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Let \({p_{\bf{0}}}\), \({p_{\bf{1}}}\), and \({p_{\bf{2}}}\)be the orthogonal polynomials described in Example 5, where the inner product on \({{\bf{P}}_{\bf{4}}}\) is given by evaluation at \( - {\bf{2}}\), \( - {\bf{1}}\), 0, 1, and 2. Find the orthogonal projection of \({t^{\bf{3}}}\) onto \({\bf{Span}}\left\{ {{p_{\bf{0}}},{p_{\bf{1}}},{p_{\bf{2}}}} \right\}\).

Short Answer

Expert verified

The orthogonal projection is \(\frac{{17}}{5}t\).

Step by step solution

01

Write the polynomials in vector form

The polynomials can be written as:

\({p_0} = \left( {\begin{aligned}{*{20}}1\\1\\1\\1\\1\end{aligned}} \right)\), \({p_1} = \left( {\begin{aligned}{*{20}}{ - 2}\\{ - 1}\\0\\1\\2\end{aligned}} \right)\), \({p_2} = \left( {\begin{aligned}{*{20}}4\\1\\0\\1\\4\end{aligned}} \right)\)

02

Find the inner products

Find the inner product \(\left\langle {p,{p_1}} \right\rangle \).

\(\begin{aligned}\left\langle {p,{p_1}} \right\rangle & = \left\langle {{t^3},t} \right\rangle \\ &= p\left( { - 2} \right){p_1}\left( { - 2} \right) + p\left( { - 1} \right){p_1}\left( { - 1} \right) + p\left( 0 \right){p_1}\left( 0 \right) + p\left( 1 \right){p_1}\left( 1 \right) + p\left( 2 \right){p_1}\left( 2 \right)\\ &= {\left( { - 2} \right)^3}\left( { - 2} \right) + {\left( { - 1} \right)^3}\left( { - 1} \right) + 0 + {1^3}\left( 1 \right) + {2^3}\left( 2 \right)\\ &= 34\end{aligned}\)

Find the inner product \(\left\langle {p,{p_0}} \right\rangle \).

\(\begin{aligned}\left\langle {p,{p_0}} \right\rangle &= \left\langle {{t^3},1} \right\rangle \\ &= p\left( { - 2} \right){p_0}\left( { - 2} \right) + p\left( { - 1} \right){p_0}\left( { - 1} \right) + p\left( 0 \right){p_0}\left( 0 \right) + p\left( 1 \right){p_0}\left( 1 \right) + p\left( 2 \right){p_0}\left( 2 \right)\\ &= {\left( { - 2} \right)^3}\left( 1 \right) + {\left( { - 1} \right)^3}\left( 1 \right) + {\left( 0 \right)^3}\left( 1 \right) + {1^3}\left( 1 \right) + {2^3}\left( 1 \right)\\ &= 0\end{aligned}\)

Find the inner product \(\left\langle {p,{p_2}} \right\rangle \).

\(\begin{aligned}\left\langle {p,{p_2}} \right\rangle &= \left\langle {{t^3},{t^2}} \right\rangle \\ &= p\left( { - 2} \right){p_2}\left( { - 2} \right) + p\left( { - 1} \right){p_2}\left( { - 1} \right) + p\left( 0 \right){p_2}\left( 0 \right) + p\left( 1 \right){p_2}\left( 1 \right) + p\left( 2 \right){p_2}\left( 2 \right)\\ &= {\left( { - 2} \right)^3}{\left( { - 2} \right)^2} + {\left( { - 1} \right)^3}{\left( { - 1} \right)^2} + {\left( 0 \right)^3}{\left( 0 \right)^2} + {\left( 1 \right)^3}{\left( 1 \right)^2} + {\left( 2 \right)^3}{\left( 2 \right)^2}\\ &= 0\end{aligned}\)

Find the inner product \(\left\langle {{p_0},{p_0}} \right\rangle \).

\(\begin{aligned}\left\langle {{p_0},{p_0}} \right\rangle &= \left\langle {1,1} \right\rangle \\ &= {p_0}\left( { - 2} \right){p_0}\left( { - 2} \right) + {p_0}\left( { - 1} \right){p_0}\left( { - 1} \right) + {p_0}\left( 0 \right){p_0}\left( 0 \right) + {p_0}\left( 1 \right){p_0}\left( 1 \right) + {p_0}\left( 2 \right){p_0}\left( 2 \right)\\ &= \left( 1 \right)\left( 1 \right) + \left( 1 \right)\left( 1 \right) + \left( 1 \right)\left( 1 \right) + \left( 1 \right)\left( 1 \right)\\ &= 5\end{aligned}\)

Find the inner product \(\left\langle {{p_1},{p_1}} \right\rangle \).

\(\begin{aligned}\left\langle {{p_1},{p_1}} \right\rangle &= \left\langle {t,t} \right\rangle \\ &= {p_1}\left( { - 2} \right){p_1}\left( { - 2} \right) + {p_1}\left( { - 1} \right){p_1}\left( { - 1} \right) + {p_1}\left( 0 \right){p_1}\left( 0 \right) + {p_1}\left( 1 \right){p_1}\left( 1 \right) + {p_1}\left( 2 \right){p_1}\left( 2 \right)\\ &= \left( { - 2} \right)\left( { - 2} \right) + \left( { - 1} \right)\left( { - 1} \right) + \left( 0 \right)\left( 0 \right) + \left( 1 \right)\left( 1 \right) + \left( 2 \right)\left( 2 \right)\\ &= 10\end{aligned}\)

Find the inner product \(\left\langle {{p_2},{p_2}} \right\rangle \).

\(\begin{aligned}\left\langle {{p_2},{p_2}} \right\rangle &= \left\langle {{t^2},{t^2}} \right\rangle \\ &= {p_2}\left( { - 2} \right){p_2}\left( { - 2} \right) + {p_2}\left( { - 1} \right){p_2}\left( { - 1} \right) + {p_2}\left( 0 \right){p_2}\left( 0 \right) + {p_2}\left( 1 \right){p_2}\left( 1 \right) + {p_2}\left( 2 \right){p_2}\left( 2 \right)\\ &= {\left( { - 2} \right)^2}{\left( { - 2} \right)^2} + {\left( { - 1} \right)^2}{\left( { - 1} \right)^2} + {\left( 0 \right)^2}{\left( 0 \right)^2} + {\left( 1 \right)^2}{\left( 1 \right)^2} + {\left( 2 \right)^2}{\left( 2 \right)^2}\\ &= 34\end{aligned}\)

03

Find the orthogonal projection

The orthogonal projection can be calculated as follows:

\(\begin{aligned}\hat p &= \frac{{\left\langle {p,{p_0}} \right\rangle }}{{\left\langle {{p_0},{p_0}} \right\rangle }}{p_0} + \frac{{\left\langle {p,{p_1}} \right\rangle }}{{\left\langle {{p_1},{p_1}} \right\rangle }}{p_1} + \frac{{\left\langle {p,{p_2}} \right\rangle }}{{\left\langle {{p_2},{p_2}} \right\rangle }}{p_2}\\ &= \frac{0}{5}\left( 1 \right) + \frac{{34}}{{10}}t + \frac{0}{{34}}{t^2}\\ &= \frac{{34}}{{10}}t\\ &= \frac{{17}}{5}t\end{aligned}\)

Thus, the orthogonal projection is \(\frac{{17}}{5}t\).

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Most popular questions from this chapter

In Exercises 13 and 14, the columns of Q were obtained by applying the Gram-Schmidt process to the columns of A. Find an upper triangular matrix R such that \(A = QR\). Check your work.

13. \(A = \left( {\begin{aligned}{{}{}}5&9\\1&7\\{ - 3}&{ - 5}\\1&5\end{aligned}} \right),{\rm{ }}Q = \left( {\begin{aligned}{{}{}}{\frac{5}{6}}&{ - \frac{1}{6}}\\{\frac{1}{6}}&{\frac{5}{6}}\\{ - \frac{3}{6}}&{\frac{1}{6}}\\{\frac{1}{6}}&{\frac{3}{6}}\end{aligned}} \right)\)

Let \({{\bf{u}}_1},......,{{\bf{u}}_p}\) be an orthogonal basis for a subspace \(W\) of \({\mathbb{R}^n}\), and let \(T:{\mathbb{R}^n} \to {\mathbb{R}^n}\) be defined by \(T\left( x \right) = {\rm{pro}}{{\rm{j}}_W}x\). Show that \(T\) is a linear transformation.

Exercises 13 and 14, the columns of \(Q\) were obtained by applying the Gram Schmidt process to the columns of \(A\). Find anupper triangular matrix \(R\) such that \(A = QR\). Check your work.

14.\(A = \left( {\begin{aligned}{{}{r}}{ - 2}&3\\5&7\\2&{ - 2}\\4&6\end{aligned}} \right)\), \(Q = \left( {\begin{aligned}{{}{r}}{\frac{{ - 2}}{7}}&{\frac{5}{7}}\\{\frac{5}{7}}&{\frac{2}{7}}\\{\frac{2}{7}}&{\frac{{ - 4}}{7}}\\{\frac{4}{7}}&{\frac{2}{7}}\end{aligned}} \right)\)

Show that if an \(n \times n\) matrix satisfies \(\left( {U{\bf{x}}} \right) \cdot \left( {U{\bf{y}}} \right) = {\bf{x}} \cdot {\bf{y}}\) for all x and y in \({\mathbb{R}^n}\), then \(U\) is an orthogonal matrix.

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

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

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