Chapter 5: Orthogonality Flashcards
Theorem 5.3.1 Properties of inner products and norms in Rn. Let u, v, w ∈ Rn and c ∈ R. Then
(a) u · v = v · u (commutativity of inner product)
(b) u · (v + w) = u · v + u · w (distributivity of inner product)
(c) (cu) · v = c(u · v)
(d) ||v||2 = v · v
(e) kvk ≥ 0 and kvk = 0 if and only if v = 0
(f) kcvk = |c|kvk
Theorem 5.3.5 Let S = {v1, v2, . . . , vk} be an orthogonal set of non-zero vectors in Rn. Then
S is a linearly independent set.
Coefficients for orthogonal basis in
v = c1v1 + c2v2 + · · · + ckvk,
ci =(v · vi)/(vi· vi)
, for i = 1, . . . , k
Orthogonal matrix
columns for an orthonormal set
Theorem 8.2.1 A square matrix Q is orthogonal if and only if
Q^−1 = QT
Theorem 10.4.3 Let Q be an n × n matrix. The following are equivalent,
(a) Q is orthogonal
(b) ||Qx| = ||x|| for all x ∈ Rn
(c) Qx · Qy = x · y for all x, y ∈ Rn
Theorem Ex 8.2.3 Let Q be an n × n orthogonal matrix. Then,
(a) Q^−1 is orthogonal
(b) det Q = ±1
(c) If λ is an eigenvalue of Q, then |λ| = 1
(d) If Q1 and Q2 are orthogonal n × n matrices then so is Q1Q2
Definition Let A be an n × n matrix. A is orthogonally diagonalisable if
there exists an orthogonal matrix Q and a diagonal
matrix D such that Q^TAQ = D.
Theorem 8.2.4 and 5.5.7 If A is a real symmetric matrix then
a) The eigenvalues of A are all real.
b) Eigenvectors corresponding to distinct eigenvalues are orthogonal.
Theorem 8.2.2 Principal Axes Theorem If following conditions are equivalent for an n × n matrix A.
a) A has an orthonormal set of n eigenvectors
b) A is orthogonally diagonalisable
c) A is symmetric
Definition A quadratic form in n variables is a function f : Rn →
R of the form
f(x) = x
TAx = a11x^2_1 + a22x_2^2 + · · · +annx^2_n + ∑i<j 2aijxixj
where A is a symmetric n × n matrix and x∈ Rn. A is the matrix
associated with f .
x^TAx = 1 represents an ellipse if
λ1 > 0 and λ2 > 0
x^TAx = 1 has no graph if
λ1 < 0 and λ2 < 0
x^TAx = 1 represents an hyperbola if
λ1 and λ2 have opposite signs.
Positive definite square matrix
symmetric and all its eigenvalues λ are positive (negative), that is λ > 0
Negative definite square matrix
Symmetric and all its eigenvalues λ are negative, that is λ < 0