Section 5.9

Complementary Subspaces

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Problem 5.9.1

Let XX and YY be subspaces of R3\mathbb {R}^{3} whose respective bases are BX={(111),(122)}B_{X} = \left\{ \begin{pmatrix} 1 \\ 1 \\ 1 \end{pmatrix}, \begin{pmatrix} 1 \\ 2 \\ 2 \end{pmatrix}\right\} and BY={(123)}B_{Y} = \left\{ \begin{pmatrix} 1 \\ 2 \\ 3 \end{pmatrix}\right\}.

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(a)

Explain why XX and YY are complementary subspaces of R3\mathbb {R}^{3}.

(b)

Determine the projector PP onto XX along YY as well as the complementary projector QQ onto YY along XX.

(c)

Determine the projection of v=(2−11)v = \begin{pmatrix} 2 \\ -1 \\ 1 \end{pmatrix} onto YY along XX.

(d)

Verify that PP and QQ are both idempotent.

(e)

Verify that R(P)=X=N(Q)\mathcal{R}(P) = X = \mathcal{N}(Q) and N(P)=Y=R(Q)\mathcal{N}(P) = Y = \mathcal{R}(Q).

Remark.
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(5.9.4): X,YX, Y (with bases BX,BYB_{X},B_{Y}) are complementary subspaces of VV if and only if BX∩BY=∅B_{X}\cap B_{Y}=\emptyset and BX∪BYB_{X}\cup B_{Y} is a basis for VV. (5.9.12): if the columns of X,YX,Y (matrices) are bases for X,YX,Y, the projector onto XX along YY is P=[X∣0][X∣Y]−1P = \left[X\mid 0\right]\left[X\mid Y\right]^{-1}.

Problem 5.9.2

Construct an example of a pair of nontrivial complementary subspaces of R5\mathbb {R}^{5}, and explain why your example is valid.

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Problem 5.9.3

Construct an example to show that if V=X+YV = X+Y but X∩Y≠0X \cap Y \neq 0, then a vector v∈Vv \in V can have two different representations as v=x1+y1v = x_{1}+y_{1} and v=x2+y2v = x_{2}+y_{2}, where x1,x2∈Xx_{1},x_{2} \in X and y1,y2∈Yy_{1},y_{2} \in Y, but x1≠x2x_{1} \neq x_{2} and y1≠y2y_{1} \neq y_{2}.

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Problem 5.9.4

Explain why Rn×n=S⊕K\mathbb {R}^{n \times n} = S \oplus K, where SS and KK are the subspaces of n×nn\times n symmetric and skew-symmetric matrices, respectively. What is the projection of A=(123456789)A = \begin{pmatrix} 1& 2& 3 \\ 4& 5& 6 \\ 7& 8& 9 \end{pmatrix} onto SS along KK?

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Remark.
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Exercise 3.2.6 shows that every A∈Rn×nA \in \mathbb {R}^{n\times n} has the unique decomposition A=A+AT2+A−AT2A = \frac{A+A^{T}}{2} + \frac{A-A^{T}}{2}, a symmetric matrix plus a skew-symmetric matrix.

Problem 5.9.5

For a general vector space, let XX and YY be two subspaces with respective bases BX={x1,…,xm}B_{X} = \left\{ x_{1},\ldots ,x_{m}\right\} and BY={y1,…,yn}B_{Y} = \left\{ y_{1},\ldots ,y_{n}\right\}.

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(a)

Prove that X∩Y=0X \cap Y = 0 if and only if {x1,…,xm,y1,…,yn}\left\{ x_{1},\ldots ,x_{m},y_{1},\ldots ,y_{n}\right\} is a linearly independent set.

(b)

Does BX∪BYB_{X}\cup B_{Y} being linearly independent imply X∩Y=0X \cap Y = 0?

(c)

If BX∪BYB_{X}\cup B_{Y} is a linearly independent set, does it follow that XX and YY are complementary subspaces? Why?

Problem 5.9.6

Let PP be a projector defined on a vector space VV. Prove that the range of a projector is the set of its "fixed points," i.e. R(P)={x∈V∣Px=x}\mathcal{R}(P) = \left\{ x \in V \mid Px=x\right\}.

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Problem 5.9.7

Suppose that V=X⊕YV = X\oplus Y, and let PP be the projector onto XX along YY. Prove that R(P)=N(I−P)=X\mathcal{R}(P) = \mathcal{N}(I-P) = X and R(I−P)=N(P)=Y\mathcal{R}(I-P) = \mathcal{N}(P) = Y.

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Problem 5.9.8

Explain why ∥P∥2≥1\left\| P\right\|_{2} \geq 1 for every projector P≠0P \neq 0. When is ∥P∥2=1\left\| P\right\|_{2} = 1?

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Remark.
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For a projector PP with R(P)=R\mathcal{R}(P)=R, N(P)=N\mathcal{N}(P)=N, the angle θ\theta between RR and NN (the "minimal angle," (5.9.16)) satisfies sin⁡θ=1/∥P∥2\sin \theta = 1/\left\| P\right\|_{2} (equation (5.9.18)).

Problem 5.9.9

Explain why ∥I−P∥2=∥P∥2\left\| I-P\right\|_{2} = \left\| P\right\|_{2} for all projectors that are not zero and not equal to the identity.

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Problem 5.9.10

Prove that if u,v∈Rnu,v \in \mathbb {R}^{n} are vectors such that vTu=1v^{T}u=1, then ∥I−uvT∥2=∥uvT∥2=∥u∥2∥v∥2=∥uvT∥F\left\| I-uv^{T}\right\|_{2} = \left\| uv^{T}\right\|_{2} = \left\| u\right\|_{2}\left\| v\right\|_{2} = \left\| uv^{T}\right\|_{F}.

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Problem 5.9.11

Suppose that XX and YY are complementary subspaces of Rn\mathbb {R}^{n}, and let B=[X∣Y]B = \left[X \mid Y\right] be a nonsingular matrix in which the columns of XX and YY constitute respective bases for XX and YY. For an arbitrary vector v∈Rnv \in \mathbb {R}^{n}, explain why the projection of vv onto XX along YY can be obtained by the following two-step process.

  1. Solve the system Bz=vBz=v for zz.

  2. Partition zz as z=(z1z2)z = \begin{pmatrix} z_{1} \\ z_{2} \end{pmatrix}, and set p=Xz1p = Xz_{1}.

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Problem 5.9.12

Let PP and QQ be projectors.

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(a)

Prove R(P)=R(Q)\mathcal{R}(P) = \mathcal{R}(Q) if and only if PQ=QPQ=Q and QP=PQP=P.

(b)

Prove N(P)=N(Q)\mathcal{N}(P) = \mathcal{N}(Q) if and only if PQ=PPQ=P and QP=QQP=Q.

(c)

Prove that if E1,E2,…,EkE_{1},E_{2},\ldots ,E_{k} are projectors with the same range, and if α1,…,αk\alpha_{1},\ldots ,\alpha_{k} are scalars such that ∑jαj=1\sum_{j}\alpha_{j}=1, then ∑jαjEj\sum_{j}\alpha_{j}E_{j} is a projector.

Problem 5.9.13

Prove that rk⁡(P)=trace⁡(P)\operatorname {rk}\left(P\right) = \operatorname {trace}(P) for every projector PP defined on Rn\mathbb {R}^{n}.

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Problem 5.9.14

Let {Xi}i=1k\left\{ X_{i}\right\}_{i=1}^{k} be a collection of subspaces from a vector space VV, and let BiB_{i} denote a basis for XiX_{i}. Prove that the following statements are equivalent.

  1. V=X1+X2+⋯+XkV = X_{1}+X_{2}+\cdots +X_{k} and Xj∩(X1+⋯+Xj−1)=0X_{j}\cap (X_{1}+\cdots +X_{j-1})=0 for each j=2,3,…,kj=2,3,\ldots ,k.

  2. For each vector v∈Vv \in V, there is one and only one way to write v=x1+x2+⋯+xkv = x_{1}+x_{2}+\cdots +x_{k}, where xi∈Xix_{i}\in X_{i}.

  3. B=B1∪B2∪⋯∪BkB = B_{1}\cup B_{2}\cup \cdots \cup B_{k} with Bi∩Bj=∅B_{i}\cap B_{j}=\emptyset for i≠ji\neq j is a basis for VV.

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Remark.
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Whenever any one of these statements is true, VV is said to be the direct sum of the XiX_{i}'s, written V=X1⊕X2⊕⋯⊕XkV = X_{1}\oplus X_{2}\oplus \cdots \oplus X_{k}. For k=2k=2, (i) and (5.9.1) say the same thing, and (ii), (iii) reduce to (5.9.3), (5.9.4), respectively.

Problem 5.9.15

For complementary subspaces XX and YY of Rn\mathbb {R}^{n}, let PP be the projector onto XX along YY, and let Q=[X∣Y]Q = \left[X\mid Y\right], where the columns of XX and YY constitute bases for XX and YY, respectively. Prove that if Q−1An×nQQ^{-1}A_{n\times n}Q is partitioned as Q−1AQ=(A11A12A21A22)Q^{-1}AQ = \begin{pmatrix} A_{11}& A_{12} \\ A_{21}& A_{22} \end{pmatrix}, then

Q(A11000)Q−1=PAP,Q(0A1200)Q−1=PA(I−P),Q(00A210)Q−1=(I−P)AP,Q(000A22)Q−1=(I−P)A(I−P). Q\begin{pmatrix} A_{11}& 0 \\ 0& 0 \end{pmatrix}Q^{-1} = PAP, \quad Q\begin{pmatrix} 0& A_{12} \\ 0& 0 \end{pmatrix}Q^{-1} = PA(I-P), \quad Q\begin{pmatrix} 0& 0 \\ A_{21}& 0 \end{pmatrix}Q^{-1} = (I-P)AP, \quad Q\begin{pmatrix} 0& 0 \\ 0& A_{22} \end{pmatrix}Q^{-1} = (I-P)A(I-P).
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Remark.
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This means that if AA is a linear operator on Rn\mathbb {R}^{n}, and B=BX∪BYB = B_{X}\cup B_{Y} (the bases making up the columns of X,YX,Y), then the matrix representation of AA with respect to BB is [A]B=(A11A12A21A22)[A]_{B} = \begin{pmatrix} A_{11}& A_{12}\\ A_{21}& A_{22} \end{pmatrix}, where A11=[PAP/X]BXA_{11} = \left[PA P/X\right]_{B_{X}}, A12=[PA(I−P)/Y]BYBXA_{12} = \left[PA(I-P)/Y\right]_{B_{Y}B_{X}}, A21=[(I−P)AP/X]BXBYA_{21} = \left[(I-P)AP/X\right]_{B_{X}B_{Y}}, A22=[(I−P)A(I−P)/Y]BYA_{22} = \left[(I-P)A(I-P)/Y\right]_{B_{Y}} (each a matrix representation of a restricted operator).

Problem 5.9.16

Suppose that Rn=X⊕Y\mathbb {R}^{n} = X\oplus Y, where dim⁡X=r\dim X = r, and let PP be the projector onto XX along YY. Explain why there exist matrices Xn×rX_{n\times r} and Ar×nA_{r\times n} such that P=XAP = XA, where rk⁡(X)=rk⁡(A)=r\operatorname {rk}\left(X\right)=\operatorname {rk}\left(A\right)=r and AX=IrAX = I_{r}.

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Remark.
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This is a full-rank factorization for PP (Exercise 3.9.8).

Problem 5.9.17

For either a real or complex vector space, let EE be the projector onto X1X_{1} along Y1Y_{1}, and let FF be the projector onto X2X_{2} along Y2Y_{2}. Prove that E+FE+F is a projector if and only if EF=FE=0EF=FE=0, and under this condition, prove that R(E+F)=X1⊕X2\mathcal{R}(E+F) = X_{1}\oplus X_{2} and N(E+F)=Y1∩Y2\mathcal{N}(E+F) = Y_{1}\cap Y_{2}.

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Problem 5.9.18

For either a real or complex vector space, let EE be the projector onto X1X_{1} along Y1Y_{1}, and let FF be the projector onto X2X_{2} along Y2Y_{2}. Prove that E−FE-F is a projector if and only if EF=FE=FEF=FE=F, and under this condition, prove that R(E−F)=X1∩Y2\mathcal{R}(E-F) = X_{1}\cap Y_{2} and N(E−F)=Y1⊕X2\mathcal{N}(E-F) = Y_{1}\oplus X_{2}.

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Problem 5.9.19

For either a real or complex vector space, let EE be the projector onto X1X_{1} along Y1Y_{1}, and let FF be the projector onto X2X_{2} along Y2Y_{2}. Prove that if EF=P=FEEF=P=FE, then PP is the projector onto X1∩X2X_{1}\cap X_{2} along Y1+Y2Y_{1}+Y_{2}.

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Problem 5.9.20

An inner pseudoinverse for Am×nA_{m\times n} is a matrix Xn×mX_{n\times m} such that AXA=AAXA=A, and an outer pseudoinverse for AA is a matrix XX satisfying XAX=XXAX=X. When XX is both an inner and outer pseudoinverse, XX is called a reflexive pseudoinverse.

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(a)

If Ax=bAx=b is a consistent system of mm equations in nn unknowns, and if A−A^{-} is any inner pseudoinverse for AA, explain why the set of all solutions to Ax=bAx=b can be expressed as A−b+R(I−A−A)={A−b+(I−A−A)h∣h∈Rn}A^{-}b + \mathcal{R}(I-A^{-}A) = \left\{ A^{-}b + (I-A^{-}A)h \mid h \in \mathbb {R}^{n}\right\}.

(b)

Let MM and LL be respective complements of R(A)\mathcal{R}(A) and N(A)\mathcal{N}(A) so that Cm=R(A)⊕M\mathbb {C}^{m} = \mathcal{R}(A)\oplus M and Cn=L⊕N(A)\mathbb {C}^{n} = L\oplus \mathcal{N}(A). Prove that there is a unique reflexive pseudoinverse XX for AA such that R(X)=L\mathcal{R}(X) = L and N(X)=M\mathcal{N}(X) = M. Show that X=QA−PX = QA^{-}P, where A−A^{-} is any inner pseudoinverse for AA, PP is the projector onto R(A)\mathcal{R}(A) along MM, and QQ is the projector onto LL along N(A)\mathcal{N}(A).