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Question: In Exercises 3-6, verify that\(\left\{ {{{\bf{u}}_{\bf{1}}},{{\bf{u}}_{\bf{2}}}} \right\}\)is an orthogonal set, and then find the orthogonal projection of y onto\({\bf{Span}}\left\{ {{{\bf{u}}_{\bf{1}}},{{\bf{u}}_{\bf{2}}}} \right\}\).

3.\[y = \left[ {\begin{aligned}{ - {\bf{1}}}\\{\bf{4}}\\{\bf{3}}\end{aligned}} \right]\],\({{\bf{u}}_{\bf{1}}} = \left[ {\begin{aligned}{\bf{1}}\\{\bf{1}}\\{\bf{0}}\end{aligned}} \right]\),\({{\bf{u}}_{\bf{2}}} = \left[ {\begin{aligned}{ - {\bf{1}}}\\{\bf{1}}\\{\bf{0}}\end{aligned}} \right]\)

Short Answer

Expert verified

The orthogonal projection is \(\left[ {\begin{aligned}{ - 1}\\4\\0\end{aligned}} \right]\).

Step by step solution

01

Perform the orthogonality test for \({{\bf{u}}_1}\) and \({{\bf{u}}_{\bf{2}}}\)

The orthogonality test for vectors\({{\bf{u}}_1}\)and\({{\bf{u}}_2}\)can be performed as follows:

\(\begin{aligned}{{\bf{u}}_1} \cdot {{\bf{u}}_2} = {\bf{u}}_1^T{{\bf{u}}_2}\\ &= \left[ {\begin{aligned}1&1&0\end{aligned}} \right]\left[ {\begin{aligned}{ - 1}\\1\\0\end{aligned}} \right]\\ &= \left( 1 \right)\left( { - 1} \right) + \left( 1 \right)\left( 1 \right) + \left( 0 \right)\left( 0 \right)\\ &= - 1 + 1\\ &= 0\end{aligned}\)

Thus, the vectors \({{\bf{u}}_1}\) and \({{\bf{u}}_2}\) are orthogonal.

02

Find the orthogonal component

The orthogonal component in the\({\rm{span}}\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\)is:

\(\begin{aligned}{\bf{\hat y}} &= \frac{{{\bf{y}} \cdot {{\bf{u}}_1}}}{{{{\bf{u}}_1} \cdot {{\bf{u}}_1}}}{{\bf{u}}_1} + \frac{{{\bf{y}} \cdot {{\bf{u}}_{\bf{2}}}}}{{{{\bf{u}}_{\bf{2}}} \cdot {{\bf{u}}_{\bf{2}}}}}{{\bf{u}}_2}\\ &= \frac{{{{\bf{y}}^T} \cdot {{\bf{u}}_1}}}{{{\bf{u}}_{\bf{1}}^T \cdot {{\bf{u}}_1}}}{{\bf{u}}_1} + \frac{{{{\bf{y}}^T} \cdot {{\bf{u}}_{\bf{2}}}}}{{{\bf{u}}_2^T \cdot {{\bf{u}}_{\bf{2}}}}}{{\bf{u}}_2}\\ &= \frac{{\left[ {\begin{aligned}{ - 1}&4&3\end{aligned}} \right]\left[ {\begin{aligned}1\\1\\0\end{aligned}} \right]}}{{\left[ {\begin{aligned}1&1&0\end{aligned}} \right]\left[ {\begin{aligned}1\\1\\0\end{aligned}} \right]}}{{\bf{u}}_1} + \frac{{\left[ {\begin{aligned}{ - 1}&4&3\end{aligned}} \right]\left[ {\begin{aligned}{ - 1}\\1\\0\end{aligned}} \right]}}{{\left[ {\begin{aligned}{ - 1}&1&0\end{aligned}} \right]\left[ {\begin{aligned}{ - 1}\\1\\0\end{aligned}} \right]}}{{\bf{u}}_2}\\ &= \frac{{ - 1 + 4}}{{1 + 1}}{{\bf{u}}_1} + \frac{{1 + 4}}{{1 + 1}}{{\bf{u}}_2}\\ &= \frac{3}{2}\left[ {\begin{aligned}1\\1\\0\end{aligned}} \right] + \frac{5}{2}\left[ {\begin{aligned}{ - 1}\\1\\0\end{aligned}} \right]\\ &= \left[ {\begin{aligned}{ - 1}\\4\\0\end{aligned}} \right]\end{aligned}\)

Thus, the orthogonal projection is\(\left[ {\begin{aligned}{ - 1}\\4\\0\end{aligned}} \right]\).

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Most popular questions from this chapter

In exercises 1-6, determine which sets of vectors are orthogonal.

  1. \(\left[ {\begin{array}{*{20}{c}}{ - 1}\\4\\{ - 3}\end{array}} \right]\), \(\left[ {\begin{array}{*{20}{c}}5\\2\\1\end{array}} \right]\), \(\left[ {\begin{array}{*{20}{c}}3\\{ - 4}\\{ - 7}\end{array}} \right]\)

In Exercises 7–10, let\[W\]be the subspace spanned by the\[{\bf{u}}\]’s, and write y as the sum of a vector in\[W\]and a vector orthogonal to\[W\].

8.\[y = \left[ {\begin{aligned}{ - 1}\\4\\3\end{aligned}} \right]\],\[{{\bf{u}}_1} = \left[ {\begin{aligned}1\\1\\{\bf{1}}\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}{ - 1}\\3\\{ - 2}\end{aligned}} \right]\]

Exercises 19 and 20 involve a design matrix \(X\) with two or more columns and a least-squares solution \(\hat \beta \) of \({\bf{y}} = X\beta \). Consider the following numbers.

(i) \({\left\| {X\hat \beta } \right\|^2}\)—the sum of the squares of the “regression term.” Denote this number by .

(ii) \({\left\| {{\bf{y}} - X\hat \beta } \right\|^2}\)—the sum of the squares for error term. Denote this number by \(SS\left( E \right)\).

(iii) \({\left\| {\bf{y}} \right\|^2}\)—the “total” sum of the squares of the \(y\)-values. Denote this number by \(SS\left( T \right)\).

Every statistics text that discusses regression and the linear model \(y = X\beta + \in \) introduces these numbers, though terminology and notation vary somewhat. To simplify matters, assume that the mean of the -values is zero. In this case, \(SS\left( T \right)\) is proportional to what is called the variance of the set of -values.

19. Justify the equation \(SS\left( T \right) = SS\left( R \right) + SS\left( E \right)\). (Hint: Use a theorem, and explain why the hypotheses of the theorem are satisfied.) This equation is extremely important in statistics, both in regression theory and in the analysis of variance.

Let \({\mathbb{R}^{\bf{2}}}\) have the inner product of Example 1, and let \({\bf{x}} = \left( {{\bf{1}},{\bf{1}}} \right)\) and \({\bf{y}} = \left( {{\bf{5}}, - {\bf{1}}} \right)\).

a. Find\(\left\| {\bf{x}} \right\|\),\(\left\| {\bf{y}} \right\|\), and\({\left| {\left\langle {{\bf{x}},{\bf{y}}} \right\rangle } \right|^{\bf{2}}}\).

b. Describe all vectors\(\left( {{z_{\bf{1}}},{z_{\bf{2}}}} \right)\), that are orthogonal to y.

Let \(\left\{ {{{\bf{v}}_1}, \ldots ,{{\bf{v}}_p}} \right\}\) be an orthonormal set in \({\mathbb{R}^n}\). Verify the following inequality, called Bessel’s inequality, which is true for each x in \({\mathbb{R}^n}\):

\({\left\| {\bf{x}} \right\|^2} \ge {\left| {{\bf{x}} \cdot {{\bf{v}}_1}} \right|^2} + {\left| {{\bf{x}} \cdot {{\bf{v}}_2}} \right|^2} + \ldots + {\left| {{\bf{x}} \cdot {{\bf{v}}_p}} \right|^2}\)

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