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LA 学习笔记 - Ch3 - Orthogonality

LA 学习笔记 - Ch3 - Orthogonality

作者: 程序猪小羊 | 来源:发表于2018-02-27 05:59 被阅读38次

orthonormal basis
(Both orthogonal and normalize. )

  1. The length||x||;
  2. x^T*y = 0(perpendicular vectors)
  3. Linearly independent vectors ==> create perpendicular vectors.

Column space orthogonal to Left nullspace. (in R^m)
Row space orthogonal to Nullspace. (in R^n)

2.3

rank = # of independent row
independent => all weights =0 is the only way to produce zero.

N(A) = {zero vector} ==> The columns of A are independent.
echelon matrix U/reduced matrix R:

  • nonzero rows must be independent
  • pivot columns are linearly independent.

2G(p94)
2H

The dimension of the column space is the rank of the matrix.

Row space: (r) ~~ R^n

  • The nonzero rows are a basis; row space has dimension r.
  • row space: A = U = R = dimension r. (same row space!!!)

Nullspace: (n-r)

  • "special solution" = a basis ---- each free var = 1 in turn.
  • Ax = 0, Ux = 0, Rx = 0

Column space: (r) ~~ R^m

  • basis == The columns with pivot
    row rank = column rank

2.4 Four fundamental subspace

Existence of inverse

  • inverse exists only when the rank is as large as possible. (say, m, n)
  • only square matrix has a two-sided inverse. A: BA = I, AC = I.

2.6 Linear transformation

Rotation

  • inverse, square, product - 遵循三角函数规则。

Projection

  • P^2 = P

Reflection

  • two reflection bring back to the original one. H^2 = I

Orthogonality

3.1

The fundamental subspace meets at right angle.

3.2 Cosine and Projection onto Lines

3.3 Projection and Least Square

Gaussian elimination fails - more eqns than unknowns.
So, we use least square:
E^2

when the derivative is zero, the min error is at the lowest point.
[calculus]: d(E^2)/(dx)
[geometry]: x^ =...= aT*b/aT*a

Least square problem with several var.
To project b onto a subspace. (rather than a line.)

找到(least square solution --- x^)
p = the projection of b onto the column space

3.4

orthogonal正交
orthonormal 正交且规范。

  • Q (square or rectangle) has orthonormal columns,
    =====> Q^T*Q = I
    (square orthonormal matrix, inverse = transpose)
    只有方阵才有inverse。

  • Any permutation matrix = orthonormal matrix!!!
    (unit and orthogonal)

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