Gilbert Strang-Linear Algebra-Orthogonality

本文探讨了线性代数中的正交性概念,包括两个子空间的正交性定义,以及零空间和行空间的正交性质。还介绍了正交补的概念,并通过矩阵A的行空间和零空间在高维空间中的例子进行解释。此外,讨论了在无法求解Ax=b时,如何使用投影矩阵找到最佳解。最后,定义了正交归一化和正交矩阵,并概述了它们的特性。
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Orthognality

Orthogonality of the four spaces

Def.1 Orthognality:
Two subspaces V V and W of a vector space are Orthogonal O r t h o g o n a l if every vector vv v v is perpendicular to every vector ww w w in WW W W .
Orthogonal subspaces

vvTww=0 v v T w w = 0
for all vv v v in VV V V and ww w w in WW W W .

The surface of the floor and the wall is perpendicular, but these two spaces are not orthogonal, since we can still find two vectors in each space that are not perpendicular.
Null space and Row Space are orthogonal
If xxN(A) x x ∈ N ( A ) , then we have Axx=0 A x x = 0 .

row1row2...rowm[x]=row1xrow2x...rowmx=00...0 [ r o w 1 r o w 2 . . . r o w m ] [ x ] = [ r o w 1 ∙ x r o w 2 ∙ x . . . r o w m ∙ x ] = [ 0 0 . . . 0 ]

Inner product of xx x x and the matrix A A equals 0 . Similiarly we can prove that Row space and left null space are orthogonal.

Orthognal Complemen

Row space and Null space split RnRn R n R n into two orthogonal subspaces. For example for matrix A=[1224510] A = [ 1 2 5 2 4 10 ] ,

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