二维空间投影
如图所示,对于向量 b \textbf{\textit{b}} b,它在向量 a \textit{\textbf{a}} a上的投影 p = x a \textit{\textbf{p}}=x\textit{\textbf{a}} p=xa,二者误差 e = b − p = b − x a \textit{\textbf{e}}=\textbf{\textit{b}}-\textit{\textbf{p}}=\textbf{\textit{b}}-x\textit{\textbf{a}} e=b−p=b−xa。(注:图中向量均为列向量.)
∵ e ⊥ a \because \textit{\textbf{e}}\perp \textit{\textbf{a}} ∵e⊥a
∴ a T ( b − x a ) = 0 \therefore \textit{\textbf{a}}^T(\textbf{\textit{b}}-x\textit{\textbf{a}})=\textbf{0} ∴aT(b−xa)=0
∴ x a T a = a T b \therefore x\textit{\textbf{a}}^T\textit{\textbf{a}}=\textit{\textbf{a}}^T\textit{\textbf{b}} ∴xaTa=aTb
∴ x = a T b a T a \therefore x=\dfrac{\textit{\textbf{a}}^T\textit{\textbf{b}}}{\textit{\textbf{a}}^T\textit{\textbf{a}}} ∴x=aTaaTb
系数 x = a T b a T a x=\dfrac{\textit{\textbf{a}}^T\textit{\textbf{b}}}{\textit{\textbf{a}}^T\textit{\textbf{a}}} x=aTaaTb
投影 p = a a T b a T a \textit{\textbf{p}}=\textit{\textbf{a}}\dfrac{\textit{\textbf{a}}^T\textit{\textbf{b}}}{\textit{\textbf{a}}^T\textit{\textbf{a}}} p=aaTaaTb
投影矩阵 P = a a T a T a \textit{\textbf{P}}=\dfrac{\textit{\textbf{a}}\textit{\textbf{a}}^T}{\textit{\textbf{a}}^T\textit{\textbf{a}}} P=aTaaaT
性质:
- p = Pb \textit{\textbf{p}}=\textit{\textbf{P}}\textit{\textbf{b}} p=Pb
- P T = P \textit{\textbf{P}}^T=\textit{\textbf{P}} PT=P(由公式可以证明)
- P 2 = P \textit{\textbf{P}}^2=\textit{\textbf{P}} P2=P(从由公式的角度可以证明;从几何的角度来看, b \textbf{\textit{b}} b在 a \textit{\textbf{a}} a上的投影为 p \textit{\textbf{p}} p, p \textit{\textbf{p}} p在 a \textit{\textbf{a}} a上的投影仍为 p \textit{\textbf{p}} p,即 p = Pb \textit{\textbf{p}}=\textit{\textbf{P}}\textit{\textbf{b}} p=Pb, p = Pp \textit{\textbf{p}}=\textit{\textbf{P}}\textit{\textbf{p}} p=Pp)
多维空间投影
对于三维空间,
设 A = [ a 1 a 2 ] A=\begin{bmatrix}\textit{\textbf{a}}_1&\textit{\textbf{a}}_2\end{bmatrix} A=[a1a2],( a 1 , a 2 \textit{\textbf{a}}_1,\textit{\textbf{a}}_2