Warning: foreach() argument must be of type array|object, bool given in /var/www/html/web/app/themes/studypress-core-theme/template-parts/header/mobile-offcanvas.php on line 20

Use the Gram–Schmidt process as in Example 2 to produce an orthogonal basis for the column space of

\(A = \left( {\begin{aligned}{{}{r}}{ - 10}&{13}&7&{ - 11}\\2&1&{ - 5}&3\\{ - 6}&3&{13}&{ - 3}\\{16}&{ - 16}&{ - 2}&5\\2&1&{ - 5}&{ - 7}\end{aligned}} \right)\)

Short Answer

Expert verified

The orthogonal basis is,\(W = \left\{ {\left( {\begin{aligned}{{}{r}}{ - 10}\\2\\{ - 6}\\{16}\\2\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}3\\3\\{ - 3}\\0\\3\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}6\\0\\6\\6\\0\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}0\\5\\0\\0\\{ - 5}\end{aligned}} \right)} \right\}\).

Step by step solution

01

\(QR\) factorization of a Matrix

A matrix with order \(m \times n\) can be written as the multiplication of an upper triangular matrix \(R\) and a matrix \(Q\) which is formed by applying the Gram–Schmidt orthogonalization process to the \({\rm{col}}\left( A \right)\).

The matrix \(R\) can be found by the formula \({Q^T}A = R\).

By applying Gram-Schmidt orthogonal process, we can determine the orthogonal basis for the column space of \(A\)

02

Finding the matrix \(R\)

Given that, \(A = \left( {\begin{aligned}{{}{r}}{ - 10}&{13}&7&{ - 11}\\2&1&{ - 5}&3\\{ - 6}&3&{13}&{ - 3}\\{16}&{ - 16}&{ - 2}&5\\2&1&{ - 5}&{ - 7}\end{aligned}} \right)\).

Now with the help of MATLAB, we shall find the orthogonal basis of the column space

MATLAB Command:

Enter matrix A in MATLAB.

>> A=(-10 13 7 -11; 2 1 5 3; -6 3 13 -3; 16 -16 -2 5; 2 1 -5 -7);

The required function:

function(B) = GramSchmidt(A)

(m,n) = size(A);

(U, jb) = rref(A);

x = length(jb);

B = zeros(m,x);

for i = 1:x

C(:,i)= A(:,(jb(i)));

end

B=C;

for i = 2:x

for j = 1:i-1

B(:,i) = C(:,i)- dot(C(:,i),B(:,j))/dot(B(:,j),B(:,j))* B(:,j) ;

end

end

end

Find the orthogonal basis:

(B) = GramSchmidt(A)

\(\begin{aligned}{}B &= \\\begin{aligned}{{}{r}}{ - 10.0000}&{3.0000}&{8.5000}&{ - 7.9620}\\{2.0000}&{3.0000}&{6.5000}&{5.3232}\\{ - 6.0000}&{ - 3.0000}&{11.5000}&{1.1103}\\{16.0000}&0&{ - 2.0000}&{4.2852}\\{2.0000}&{3.0000}&{ - 3.5000}&{ - 8.2510}\end{aligned}\end{aligned}\)

So, the orthogonal basis is\(W = \left\{ {\left( {\begin{aligned}{{}{r}}{ - 10}\\2\\{ - 6}\\{16}\\2\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}3\\3\\{ - 3}\\0\\3\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}6\\0\\6\\6\\0\end{aligned}} \right),\left( {\begin{aligned}{{}{r}}0\\5\\0\\0\\{ - 5}\end{aligned}} \right)} \right\}\).

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with Vaia!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

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\[{\bf{y}}\]onto Span\[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\].

5.\[y = \left[ {\begin{aligned}{ - 1}\\2\\6\end{aligned}} \right]\],\[{{\bf{u}}_1} = \left[ {\begin{aligned}3\\{ - 1}\\2\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}1\\{ - 1}\\{ - 2}\end{aligned}} \right]\]

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

\(\left[ {\begin{array}{*{20}{c}}3\\{-2}\\1\\3\end{array}} \right]\), \(\left[ {\begin{array}{*{20}{c}}{-1}\\3\\{-3}\\4\end{array}} \right]\), \(\left[ {\begin{array}{*{20}{c}}3\\8\\7\\0\end{array}} \right]\)

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

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

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 \(SS\left( R \right)\).

(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 -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 \(y\)-values.

20. Show that \({\left\| {X\hat \beta } \right\|^2} = {\hat \beta ^T}{X^T}{\bf{y}}\). (Hint: Rewrite the left side and use the fact that \(\hat \beta \) satisfies the normal equations.) This formula for is used in statistics. From this and from Exercise 19, obtain the standard formula for \(SS\left( E \right)\):

\(SS\left( E \right) = {y^T}y - \hat \beta {X^T}y\)

In Exercises 11 and 12, find the closest point to \[{\bf{y}}\] in the subspace \[W\] spanned by \[{{\bf{v}}_1}\], and \[{{\bf{v}}_2}\].

12. \[y = \left[ {\begin{aligned}3\\{ - 1}\\1\\{13}\end{aligned}} \right]\], \[{{\bf{v}}_1} = \left[ {\begin{aligned}1\\{ - 2}\\{ - 1}\\2\end{aligned}} \right]\], \[{{\bf{v}}_2} = \left[ {\begin{aligned}{ - 4}\\1\\0\\3\end{aligned}} \right]\]

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.

Sign-up for free