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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\({\bf{Span}}\left\{ {{{\bf{u}}_{\bf{1}}},{{\bf{u}}_{\bf{2}}}} \right\}\).

4.\(y = \left[ {\begin{aligned}{\bf{6}}\\{\bf{3}}\\{ - {\bf{2}}}\end{aligned}} \right]\),\({{\bf{u}}_{\bf{1}}} = \left[ {\begin{aligned}{\bf{3}}\\{\bf{4}}\\{\bf{0}}\end{aligned}} \right]\),\({{\bf{u}}_{\bf{2}}} = \left[ {\begin{aligned}{ - {\bf{4}}}\\{\bf{3}}\\{\bf{0}}\end{aligned}} \right]\)

Short Answer

Expert verified

The orthogonal projection is \(\left[ {\begin{aligned}6\\3\\0\end{aligned}} \right]\).

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:

\[\begin{aligned}{c}{{\bf{u}}_1} \cdot {{\bf{u}}_2} &= {\bf{u}}_1^T{{\bf{u}}_2}\\ &= \left[ {\begin{aligned}3&4&0\end{aligned}} \right]\left[ {\begin{aligned}{ - 4}\\3\\0\end{aligned}} \right]\\ &= - 12 + 12\\ &= 0\end{aligned}\]

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:

\(\begin{aligned}{c}{\bf{\hat y}} &= \frac{{{\bf{y}} \cdot {{\bf{u}}_1}}}{{{{\bf{u}}_1} \cdot {{\bf{u}}_1}}}{{\bf{u}}_1} + \frac{{{\bf{y}} \cdot {{\bf{u}}_{\bf{2}}}}}{{{{\bf{u}}_{\bf{2}}} \cdot {{\bf{u}}_{\bf{2}}}}}{{\bf{u}}_2}\\ &= \frac{{{{\bf{y}}^T} \cdot {{\bf{u}}_1}}}{{{\bf{u}}_{\bf{1}}^T \cdot {{\bf{u}}_1}}}{{\bf{u}}_1} + \frac{{{{\bf{y}}^T} \cdot {{\bf{u}}_{\bf{2}}}}}{{{\bf{u}}_2^T \cdot {{\bf{u}}_{\bf{2}}}}}{{\bf{u}}_2}\\ &= \frac{{\left[ {\begin{aligned}6&3&{ - 2}\end{aligned}} \right]\left[ {\begin{aligned}3\\4\\0\end{aligned}} \right]}}{{\left[ {\begin{aligned}3&4&0\end{aligned}} \right]\left[ {\begin{aligned}3\\4\\0\end{aligned}} \right]}}{{\bf{u}}_1} + \frac{{\left[ {\begin{aligned}6&3&{ - 2}\end{aligned}} \right]\left[ {\begin{aligned}{ - 4}\\3\\0\end{aligned}} \right]}}{{\left[ {\begin{aligned}{ - 4}&3&0\end{aligned}} \right]\left[ {\begin{aligned}{ - 4}\\3\\0\end{aligned}} \right]}}{{\bf{u}}_2}\\ &= \frac{{30}}{{25}}\left[ {\begin{aligned}3\\4\\0\end{aligned}} \right] - \frac{3}{5}\left[ {\begin{aligned}{ - 4}\\3\\0\end{aligned}} \right]\\ &= \left[ {\begin{aligned}6\\3\\0\end{aligned}} \right]\end{aligned}\)

Thus, the orthogonal projection is \(\left[ {\begin{aligned}6\\3\\0\end{aligned}} \right]\).

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Most popular questions from this chapter

Suppose the x-coordinates of the data \(\left( {{x_1},{y_1}} \right), \ldots ,\left( {{x_n},{y_n}} \right)\) are in mean deviation form, so that \(\sum {{x_i}} = 0\). Show that if \(X\) is the design matrix for the least-squares line in this case, then \({X^T}X\) is a diagonal matrix.

[M] Let \({f_{\bf{4}}}\) and \({f_{\bf{5}}}\) be the fourth-order and fifth order Fourier approximations in \(C\left[ {{\bf{0}},{\bf{2}}\pi } \right]\) to the square wave function in Exercise 10. Produce separate graphs of \({f_{\bf{4}}}\) and \({f_{\bf{5}}}\) on the interval \(\left[ {{\bf{0}},{\bf{2}}\pi } \right]\), and produce graph of \({f_{\bf{5}}}\) on \(\left[ { - {\bf{2}}\pi ,{\bf{2}}\pi } \right]\).

In Exercises 1-6, the given set is a basis for a subspace W. Use the Gram-Schmidt process to produce an orthogonal basis for W.

2. \(\left( {\begin{aligned}{{}{}}0\\4\\2\end{aligned}} \right),\left( {\begin{aligned}{{}{}}5\\6\\{ - 7}\end{aligned}} \right)\)

In Exercises 1-4, find a least-sqaures solution of \(A{\bf{x}} = {\bf{b}}\) by (a) constructing a normal equations for \({\bf{\hat x}}\) and (b) solving for \({\bf{\hat x}}\).

3. \(A = \left( {\begin{aligned}{{}{}}{\bf{1}}&{ - {\bf{2}}}\\{ - {\bf{1}}}&{\bf{2}}\\{\bf{0}}&{\bf{3}}\\{\bf{2}}&{\bf{5}}\end{aligned}} \right)\), \({\bf{b}} = \left( {\begin{aligned}{{}{}}{\bf{3}}\\{\bf{1}}\\{ - {\bf{4}}}\\{\bf{2}}\end{aligned}} \right)\)

In Exercises 1-6, the given set is a basis for a subspace W. Use the Gram-Schmidt process to produce an orthogonal basis for W.

4. \(\left( {\begin{aligned}{{}{}}3\\{ - 4}\\5\end{aligned}} \right),\left( {\begin{aligned}{{}{}}{ - 3}\\{14}\\{ - 7}\end{aligned}} \right)\)

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