Dimension like the blackboard floor example are not orthogonal. | ||
- In the plane, the space containing only the zero vector and any line through the origin are orthogonal subspaces. | ||
- A line through the origin and the whole plane are never orthogonal subspaces. | ||
- Two lines through the origin are orthogonal subspaces if they meet at right angles. | ||
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## Rowspace is orthogonal to nullspace | ||
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- **Why ?** | ||
- Because, Ax = 0 means the dot product of x with each row of A is 0. | ||
- ![li](Images/Row1-n.jpg) | ||
- Also the product of x with any combination of rows of A must be 0 (Another way to express it). | ||
- The column space is orthogonal to the left nullspace of A because the row space of A<sup>T</sup>. is perpendicular to the nullspace of A<sup>T</sup>. | ||
- We can also assume that row space and the nullspace of a matrix subdivide R<sup>n</sup> into two perpendicular subspaces. | ||
- For the same reason, in 3-Dimension we can not have two perpendicular lines as rowspace nullspace pair as dimensions don't match the findings. (1 + 1 = 2 but we need 3) | ||
- **Example** | ||
<pre> | ||
- A = [ 1 2 5 ] | ||
[ 2 4 10 ] | ||
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[ 1 2 5 ] [x1] [0] | ||
[ 2 4 10 ] [x2] = [0] | ||
[x3] | ||
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- Rowspace dimension = 1 | ||
- Basis = [1] | ||
[2] | ||
[5] | ||
- Nullspace dimension = 2 (It is a plane through the origin perpendicular to the Basis of rowspace). | ||
</pre> | ||
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- The nullspace and the row space are orthogonal complements in R<sup>n</sup>. | ||
- The nullspace contains all the vectors that are perpendicular to the row space, and vice versa. | ||
- The subspaces come in orthogonal pairs | ||
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## To solve Ax = b when there is no solution, when no. of eqns (m) > no. of variables (n) : | ||
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- Due to measurement error, Ax = b is often unsolvable if m > n. | ||
- Our next challenge is to find the best possible solution in this case. | ||
- The matrix A<sup>T</sup>A plays a key role in this effort: the central equation is A<sup>T</sup>Ax<sup>hat</sup>= A<sup>T</sup>b. | ||
- Here x<sup>hat</sup> is different from x which is the best possible solution. | ||
- Also A<sup>T</sup>A is square (n × n) and symmetric. | ||
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- x<sup>hat</sup> = (A<sup>T</sup>A)<sup>-1</sup>A<sup>T</sup>b | ||
- If | ||
1) The columns of A are linearly independent. | ||
2) A<sup>T</sup>A is invertible. | ||
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- **Example** | ||
<pre> | ||
- A = [ 1 1 ] | ||
[ 1 2 ] | ||
[ 1 5 ] | ||
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- Then A<sup>T</sup>A = | ||
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[ 1 1 1 ][ 1 1 ] [ 3 8 ] | ||
[ 1 2 5 ][ 1 2 ] = [ 8 30 ] | ||
[ 1 5 ] | ||
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- Here it is invertible therefore we can find a possible solution. | ||
- A<sup>T</sup>A is not always invertible. | ||
- Example | ||
[ 1 1 1 ][ 1 3 ] [ 3 9 ] | ||
[ 3 3 3 ][ 1 3 ] = [ 9 27 ] | ||
[ 1 3 ] | ||
- Here rank is 1 and it is not invertible. | ||
- Therefore, A<sup>T</sup>A is invertible exactly when A has independent columns. | ||
</pre> | ||
- **Pointers**: | ||
- N(A<sup>T</sup>A) = N(A) | ||
- rank of A<sup>T</sup>A = rank of A. |