Subsection 26.2

Orthogonal projections (26.22-26.41)

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Problem 26.22

In a Euclidean space E\mathcal{E} a vector xx is given. Find its orthogonal projection and orthogonal component when projecting

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(1)

onto the zero subspace;

(2)

onto E\mathcal{E}.

Problem 26.23

In the subspace L⊂E\mathcal{L} \subset \mathcal{E} a basis a1,…,aka_{1}, \ldots , a_{k} is given. In an orthonormal basis of the space E\mathcal{E} the coordinate columns of these vectors form the matrix AA. A vector x∈Ex\in \mathcal{E} is given by its coordinate column ξ\xi. Find the orthogonal projections x′x^{\prime } and x′′x^{\prime \prime } of the vector xx onto L\mathcal{L} and L⊥\mathcal{L}^{\perp }.

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Problem 26.24

In an orthonormal basis, a subspace L\mathcal{L} is given by a system of linear equations with matrix AA (the rows of AA are linearly independent). A vector xx is given by its coordinate column ξ\xi. Find the orthogonal projections x′x^{\prime } and x′′x^{\prime \prime } of the vector xx onto L\mathcal{L} and L⊥\mathcal{L}^{\perp }.

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Problem 26.25

In the space E\mathcal{E} a basis ee with Gram matrix Γ\Gamma is chosen. The subspace L\mathcal{L} is spanned by linearly independent vectors a1,…,aka_{1}, \ldots , a_{k}, whose coordinate columns form the matrix AA. A vector x∈Ex\in \mathcal{E} is given by its coordinate column ξ\xi. Find the orthogonal projections x′x^{\prime } and x′′x^{\prime \prime } of the vector xx onto L\mathcal{L} and L⊥\mathcal{L}^{\perp }.

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Problem 26.26

In a basis ee with Gram matrix Γ\Gamma, a subspace L\mathcal{L} is given by a system of linear equations with matrix AA (the rows of AA are linearly independent). A vector xx is given by its coordinate column ξ\xi. Find the orthogonal projections x′x^{\prime } and x′′x^{\prime \prime } of the vector xx onto L\mathcal{L} and L⊥\mathcal{L}^{\perp }.

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Problem 26.27

The subspace L\mathcal{L} is the linear span of vectors a1,…,aka_{1}, \ldots , a_{k}. In an orthonormal basis the coordinate columns of these vectors and the coordinate column ξ\xi of the vector xx are given. Find the coordinate columns ξ′\xi^{\prime } and ξ′′\xi^{\prime \prime } of the orthogonal projections of the vector xx onto L\mathcal{L} and L⊥\mathcal{L}^{\perp }, respectively:

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(1)

a1=[1055],ξ=[300]\mathbf{a}_{1} =\left[\begin{smallmatrix} 10 \\ 5 \\ 5\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 3 \\ 0 \\ 0\end{smallmatrix}\right]

(2)

a1=[615],a2=[4−13],ξ=[13−2]\mathbf{a}_{1} =\left[\begin{smallmatrix} 6 \\ 1 \\ 5\end{smallmatrix}\right], \quad \mathbf{a}_{2} =\left[\begin{smallmatrix} 4 \\ - 1 \\ 3\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 1 \\ 3 \\ - 2\end{smallmatrix}\right]

(3)

a1=[2112],ξ=[5370]\mathbf{a}_{1} =\left[\begin{smallmatrix} 2 \\ 1 \\ 1 \\ 2\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 5 \\ 3 \\ 7 \\ 0\end{smallmatrix}\right]

(4)

a1=[3−211],a2=[10−11]\mathbf{a}_{1} =\left[\begin{smallmatrix} 3 \\ - 2 \\ 1 \\ 1\end{smallmatrix}\right], \mathbf{a}_{2} =\left[\begin{smallmatrix} 1 \\ 0 \\ - 1 \\ 1\end{smallmatrix}\right], ξ=[2−13−2]\xi =\left[\begin{smallmatrix} 2 \\ - 1 \\ 3 \\ - 2\end{smallmatrix}\right]

(5)

a1=[2301],a2=[05−2−1],ξ=[6042]\mathbf{a}_{1} =\left[\begin{smallmatrix} 2 \\ 3 \\ 0 \\ 1\end{smallmatrix}\right], \mathbf{a}_{2} =\left[\begin{smallmatrix} 0 \\ 5 \\ - 2 \\ - 1\end{smallmatrix}\right], \xi =\left[\begin{smallmatrix} 6 \\ 0 \\ 4 \\ 2\end{smallmatrix}\right]

(6)

a1=[43−32],a2=[291−4]\mathbf{a}_{1} =\left[\begin{smallmatrix} 4 \\ 3 \\ - 3 \\ 2\end{smallmatrix}\right], \quad \mathbf{a}_{2} =\left[\begin{smallmatrix} 2 \\ 9 \\ 1 \\ - 4\end{smallmatrix}\right], a3=[−132−3],ξ=[24−13]\mathbf{a}_{3} =\left[\begin{smallmatrix} - 1 \\ 3 \\ 2 \\ - 3\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 2 \\ 4 \\ - 1 \\ 3\end{smallmatrix}\right]

(7)

a1=[31−2−2],a2=[31−1−3]\mathbf{a}_{1} =\left[\begin{smallmatrix} 3 \\ 1 \\ - 2 \\ - 2\end{smallmatrix}\right], \quad \mathbf{a}_{2} =\left[\begin{smallmatrix} 3 \\ 1 \\ - 1 \\ - 3\end{smallmatrix}\right], a3=[3−10−2],ξ=[64−2−4]\mathbf{a}_{3} =\left[\begin{smallmatrix} 3 \\ - 1 \\ 0 \\ - 2\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 6 \\ 4 \\ - 2 \\ - 4\end{smallmatrix}\right]

(8)

a1=[3112],a2=[4021],a3=[8023]\mathbf{a}_{1} =\left[\begin{smallmatrix} 3 \\ 1 \\ 1 \\ 2\end{smallmatrix}\right], \quad \mathbf{a}_{2} =\left[\begin{smallmatrix} 4 \\ 0 \\ 2 \\ 1\end{smallmatrix}\right], \mathbf{a}_{3} =\left[\begin{smallmatrix} 8 \\ 0 \\ 2 \\ 3\end{smallmatrix}\right], ξ=[−7131]\xi =\left[\begin{smallmatrix} - 7 \\ 1 \\ 3 \\ 1\end{smallmatrix}\right]

(9)

a1=c201,a2=c202,ξ=c168\mathbf{a}_{1} = \mathbf{c}_{201}, \quad \mathbf{a}_{2} = \mathbf{c}_{202}, \quad \xi = \mathbf{c}_{168}. c201=[1−75−2],c202=[1013],c168=[0100]\mathbf{c}_{201} = \left[\begin{smallmatrix} 1 \\ -7 \\ 5 \\ -2 \end{smallmatrix}\right], \mathbf{c}_{202} = \left[\begin{smallmatrix} 1 \\ 0 \\ 1 \\ 3 \end{smallmatrix}\right], \mathbf{c}_{168} = \left[\begin{smallmatrix} 0 \\ 1 \\ 0 \\ 0 \end{smallmatrix}\right].

(10)

a1=c176,a2=c161,ξ=c193\mathbf{a}_{1} = \mathbf{c}_{176}, \quad \mathbf{a}_{2} = \mathbf{c}_{161}, \quad \xi = \mathbf{c}_{193}. c176=[−11−2−1],c161=[1301],c193=[0001]\mathbf{c}_{176} = \left[\begin{smallmatrix} -1 \\ 1 \\ -2 \\ -1 \end{smallmatrix}\right], \mathbf{c}_{161} = \left[\begin{smallmatrix} 1 \\ 3 \\ 0 \\ 1 \end{smallmatrix}\right], \mathbf{c}_{193} = \left[\begin{smallmatrix} 0 \\ 0 \\ 0 \\ 1 \end{smallmatrix}\right].

(11)

a1=c236,a2=c271,a3=c283,ξ=c232\mathbf{a}_{1} = \mathbf{c}_{236}, \mathbf{a}_{2} = \mathbf{c}_{271}, \quad \mathbf{a}_{3} = \mathbf{c}_{283}, \quad \xi = \mathbf{c}_{232}. c236=[−2−1012],c271=[1−12−11],c283=[1−2−3−21],c232=[220−2−2]\mathbf{c}_{236} = \left[\begin{smallmatrix} -2 \\ -1 \\ 0 \\ 1 \\ 2 \end{smallmatrix}\right], \mathbf{c}_{271} = \left[\begin{smallmatrix} 1 \\ -1 \\ 2 \\ -1 \\ 1 \end{smallmatrix}\right], \mathbf{c}_{283} = \left[\begin{smallmatrix} 1 \\ -2 \\ -3 \\ -2 \\ 1 \end{smallmatrix}\right], \mathbf{c}_{232} = \left[\begin{smallmatrix} 2 \\ 2 \\ 0 \\ -2 \\ -2 \end{smallmatrix}\right].

Problem 26.28

In an orthonormal basis, a subspace L\mathcal{L} is given by a system of linear equations with matrix AA, and a vector xx -- by its coordinate column ξ\xi. Find the projections of xx onto L\mathcal{L} and onto L⊥:\mathcal{L}^{\perp }:

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(1)

A=[111],ξ=[123]A =\left[\begin{smallmatrix} 1 & 1 & 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 1 \\ 2 \\ 3\end{smallmatrix}\right]

(2)

A=[32−5−1−12],ξ=[426]A =\left[\begin{smallmatrix} 3 & 2 & - 5 \\ - 1 & - 1 & 2\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 4 \\ 2 \\ 6\end{smallmatrix}\right]

(3)

A=[11111],ξ=[54321]A =\left[\begin{smallmatrix} 1 & 1 & 1 & 1 & 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 5 \\ 4 \\ 3 \\ 2 \\ 1\end{smallmatrix}\right]

(4)

A=[2−3513−561],ξ=[7−594]A =\left[\begin{smallmatrix} 2 & - 3 & 5 & 1 \\ 3 & - 5 & 6 & 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 7 \\ - 5 \\ 9 \\ 4\end{smallmatrix}\right]

(5)

A=[435−2324−1],ξ=[−2420]A =\left[\begin{smallmatrix} 4 & 3 & 5 & -2 \\ 3 & 2 & 4 & - 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} -2 \\ 4 \\ 2 \\ 0\end{smallmatrix}\right]

(6)

A=[1031341018311],ξ=[8−53−1]A =\left[\begin{smallmatrix} 10 & 3 & 1 & 3 \\ 4 & 1 & 0 & 1 \\ 8 & 3 & 1 & 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 8 \\ - 5 \\ 3 \\ - 1\end{smallmatrix}\right].

Problem 26.29

For the vectors and subspaces given in problem 26. 28:

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A=[111],ξ=[123]A =\left[\begin{smallmatrix} 1 & 1 & 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 1 \\ 2 \\ 3\end{smallmatrix}\right]

(2)

A=[32−5−1−12],ξ=[426]A =\left[\begin{smallmatrix} 3 & 2 & - 5 \\ - 1 & - 1 & 2\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 4 \\ 2 \\ 6\end{smallmatrix}\right]

(3)

A=[11111],ξ=[54321]A =\left[\begin{smallmatrix} 1 & 1 & 1 & 1 & 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 5 \\ 4 \\ 3 \\ 2 \\ 1\end{smallmatrix}\right]

(4)

A=[2−3513−561],ξ=[7−594]A =\left[\begin{smallmatrix} 2 & - 3 & 5 & 1 \\ 3 & - 5 & 6 & 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 7 \\ - 5 \\ 9 \\ 4\end{smallmatrix}\right]

(5)

A=[435−2324−1],ξ=[−2420]A =\left[\begin{smallmatrix} 4 & 3 & 5 & -2 \\ 3 & 2 & 4 & - 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} -2 \\ 4 \\ 2 \\ 0\end{smallmatrix}\right]

(6)

A=[1031341018311],ξ=[8−53−1]A =\left[\begin{smallmatrix} 10 & 3 & 1 & 3 \\ 4 & 1 & 0 & 1 \\ 8 & 3 & 1 & 1\end{smallmatrix}\right], \quad \xi =\left[\begin{smallmatrix} 8 \\ - 5 \\ 3 \\ - 1\end{smallmatrix}\right].

find the coordinates of the vector yy obtained by reflecting the vector xx in the subspace L\mathcal{L}.

Problem 26.30

Find the orthogonal projection of the polynomial 35t4+15t3−15t2−8t+435t^{4} + 15t^{3} - 15t^{2} - 8t + 4 onto the subspace of polynomials of degree at most 2 in the space of polynomials:

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with the standard scalar product

(2)

with the scalar product defined in problem 25. 8(3).

Problem 26.31

In the space of polynomials with the standard scalar product, find the distance from the polynomial tnt^{n} to the linear span of the polynomials 1,t,…,tn−11, t, \ldots , t^{n - 1}:

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for n=2n = 2

(2)

for n=3n = 3.

Problem 26.32

Let f1,…,fkf_{1}, \ldots , f_{k} be a basis of the subspace L\mathcal{L}. Prove that the orthogonal projection of an arbitrary vector xx onto L\mathcal{L} equals the sum of its projections onto the one-dimensional subspaces spanned by f1,…,fkf_{1}, \ldots , f_{k} if and only if the basis is orthogonal.

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Problem 26.33

Let it be that for any vector x∈Ex\in \mathcal{E} the sum of its orthogonal projections onto the subspaces L1,L2⊂E\mathcal{L}_{1}, \mathcal{L}_{2} \subset \mathcal{E} equals the orthogonal projection of xx onto their sum L1+L2\mathcal{L}_{1} + \mathcal{L}_{2}. Prove that the subspaces L1\mathcal{L}_{1} and L2\mathcal{L}_{2} are orthogonal.

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Problem 26.34

Consider the space of functions continuous on the interval [−1,1]\left[ - 1, 1\right], with the scalar product defined in problem 25. 7. Expand the orthogonal projection of the function ff onto the subspace Pk\mathcal{P}_{k} of polynomials of degree at most kk in the basis consisting of the Legendre polynomials Pi(t)P_{i}(t) (problem 25. 9).

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Problem 26.35

Let x′x^{\prime } be the orthogonal projection of xx onto a subspace. Prove that ∣x′∣⩽∣x∣\left|x^{\prime }\right| \leqslant \left|x\right|, with equality holding if and only if x′=xx^{\prime } = x

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Problem 26.36

Let x′x^{\prime } be the orthogonal projection of xx onto the subspace L⊂E\mathcal{L} \subset \mathcal{E}, and let x′′x^{\prime \prime } be the orthogonal component. Prove that for any vector y∈Ly\in \mathcal{L} other than x′x^{\prime }, we have ∣x′′∣<∣x−y∣\left|x^{\prime \prime }\right| < \left|x - y\right|

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Problem 26.37

Let Li,(i=1,…,s)\mathcal{L}_{i}, \quad (i = 1, \ldots , s) be pairwise orthogonal subspaces of a Euclidean space. Prove that the sum of the squares of the lengths of the projections of an arbitrary vector xx onto these subspaces does not exceed ∣x∣2\left|x\right|^{2}, and that this bound is attained if xx belongs to the sum of the subspaces.

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Problem 26.38

Consider two subspaces L1⊆L2\mathcal{L}_{1} \subseteq \mathcal{L}_{2}. Denote by L′\mathcal{L}^{\prime } the orthogonal complement of L1\mathcal{L}_{1} in L2\mathcal{L}_{2}, and let x1,x2x_{1}, x_{2} and x′x^{\prime } be the orthogonal projections of the vector xx onto the subspaces L1,L2\mathcal{L}_{1}, \mathcal{L}_{2} and L′\mathcal{L}^{\prime }. Prove that:

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x2=x1+x′x_{2} = x_{1} + x^{\prime }

(2)

∣x1∣⩽∣x2∣\left|x_{1}\right| \leqslant \left|x_{2}\right|, and for any xx equality holds if and only if L1=L2\mathcal{L}_{1} = \mathcal{L}_{2}.

Problem 26.39

Let L−k\mathcal{L} - k-dimensional subspace of an nn-dimensional Euclidean space E\mathcal{E}. Let also e1,…,ene_{1}, \ldots , e_{n} be an orthonormal basis in E\mathcal{E}, and let e1′,…,en′e_{1}^{\prime }, \ldots , e_{n}^{\prime } be the orthogonal projections of these vectors onto L\mathcal{L}. Prove that ∑i=1k∣ei′∣2=k\sum_{i = 1}^{k} \left|e_{i}^{\prime }\right|^{2} = k.

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Problem 26.40

Let e1,…,ene_{1}, \ldots , e_{n} be an orthonormal basis in a Euclidean space and let a system of vectors g1,…,gng_{1}, \ldots , g_{n} be such that ∑i=1n∣ei−gi∣<1\sum_{i = 1}^{n}\left|e_{i} - g_{i}\right| < 1. Prove that this system of vectors is linearly independent.

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Problem 26.41

Let e1,…,ene_{1}, \ldots , e_{n} be an orthonormal basis in a Euclidean space and let a system of vectors g1,…,gng_{1}, \ldots , g_{n} be such that ∑i=1ncos⁡(e^i,gi)⩾(2n−1)/2\sum_{i = 1}^{n} \cos \left(\widehat{e}_{i}, g_{i}\right) \geqslant (2n - 1) / 2. Prove that this system of vectors is linearly independent.

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