Section 6C

Orthogonal Complements and Minimization Problems

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Problem 6C.1

Suppose v1,…,vm∈Vv_{1}, \ldots , v_{m} \in V. Prove that

{v1,…,vm}⊥=(span⁡(v1,…,vm))⊥ \left\{ v_{1}, \ldots , v_{m}\right\} ^{\perp } = \left(\operatorname {span}\left(v_{1}, \ldots , v_{m}\right)\right)^{\perp }
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Problem 6C.2

Suppose UU is a subspace of VV with basis u1,…,umu_{1}, \ldots , u_{m} and

u1,…,um,v1,…,vn u_{1}, \ldots , u_{m}, v_{1}, \ldots , v_{n}

is a basis of VV. Prove that if the Gram-Schmidt procedure is applied to the basis of VV above, producing a list e1,…,em,f1,…,fne_{1}, \ldots , e_{m}, f_{1}, \ldots , f_{n}, then e1,…,eme_{1}, \ldots , e_{m} is an orthonormal basis of UU and f1,…,fnf_{1}, \ldots , f_{n} is an orthonormal basis of U⊥U^{\perp }.

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Problem 6C.3

Suppose UU is the subspace of R4\mathbb {R}^{4} defined by

U=span⁡((1,2,3,−4),(−5,4,3,2)). U = \operatorname {span}((1,2,3,-4),(-5,4,3,2)).

Find an orthonormal basis of UU and an orthonormal basis of U⊥U^{\perp }.

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Problem 6C.4

Suppose e1,…,ene_{1}, \ldots , e_{n} is a list of vectors in VV with ∥ek∥=1\left\| e_{k}\right\| = 1 for each k=1,…,nk = 1, \ldots , n and

∥v∥2=∣⟨v,e1⟩∣2+⋯+∣⟨v,en⟩∣2 \left\| v\right\| ^{2} = \left| \left\langle v, e_{1} \right\rangle \right|^{2}+\cdots +\left| \left\langle v, e_{n} \right\rangle \right|^{2}

for all v∈Vv \in V. Prove that e1,…,ene_{1}, \ldots , e_{n} is an orthonormal basis of VV. This exercise provides a converse to 6.30(b)6.30(b).

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Problem 6C.5

Suppose that VV is finite-dimensional and UU is a subspace of VV. Show that PU⊥=I−PUP_{U^{\perp }} = I-P_{U}, where II is the identity operator on VV.

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Problem 6C.6

Suppose VV is finite-dimensional and T∈L(V,W)T \in \mathcal{L}(V, W). Show that

T=TP(null⁡T)⊥=Prange⁡TT. T = T P_{(\operatorname {null} T)^{\perp }} = P_{\operatorname {range} T} T.
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Problem 6C.7

Suppose that XX and YY are finite-dimensional subspaces of VV. Prove that PXPY=0P_{X} P_{Y} = 0 if and only if ⟨x,y⟩=0\left\langle x, y \right\rangle = 0 for all x∈Xx \in X and all y∈Yy \in Y.

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Problem 6C.8

Suppose UU is a finite-dimensional subspace of VV and v∈Vv \in V. Define a linear functional φ:U→F\varphi : U \rightarrow \mathbf{F} by

φ(u)=⟨u,v⟩ \varphi (u) = \left\langle u, v \right\rangle

for all u∈Uu \in U. By the Riesz representation theorem (6.42) as applied to the inner product space UU, there exists a unique vector w∈Uw \in U such that

φ(u)=⟨u,w⟩ \varphi (u) = \left\langle u, w \right\rangle

for all u∈Uu \in U. Show that w=PUvw = P_{U} v.

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Problem 6C.9

Suppose VV is finite-dimensional. Suppose P∈L(V)P \in \mathcal{L}(V) is such that P2=PP^{2} = P and every vector in null⁡P\operatorname {null}P is orthogonal to every vector in range PP. Prove that there exists a subspace UU of VV such that P=PUP = P_{U}.

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Problem 6C.10

Suppose VV is finite-dimensional and P∈L(V)P \in \mathcal{L}(V) is such that P2=PP^{2} = P and

∥Pv∥≤∥v∥ \left\| P v\right\| \leq \left\| v\right\|

for every v∈Vv \in V. Prove that there exists a subspace UU of VV such that P=PUP = P_{U}.

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Problem 6C.11

Suppose T∈L(V)T \in \mathcal{L}(V) and UU is a finite-dimensional subspace of VV. Prove that

U is invariant under T  ⟺  PUTPU=TPU. U \text{ is invariant under } T \iff P_{U} T P_{U} = T P_{U}.
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Problem 6C.12

Suppose VV is finite-dimensional, T∈L(V)T \in \mathcal{L}(V), and UU is a subspace of VV. Prove that

U and U⊥ are both invariant under T  ⟺  PUT=TPU. U \text{ and } U^{\perp } \text{ are both invariant under } T \iff P_{U} T = T P_{U}.
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Problem 6C.13

Suppose F=R\mathbf{F} = \mathbb {R} and VV is finite-dimensional. For each v∈Vv \in V, let φv\varphi_{v} denote the linear functional on VV defined by

φv(u)=⟨u,v⟩ \varphi _{v}(u) = \left\langle u, v \right\rangle

for all u∈Vu \in V.

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(a)

Show that v↦φvv \mapsto \varphi_{v} is an injective linear map from VV to V′V^{\prime }.

(b)

Use (a) and a dimension-counting argument to show that v↦φvv \mapsto \varphi_{v} is an isomorphism from VV onto V′V^{\prime }.

The purpose of this exercise is to give an alternative proof of the Riesz representation theorem (6.42 and 6.58) when F=R\mathbf{F} = \mathbb {R}. Thus you should not use the Riesz representation theorem as a tool in your solution.

Problem 6C.14

Suppose that e1,…,ene_{1}, \ldots , e_{n} is an orthonormal basis of VV. Explain why the dual basis (see 3.112) of e1,…,ene_{1}, \ldots , e_{n} is e1,…,ene_{1}, \ldots , e_{n} under the identification of V′V^{\prime } with VV provided by the Riesz representation theorem (6.58).

Definition 3.112 (dual basis): if v1,…,vnv_{1}, \ldots , v_{n} is a basis of VV, then the dual basis of v1,…,vnv_{1}, \ldots , v_{n} is the list φ1,…,φn\varphi_{1}, \ldots , \varphi_{n} of elements of V′V^{\prime }, where each φj\varphi_{j} is the linear functional on VV such that φj(vk)=1\varphi_{j}(v_{k}) = 1 if k=jk = j and φj(vk)=0\varphi_{j}(v_{k}) = 0 if k≠jk \neq j.

Theorem 6.58 (Riesz representation theorem, revisited): suppose VV is finite-dimensional. For each v∈Vv \in V, define φv∈V′\varphi_{v} \in V^{\prime } by φv(u)=⟨u,v⟩\varphi_{v}(u) = \left\langle u, v \right\rangle for each u∈Vu \in V. Then v↦φvv \mapsto \varphi_{v} is a one-to-one function from VV onto V′V^{\prime }.

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Problem 6C.15

In R4\mathbb {R}^{4}, let

U=span⁡((1,1,0,0),(1,1,1,2)). U = \operatorname {span}((1,1,0,0),(1,1,1,2)).

Find u∈Uu \in U such that ∥u−(1,2,3,4)∥\left\| u-(1,2,3,4)\right\| is as small as possible.

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Problem 6C.16

Suppose C[−1,1]C[-1,1] is the vector space of continuous real-valued functions on the interval [−1,1][-1,1] with inner product given by

⟨f,g⟩=∫−11fg \left\langle f, g \right\rangle = \int _{-1}^{1} f g

for all f,g∈C[−1,1]f, g \in C[-1,1]. Let UU be the subspace of C[−1,1]C[-1,1] defined by

U={f∈C[−1,1]:f(0)=0}. U = \left\{ f \in C[-1,1]: f(0) = 0\right\} .
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(a)

Show that U⊥={0}U^{\perp } = \left\{ 0\right\}.

(b)

Show that 6.49 and 6.52 do not hold without the finite-dimensional hypothesis.

Theorem 6.49 (direct sum of a subspace and its orthogonal complement): suppose UU is a finite-dimensional subspace of VV. Then V=U⊕U⊥V = U \oplus U^{\perp }.

Theorem 6.52 (orthogonal complement of the orthogonal complement): suppose UU is a finite-dimensional subspace of VV. Then U=(U⊥)⊥U = \left(U^{\perp }\right)^{\perp }.

Problem 6C.17

Find p∈P3(R)p \in \mathcal{P}_{3}(\mathbb {R}) such that p(0)=0,p′(0)=0p(0) = 0, p^{\prime }(0) = 0, and ∫01∣2+3x−p(x)∣2dx\int_{0}^{1}|2+3 x-p(x)|^{2} d x is as small as possible.

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Problem 6C.18

Find p∈P5(R)p \in \mathcal{P}_{5}(\mathbb {R}) that makes ∫−ππ∣sin⁡x−p(x)∣2dx\int_{-\pi }^{\pi }|\sin x-p(x)|^{2} d x as small as possible. The polynomial 6.65 is an excellent approximation to the answer to this exercise, but here you are asked to find the exact solution, which involves powers of π\pi. A computer that can perform symbolic integration should help.

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Problem 6C.19

Suppose VV is finite-dimensional and P∈L(V)P \in \mathcal{L}(V) is an orthogonal projection of VV onto some subspace of VV. Prove that P†=PP^{\dagger } = P.

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Problem 6C.20

Suppose VV is finite-dimensional and T∈L(V,W)T \in \mathcal{L}(V, W). Show that

null⁡T†=(range⁡T)⊥ and range⁡T†=(null⁡T)⊥ \operatorname {null}T^{\dagger } = (\operatorname {range} T)^{\perp } \quad \text{ and } \quad \operatorname {range} T^{\dagger } = (\operatorname {null}T)^{\perp }
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Problem 6C.21

Suppose T∈L(F3,F2)T \in \mathcal{L}\left(\mathbf{F}^{3}, \mathbf{F}^{2}\right) is defined by

T(a,b,c)=(a+b+c,2b+3c) T(a, b, c) = (a+b+c, 2 b+3 c)
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(a)

For (x,y)∈F2(x, y) \in \mathbf{F}^{2}, find a formula for T†(x,y)T^{\dagger }(x, y).

(b)

Verify that the equation TT†=Prange⁡TT T^{\dagger } = P_{\operatorname {range} T} from 6.69(b) holds with the formula for T†T^{\dagger } obtained in (a).

(c)

Verify that the equation T†T=P(null⁡T)⊥T^{\dagger } T = P_{(\operatorname {null} T)^{\perp }} from 6.69 (c) holds with the formula for T†T^{\dagger } obtained in (a).

Problem 6C.22

Suppose VV is finite-dimensional and T∈L(V,W)T \in \mathcal{L}(V, W). Prove that

TT†T=T and T†TT†=T† T T^{\dagger } T = T \quad \text{ and } \quad T^{\dagger } T T^{\dagger } = T^{\dagger }

Both formulas above clearly hold if TT is invertible because in that case we can replace T†T^{\dagger } with T−1T^{-1}.

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Problem 6C.23

Suppose VV and WW are finite-dimensional and T∈L(V,W)T \in \mathcal{L}(V, W). Prove that

(T†)†=T \left(T^{\dagger }\right)^{\dagger } = T

The equation above is analogous to the equation (T−1)−1=T\left(T^{-1}\right)^{-1} = T that holds if TT is invertible.

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