Orthogonality and The Gram Schmidt Procedure, Linear Algebra, Alexandria University

Orthogonality & The Gram-
Schmidt Procedure
Dr. Sara Hassan Kamel
Orthogonality
 What are orthogonal vectors?
 The angle between two orthogonal
vectors = 90◦
 Also  Dot product = 0
v1  v2  v v2  0
T
1
v1  v 2  v1 . v 2 cos
 v1 . v 2 cos90  0 0
2 Dr. Sara Hassan Kamel

Orthogonality
 What are orthogonal vectors?
 The angle between two orthogonal
vectors = 90◦
 Also  Dot product = 0
v2
1  2
v1    v2   
 2 1 
v1
v1  v2  v v2  1 2  (2) 1  0
T
1
Orthogonality
 Orthogonal vs. Orthonormal
 Orthogonal = perpendicular vectors “θ = 90”
 Orthonormal = orthogonal + unit vectors
 Norm of a vector:
 v1 
v 
v  2 v  v12  v22  ...  vn2
 2
  • This is called the “Euclidean norm” or the “ℓ2-norm”

vn  • There are other types of “norms”
Orthogonality
 Orthogonal vs. Orthonormal
 Orthogonal = perpendicular vectors “θ = 90”
 Orthonormal = orthogonal + unit vectors
 Unit vector  Norm = 1  u 1
 To get a unit vector u in the same direction as the

vector v  v
v
Orthogonality
 Orthogonal Sets
 The set S = {v1, v2, …vn } is an orthogonal set if
vi  v j  v v j  0
T
i for all i  j

Orthogonality
 Orthogonal Sets
vi  v j  v v j  0
T
i for all i  j
 If we have N vectors, how many dot products do we

need to compute to check if they are an orthogonal
set?
NC
2
Orthogonality
 Orthonormal Sets
vi  v j  v v j  0
T
i for all i  j
where v1  v 2  ...  v n  1  unit vectors
 Example: 1 0 0 

1 2 
      
1 2  0, 1, 0 
v1    v2    0 0 1 
1 2   1 2        
Orthogonality
 Orthogonal & Orthonormal Basis
 If the vectors in a basis form an orthogonal
set, we say that it’s an “orthogonal basis”
 If they are ALSO unit vectors, then it’s an
“orthonormal basis”
independent
Spanning Set Basis
orthogonal
Unit
Orthonormal vectors Orthogonal
Basis Basis
Orthogonality
 Orthogonal & Orthonormal Basis
 If the vectors in a basis form an orthogonal
set, we say that it’s an “orthogonal basis”
 If they are ALSO unit vectors, then it’s an
“orthonormal basis”
independent
Spanning Set Basis
orthogonal
Unit ?
Orthonormal vectors Orthogonal
Basis Basis
Gram-Schmidt Procedure
 Gram-Schmidt Procedure
Gram Schmidt Laplace

 Orthogonal Projection
 We want to project the vector x onto y
projy x   x cos 
y
y
Length
(magnitude) Direction
(unit vector)

 We want to project the vector x onto y
projy x   x cos 
y
y
 x  y  y
  x 
 y
 x.y 
 xy 
 y
 y2 
 
 We want to project the vector x in the direction
orthogonal to y
projy x  x  projy x
 xy 
 x   2 y
 y 
 

 Applied to a set of independent vectors to get a set of
orthogonal vectors that span the same space.

v2 w2
STEPS:
w1  v1 v1 w1
 v w 
w 2  projw1 v 2  v 2   2 2 1 w1
 w 
 1 
Independent Orthogonal
vectors vectors

STEPS:
w1  v1
 v w 
w 2  projw1 v 2  v 2   2 2 1 w1
 w 
 1 
 v w   v w 
w 3  projspan{w1 ,w 2 } v 3  v 3   3 1 w   3 2 
w2
 w 2
 1
 w 2

 1   2 
STEPS:
w1  v1
w 2  projw1 v 2  v 2  projw1 v 2
w 3  projspan{w1 ,w 2 } v 3  v 3  projw1 v 3  projw 2 v 3

STEPS: For a set of N independent vectors {v1, v2, …, vN}
w1  v1
n 1
w n  v n   projw k v n for n  2,3,...N
k 1

 Example: If V = span{v1, v2, v3}, construct an
orthonormal basis for V
v1 = v2 = v3 =
 First: {v1, v2, v3} is a spanning set

 Check independence  {v1, v2, v3} is an independent set
 Are they orthogonal? NO  v1 ● v2 = 3 ≠ 0
 We need to use the Gram-Schmidt Procedure

v1 = v2 = v3 =
1  v w 
1 w 2  projw1 v 2  v 2   2 2 1 w1
w1  v1     w 
1  1 

1

v1 = v2 = v3 =
1  v w 
1 w 2  projw1 v 2  v 2   2 2 1 w1
w1  v1     w 
1  1 

1

v1 = v2 = v3 =
1  3
1 1
w1    w2   
1 1
  
1 1  v w   v w 
w3  projspan{w1 ,w2 } v3  v3   3 1 w   3 2 
w2
 w 2
 1
 w 2

 1   2 
v1 = v2 = v3 =
1  3  v w   v w 
1 1 w3  v3   3 2 1 w1   3 2 2 w 2
w1     w   w 
1 w2     1   2 
1
  
1 1

v1 = v2 = v3 =
1  3 0
1 1  2
w1    Orthogonal
1 w2    w3   
1 1 Basis for V
    
1 1 1

v1 = v2 = v3 =
1 1 1 1 / 4 

1 1 1  
w1    u1 
w1

1   1   1 / 4 
1 w1 12  12  12  12 1 4 1 1 / 4 
    
1 1 1 1 / 4 

v1 = v2 = v3 =
 3  3  3  3 / 12 
1 1 1  
w2    u2 
w2

1   1     1/ 12 
1 w2 (3) 2  12  12  12  1  12  1   1 / 12 
     
   
1  1   1 / 12 
1

v1 = v2 = v3 =
0 0 0  0 

  2  2  2  2 / 6 
w3   
w3 1   1   
u3  
1 w3 0  (2)  1  1  1 
2 2 2 2
6  1   1/ 6 
       
1  1   1/ 6 
1

v1 = v2 = v3 =
1 / 4  3 / 12   0 
     2 / 6 
u1  
1/ 4
u2   1/ 12 
u3   
1 / 4  1/ 12   1/ 6 
     
1 / 4   1 / 12   1 / 6 
Orthonormal
Basis for V
Review Questions
 Which of the following statements are true?
 Any orthogonal set is an independent set
 A vector space has only one orthonormal basis
 Any set of orthogonal vectors in ℝ3 is a basis for
ℝ3
 If {v1, v2, v3} is a basis for V, and x is orthogonal to
each of v1, v2 and v3, then x is orthogonal to all
vectors in V
Any vector in V  w = c1v1 + c2v2 +c3 v3
x ● w = x ● (c1v1 + c2v2 +c3 v3)
= c1(x ● v1) + c2(x ● v2) + c3(x ● v3) = 0

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Orthogonality & The Gram-

2 Dr. Sara Hassan Kamel

  • This is called the “Euclidean norm” or the “ℓ2-norm”

 Unit vector  Norm = 1  u 1

 To get a unit vector u in the same direction as the

6 Dr. Sara Hassan Kamel

 If we have N vectors, how many dot products do we

 Example: 1 0 0 

Gram Schmidt Laplace

11 Dr. Sara Hassan Kamel

12 Dr. Sara Hassan Kamel

14 Dr. Sara Hassan Kamel

15 Dr. Sara Hassan Kamel

17 Dr. Sara Hassan Kamel

19 Dr. Sara Hassan Kamel

STEPS: For a set of N independent vectors {v1, v2, …, vN}

20 Dr. Sara Hassan Kamel

 First: {v1, v2, v3} is a spanning set

21 Dr. Sara Hassan Kamel

22 Dr. Sara Hassan Kamel

23 Dr. Sara Hassan Kamel

25 Dr. Sara Hassan Kamel

26 Dr. Sara Hassan Kamel

1 1 1 1 / 4 

27 Dr. Sara Hassan Kamel

28 Dr. Sara Hassan Kamel

0 0 0  0 

29 Dr. Sara Hassan Kamel

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