Practice Questions on Orthogonality and Least Squares.

Submit answers to questions 1-6.

1 −2 1
−1 3 0
1. Consider the set of vectors 𝐵 = {[ ] , [ ] , [ ]}.
2 1 7
3 −2 7
a. Show that the vectors in B are linearly dependent.
b. Express the 3rd vector as a linear combination of the first two vectors.

1 −1 2 8
2. Consider the set of vectors 𝑆 = {[0] , [ 4 ] , [ 1 ]} and the vector 𝑦 = [−9].
1 1 −2 6
a. Show that S is an orthogonal basis of R3.
b. Find the coordinates of y, [𝑦]𝑆 relative to this basis.
c. Consider the space W spanned by the first two vectors in S. Find the vector in W closest
to y in the least square sense.
3. Show that if Q is an m x n matrix with orthonormal columns and x and y be in Rn then,
a. ∥ 𝑄𝑥 ∥ = ∥ 𝑥 ∥
b. (𝑄𝑥). (𝑄𝑦) = 𝑥. 𝑦
4. Let Q be an n x n orthogonal matrix. Show that QT is also orthogonal.
1 −2 −1
2 0 1
5. Find an orthonormal basis for the column space of the matrix A= [ ]. Find the QR
2 −4 2
4 0 0
decomposition of A.
6. Find the least square solution to the system Ax = b, where A is the matrix given in question 3 and
−1
1
𝑏 = [ ].
1
−2
a. Use the QR decomposition found in question 3.
b. Use the normal equations.
c. Find the pseudoinverse of A.

Additional exercises:

7. Exercise 10.16 from VMLS

8. Exercise 10.21 from VMLS
9. Exercise 10.36 from VMLS
10. Exercise 10.39 from VMLS