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Section 4.4

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50 views17 pages

Section 4.4

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machineanalyst
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El ORTHONORMAL Bases AND GRAM-ScBimidt This secon Ras two pve, wilias eud haw, The frst is do Se2 Why or Reconal Cbimns In A ond ood. The setond opal ts do Cousheuct orthogonal Vectors % Defind® : The sat of vectors J vinta Yat 48 oF Yroepnal hon ¢ Wy =0 fo 4t4 Recoll,, VIVg= Nj ve = Ve = cbt pe duct of Ve wi \g- Ja. NR eased Ue. Ls), [lf Q] Check Met Sis oc thompnall Nv, = Lh oT BR] = 140-12 OV i MR: Ly ont] = (40-1 so Vv \ Oy =b ve 1) |= l-attsod NEV, =0 fe all F44 Sis orthogonal Qe khonormall sok es The set of vectors Ne, 1 as 1S Or Ronormeal) a ennty yoctor Kas Amst Rone and Hao sot te orthogonal Notat?: ae ‘Po whon wt thro’ all vectors) tat senna 1 whan L=4 Camel vectors = Nell=« vex: sel [S$] [U7 [477 Leb eh elf Niao NRO gto Sy Construct am ov “Yhonormall set from S posl@ao a 1s @ amet Vector tts Vrront =a 5 att = Toran 2 2 gts Tact! = Pe te Orlronorwea <2 nt Tew? tad : -faepstslstall QT) Every, o¢ Meoaornal sot con be normehzat. tas) Mate Wilh Octhonarmall Columns Qhvg 1s @ Fectom mateo wile Or Pronocmal Eokumn vectors. Qoug = |ll- \ 2h AT, a QQ =) a et art \s fot 1%4,| a [Ee Se HR) gy fen aay “lage, a gy) Wey wlan inp Hy He -e Nol; For ow ecto cmeterx Q withe orthonormal cobtimns , A= I (2) From BQ=T , cam wa clue Pot gs a) aws| Nob. is tm oprorell cectowsitlar Noe) IF A ise square matey, thon from PR=T j we con cove et S'2eT. CTramspose = wverse) [Nols A sauce matrix wilh orthonormal) Columus is called orthogonal « Gis oc Hogmal 1S eqquivadbd -bo oo Exconmplia of, oF Hrogonal medritag © Retec? merterk ina plone Qe |g mei |e eng [s Sta Sime Cosee Paneer Q voterles wer vector in HO plore by He 3 P Ovnal oh. @) Poctmurtest? madriges @ RoPKction matrices: Q= T-auuT whew tlaller G2 @ aud GA] T-ect Le. stetions vucte-ions aud rfbedions ee ve “Basng Hf sunesy tote lees oserva. Uno Kalicot? ly Gy orthsoonall mertax Q, a ei omch OQ. clon't khong? Q alss preted olet producs. Toxeet? mectrix Onto he Colum space of Q Cmatrrx with orthonormal Columns) Pe Aaa but Gig:T P= eM C Not aloo equal (dbrtty ) OY Rect that P= Qa isa progechon maton: BSlorP = (oleae AkEGT =B6 o @OPree F= [oot J’ Lx Sere wat y Lowl®, Po QT ts a projection moe pEx, + bet ®p pag, b2 @ moter WR or Honormal) Columns, Whon is Ho progechon morfery. (ST invordibe? WST BP Ae Bis squnte var T 4 For @ Ssauate matrix Q, GTA Yopchou matin P= Od = ee: + Pe GLP) Coustcuct “elt fomk(Q)zr <3 ohn nd isa matix of 330 P-0 alo Salted i” h hex a (onelus® phe Ge p ae Pr @ Squoe merkix @ — Oet=7 4 i —— ° ° | o oO ° T 6 oO oon | Q/ why vs ot good to Dove @ matcux wie Or tronormall Columus? aS) TH mokos calenlat? much ganer. Tor instante , (ouster Ho nome al eqper? ATA = ATL , IF A= 2 (orthonse ma? ; Cohumas ) Gig: ath ~ fz ab oly lol V be Vaccor spa oud Scfuee pt 1s Collect of Vectors of V: Basis ohV S ts @ bass foe V who S ts m®pondist aud S poms N. Assure Sis a bests se Tale xe Vy Mon y = GWG Fs-4G Vp Orthogonal) bass for V Be Ai vp} Is or thogovel bess Rr N vihow @ is @ basis oud Vive © porta Tole KEN Ke QV OYE. 4 GMP — Find & — Vix & Vi 4,68 BWt esp % ¢ & VA VIN \e fellows West x each £ eg z vix NEVE Poe all x eN xo QME QUT. +O vf (Noe +E) ws Wey Wp! - B: 4a mi dp} sam oc Honormal \oasis Por V Tailor Ris @ haar Qud Wty Hes id @=4 Tele KEN 2 XE fle --4 % Mw BE ATR AS HIE + 9%, be: ae =e at Hi Pllows Ra Be ead i ers Mx Reellk eV iy = cE Gs SG - “Gow LEx) Clumus f Q ars of Honorml vectire $9 %- io. tleh 5 ' oar E 5 | lat b= [2] spel Meith 2 2al * Veogechon b mto @ Dw Kerough @ ° Pb =(4ar)b= (TES, a Pbre! “ The ght a alfyf=-4 eat # Proychon Londo @ Liw Horoughs % : We QL) Abefla-raifape goes 4 Proyechion of, b onto a Lie og pb (G5) Meglaa- a]=3 oi: 4%, 3 [Noles Bei = progetion of & orto Ho plow Spe otk boy %, oud Fe Bee Qheth = pegct glow He whale 2b <2 sma bER we avpet Pei b- pape =a} aba] 1th FLsle =a tu- The Gram. schmidt PReowss Nh Ss fer @iay% be a sot of Linzary imde- Amt YRetors is Yosh act om oa at @ Wig a ax o¢ Hhonormal “Sot Wa oe < (OW S- YEO Onyza > 2M Ti @ 20, MF Ti @ Many, ~NZer yy O% = Ta, 7 b> Mtl O« Lrogonel? sok iy mo § : eb SO By-BY Or ronormall sot mee Rov In RT ae fe TAN 4, ¢ te we Stoll Lye « we fo. Ta clue of Gra ~ SeKanadt prowse us Talitha ee ioey wo aa ads pope n cee? allraody seh. Welk [: Tha alo of ram -ScBmlt proms As to subtract Prom every neo Ywotor he us Progeton An Ho dicicdion ay [Eg ct iF [i {is Lintordy nde pendent @-( Corsteuct on orkkonomel sot [2., &¢ Beh viz oa] See at Nae So a - oe a ie klk NA sb 2F iba =| : ae tes whack Py, els My While Ny Wee Wa” im z es a Tt Oriegpa a =O [wsahl} OcKanornnal sok = Ae ie \[ Wig % ex “ “ Ib : - thy as 2 [>o-fue : 4 Q 1 \ ie iy A Kas Lintocl Yas orthonomall (ndopendonct tStumus Columns - &/ Compare ¢(a\ to C(2) Avs} cCay-clay Rroyestion Ondo Proyechon orto “CA e(a) P= ACATAY'AT 2, - asres'eT 0, = aw le Qissquae I ata The QR EACTOR 2A TION, IF Apxa, Anos Aenoar independourt Columns , Hen A con be factored mto A= 22 whaw a Se p 0 cob (: hos wrronamall Columns | J IF A ts squore » Hon Wis oF Hogpnal Cea = T= Qa RQ: wa gqgyy Upper tHelamax ar mole with positive shingonall Nol, Por AZBR ATA= LTTaR)= Maiae=MR. Ton Aad: arh Simpbifiesto VRR= Pat. Frctly RQ=GTL Least squares 2 Mees Tee or RL=IQTL or 88a \nstood of, soluing Ax = lo whieh ts im possible we seWe Ritz gb by back subsdduck wardh ts Niecy) fast, E4) Find @eR spactorigadon of Fe[atetay) wikk Wo sot s- Fen, a 24 Linoor by indepen dead , Ass | By Gam Schmidt prowss, ue hove OMzar teeth @ Vaz O- (Hag to © Vs = &- Gaa)g,- GPs) 5 Vs =e 3) Soe He above for &, aand ay in foes, of q) Qe j 23 O a= =e @ = (Fe) % © B Hie sy se TYR « UH, AKAGI, © 8 CTA Re Rr-SPI Cept Gays, "OWT Bra\%, By = (Fawr Ayo Qa, = HonWHGoy e+ Gey a Ge Sion Bas Az|alataa]s (l@alts]] Te =| Oc thonormall ee Columns trlanguloe Ex} Find io Pyagieel gene AZAR a(t] Aws] sha, [i], 905] i by 6am- me Protas ye ee Ud se wate Li] = Q- Vib VY; = hd Vet ievelob cate (set ental Wut: gag) = Wa at SCAT BL sfas|a:[a] sok-setfecah lee vate} A-22 =[% ety ee 0 Qe ee Bo aM: va a BU ‘le B Az sel a Bb ALS ite Sh Mekhoda , A=QR Mulliply bol sido fou, 697 BA BAR but ] fas orthonormal hae aoe als my mn tT mh Na «I Covelase, | ac | pA. Allo +8, 7 R WIA=R 2)

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