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Lecture 4
Orthonormal sets of vectors and QR
factorization
4–1
Orthonormal set of vectors
• normalized if kuik = 1, i = 1, . . . , k
(ui are called unit vectors or direction vectors)
• orthogonal if ui ⊥ uj for i 6= j
• orthonormal if both
U T U = Ik
span(u1, . . . , uk ) = R(U )
• if w = U z and w̃ = U z̃ then
n
X
uiuTi = I
i=1
n
X
x= (uTi x)ui
i=1
n
X
I= |uiihui|
i=1
since n
X
x= |uiihui|xi
i=1
(but we won’t use this notation)
examples:
e2 e2
θ θ
e1 x1 e1 x1
• step 3a. q̃3 := a3 − (q1T a3)q1 − (q2T a3)q2 (remove q1, q2 components)
• etc.
q2
q1 q̃1 = a1
for i = 1, 2, . . . , k we have
T
ai = (q1T ai)q1 + (q2T ai)q2 + · · · + (qi−1 ai)qi−1 + kq̃ikqi
= r1iq1 + r2iq2 + · · · + riiqi
(note that the rij ’s come right out of the G-S procedure, and rii 6= 0)
×
× possibly nonzero entries
×
×
×
×
zero entries ×
×
×
A = Q[R̃ S]P
where:
• QT Q = Ir
to find Q2:
• they are orthogonal (i.e., every vector in the first subspace is orthogonal
to every vector in the second subspace)
this is written
⊥
• R(Q1) + R(Q2) = Rn
AT z = 0 ⇐⇒ QT1 z = 0 ⇐⇒ z ∈ R(Q2)
so R(Q2) = N (AT )
(in fact the columns of Q2 are an orthonormal basis for N (AT ))
⊥
• R(A) + N (AT ) = Rn (recall A ∈ Rn×k )
• can now prove most of the assertions from the linear algebra review
lecture
⊥
N (A) + R(AT ) = Rk