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In Exercises 3–6, verify that\[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\]is an orthogonal set, and then find the orthogonal projection of\[y\]onto Span\[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\].

6.\[{\rm{y}} = \left[ {\begin{aligned}6\\4\\1\end{aligned}} \right]\],\[{{\bf{u}}_1} = \left[ {\begin{aligned}{ - 4}\\{ - 1}\\1\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}0\\1\\1\end{aligned}} \right]\]

Short Answer

Expert verified

The projection of \[{\bf{y}}\] onto Span \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\] is \[\left[ {\begin{aligned}6\\4\\1\end{aligned}} \right]\].

Step by step solution

01

Write the definition

Orthogonal set: If \[{{\bf{u}}_i} \cdot {{\bf{u}}_j} = 0\] for \[i \ne j\], then the set of vectors \[\left\{ {{{\bf{u}}_1}, \ldots ,{{\bf{u}}_p}} \right\} \in {\mathbb{R}^n}\] is said to be orthogonal.

02

Check the set of given vectors is orthogonal or not

Given vectors are,\[{{\bf{u}}_1} = \left[ {\begin{aligned}{ - 4}\\{ - 1}\\1\end{aligned}} \right]\]and\[{{\bf{u}}_2} = \left[ {\begin{aligned}0\\1\\1\end{aligned}} \right]\].

Find the product\[{{\bf{u}}_1} \cdot {{\bf{u}}_2}\]as:

\[\begin{aligned}{c}{{\bf{u}}_1} \cdot {{\bf{u}}_2} &= \left[ {\begin{aligned}{ - 4}\\{ - 1}\\1\end{aligned}} \right] \cdot \left[ {\begin{aligned}0\\1\\1\end{aligned}} \right]\\ &= - 4\left( 0 \right) + \left( { - 1} \right)\left( 1 \right) + 1\left( 1 \right)\\ &= 0\end{aligned}\]

As \[{{\bf{u}}_1} \cdot {{\bf{u}}_2} = 0\], so the set of vectors \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\] is orthogonal.

03

The Orthogonal Decomposition Theorem

If \[\left\{ {{{\bf{u}}_1}, \ldots ,{{\bf{u}}_p}} \right\}\] is any orthogonal basis of \[w\], then \[{\bf{\hat y}} = \frac{{{\bf{y}} \cdot {{\bf{u}}_1}}}{{{{\bf{u}}_1} \cdot {{\bf{u}}_1}}}{{\bf{u}}_1} + \cdots + \frac{{{\bf{y}} \cdot {{\bf{u}}_p}}}{{{{\bf{u}}_p} \cdot {{\bf{u}}_p}}}{{\bf{u}}_p}\], where \[w\] is a subspace of \[{\mathbb{R}^n}\] and \[{\bf{\hat y}} \in w\], for which each \[{\bf{y}}\] can be written as \[{\bf{y}} = {\bf{\hat y}} + {\bf{z}}\] when \[{\bf{z}} \in {w^ \bot }\].

04

Find the Orthogonal projection of \[{\bf{y}}\] onto Span \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\]

Find \[{\bf{y}} \cdot {{\bf{u}}_1}\], \[{\bf{y}} \cdot {{\bf{u}}_2}\], \[{{\bf{u}}_1} \cdot {{\bf{u}}_1}\] and \[{{\bf{u}}_2} \cdot {{\bf{u}}_2}\] first, where \[{\bf{y}} = \left[ {\begin{aligned}6\\4\\1\end{aligned}} \right]\].

\[\begin{aligned}{\bf{y}} \cdot {{\bf{u}}_1} &= \left[ {\begin{aligned}6\\4\\1\end{aligned}} \right] \cdot \left[ {\begin{aligned}{ - 4}\\{ - 1}\\1\end{aligned}} \right]\\ &= \left( 6 \right)\left( { - 4} \right) + 4\left( { - 1} \right) + 1\left( 1 \right)\\ &= - 27\end{aligned}\]

\[\begin{aligned}{\bf{y}} \cdot {{\bf{u}}_2} &= \left[ {\begin{aligned}6\\4\\1\end{aligned}} \right] \cdot \left[ {\begin{aligned}0\\1\\1\end{aligned}} \right]\\ &= \left( 6 \right)0 + 4\left( 1 \right) + 1\left( 1 \right)\\ &= 5\end{aligned}\]

\[\begin{aligned}{{\bf{u}}_1} \cdot {{\bf{u}}_1} &= \left[ {\begin{aligned}{ - 4}\\{ - 1}\\1\end{aligned}} \right] \cdot \left[ {\begin{aligned}{ - 4}\\{ - 1}\\1\end{aligned}} \right]\\ &= - 4\left( { - 4} \right) + \left( { - 1} \right)\left( { - 1} \right) + 1\left( 1 \right)\\ &= 18\end{aligned}\]

\[\begin{aligned}{{\bf{u}}_2} \cdot {{\bf{u}}_2} &= \left[ {\begin{aligned}0\\1\\1\end{aligned}} \right] \cdot \left[ {\begin{aligned}0\\1\\1\end{aligned}} \right]\\ &= 0\left( 0 \right) + \left( 1 \right)\left( 1 \right) + \left( 1 \right)\left( 1 \right)\\ &= 2\end{aligned}\]

Now, find the projection of \[{\bf{y}}\] onto Span \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\] by substituting the obtained values into \[{\bf{\hat y}} = \frac{{{\bf{y}} \cdot {{\bf{u}}_1}}}{{{{\bf{u}}_1} \cdot {{\bf{u}}_1}}}{{\bf{u}}_1} + \cdots + \frac{{{\bf{y}} \cdot {{\bf{u}}_p}}}{{{{\bf{u}}_p} \cdot {{\bf{u}}_p}}}{{\bf{u}}_p}\].

\[\begin{aligned}{\bf{\hat y}} &= - \frac{{27}}{{18}}{{\bf{u}}_1} + \frac{5}{2}{{\bf{u}}_2}\\ &= - \frac{3}{2}\left[ {\begin{aligned}{ - 4}\\{ - 1}\\1\end{aligned}} \right] + \frac{5}{2}\left[ {\begin{aligned}0\\1\\1\end{aligned}} \right]\\ &= \left[ {\begin{aligned}6\\4\\1\end{aligned}} \right]\end{aligned}\]

Hence, the projection of \[{\bf{y}}\] onto Span \[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\] is \[\left[ {\begin{aligned}6\\4\\1\end{aligned}} \right]\].

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Most popular questions from this chapter

Let \(\overline x = \frac{1}{n}\left( {{x_1} + \cdots + {x_n}} \right)\), and \(\overline y = \frac{1}{n}\left( {{y_1} + \cdots + {y_n}} \right)\). Show that the least-squares line for the data \(\left( {{x_1},{y_1}} \right), \ldots ,\left( {{x_n},{y_n}} \right)\) must pass through \(\left( {\overline x ,\overline y } \right)\). That is, show that \(\overline x \) and \(\overline y \) satisfies the linear equation \(\overline y = {\hat \beta _0} + {\hat \beta _1}\overline x \). (Hint: Derive this equation from the vector equation \({\bf{y}} = X{\bf{\hat \beta }} + \in \). Denote the first column of \(X\) by 1. Use the fact that the residual vector \( \in \) is orthogonal to the column space of \(X\) and hence is orthogonal to 1.)

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 \({\bf{\hat x}}\).

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

(M) Use the method in this section to produce a \(QR\) factorization of the matrix in Exercise 24.

Find an orthogonal basis for the column space of each matrix in Exercises 9-12.

12. \(\left( {\begin{aligned}{{}{}}1&3&5\\{ - 1}&{ - 3}&1\\0&2&3\\1&5&2\\1&5&8\end{aligned}} \right)\)

In Exercises 9-12, find (a) the orthogonal projection of b onto \({\bf{Col}}A\) and (b) a least-squares solution of \(A{\bf{x}} = {\bf{b}}\).

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

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