In exercises 7-10, show that u1,u2 or u1,u2,u3 is an orthogonal basis for \({\mathbb{R}^2}\) or \({\mathbb{R}^3}\), respectively. Then express x as a linear combination of the u’s.

8. \[{u_1} = \left[ {\begin{align}3\\1\end{align}} \right]\], \[{u_2} = \left[ {\begin{align}{ - 2}\\6\end{align}} \right]\], and \[x = \left[ {\begin{align}{ - 6}\\3\end{align}} \right]\]

Short Answer

Expert verified

The required linear combination is, \[x = - \frac{3}{2}{u_1} + \frac{3}{4}{u_2}\].

Step by step solution

01

Linear combination definition

Let the set of vectors \({u_1},.....,{u_p}\) be an orthogonal basis for a subspace \(W\) of \({\mathbb{R}^n}\) and the linear combination is given by \(y = {c_1}{u_1} + ..... + {c_p}{u_p}\) , then the weights in the linear combination are given as \({c_j} = \frac{{y \cdot {u_j}}}{{{u_j} \cdot {u_j}}}\), for each \(y\) in \(W\).

02

Check for orthogonality of given vectors

Find \({u_1} \cdot {u_2}\) as follows:

\(\begin{align}{c}{u_1} \cdot {u_2} = \left( 3 \right)\left( { - 2} \right) + \left( 1 \right)\left( 6 \right)\\ = - 6 + 6\\ = 0\end{align}\)

Hence, the vectors are orthogonal to each other as the vectors are non-zero and linearly independent. Therefore, the given set form a basis for \({\mathbb{R}^2}\).

03

Express x as a linear combination

The vector x can be expressed as a linear combination as follows:

\[\begin{align}{c}x = \left( {\frac{{x \cdot {u_1}}}{{{u_1} \cdot {u_1}}}} \right){u_1} + \left( {\frac{{x \cdot {u_2}}}{{{u_2} \cdot {u_2}}}} \right){u_2}\\ = \left( {\frac{{\left( { - 6} \right)\left( 3 \right) + \left( 3 \right)\left( 1 \right)}}{{\left( 3 \right)\left( 3 \right) + \left( 1 \right)\left( 1 \right)}}} \right){u_1} + \left( {\frac{{\left( { - 6} \right)\left( { - 2} \right) + \left( 3 \right)\left( 6 \right)}}{{\left( { - 2} \right)\left( { - 2} \right) + \left( 6 \right)\left( 6 \right)}}} \right){u_2}\\ = \left( {\frac{{ - 18 + 3}}{{9 + 1}}} \right){u_1} + \left( {\frac{{12 + 18}}{{4 + 36}}} \right){u_2}\\ = \left( {\frac{{ - 15}}{{10}}} \right){u_1} + \left( {\frac{{30}}{{40}}} \right){u_2}\,\\ = \frac{{ - 3}}{2}{u_1} + \frac{3}{4}{u_2}\end{align}\]

Hence, \[x = - \frac{3}{2}{u_1} + \frac{3}{4}{u_2}\].

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Most popular questions from this chapter

Question: In Exercises 3-6, verify that\(\left\{ {{{\bf{u}}_{\bf{1}}},{{\bf{u}}_{\bf{2}}}} \right\}\)is an orthogonal set, and then find the orthogonal projection of y onto\({\bf{Span}}\left\{ {{{\bf{u}}_{\bf{1}}},{{\bf{u}}_{\bf{2}}}} \right\}\).

3.\[y = \left[ {\begin{aligned}{ - {\bf{1}}}\\{\bf{4}}\\{\bf{3}}\end{aligned}} \right]\],\({{\bf{u}}_{\bf{1}}} = \left[ {\begin{aligned}{\bf{1}}\\{\bf{1}}\\{\bf{0}}\end{aligned}} \right]\),\({{\bf{u}}_{\bf{2}}} = \left[ {\begin{aligned}{ - {\bf{1}}}\\{\bf{1}}\\{\bf{0}}\end{aligned}} \right]\)

Compute the quantities in Exercises 1-8 using the vectors

\({\mathop{\rm u}\nolimits} = \left( {\begin{aligned}{*{20}{c}}{ - 1}\\2\end{aligned}} \right),{\rm{ }}{\mathop{\rm v}\nolimits} = \left( {\begin{aligned}{*{20}{c}}4\\6\end{aligned}} \right),{\rm{ }}{\mathop{\rm w}\nolimits} = \left( {\begin{aligned}{*{20}{c}}3\\{ - 1}\\{ - 5}\end{aligned}} \right),{\rm{ }}{\mathop{\rm x}\nolimits} = \left( {\begin{aligned}{*{20}{c}}6\\{ - 2}\\3\end{aligned}} \right)\)

7. \(\left\| {\mathop{\rm w}\nolimits} \right\|\)

Compute the least-squares error associated with the least square solution found in Exercise 3.

Exercises 19 and 20 involve a design matrix \(X\) with two or more columns and a least-squares solution \(\hat \beta \) of \({\bf{y}} = X\beta \). Consider the following numbers.

(i) \({\left\| {X\hat \beta } \right\|^2}\)—the sum of the squares of the “regression term.” Denote this number by .

(ii) \({\left\| {{\bf{y}} - X\hat \beta } \right\|^2}\)—the sum of the squares for error term. Denote this number by \(SS\left( E \right)\).

(iii) \({\left\| {\bf{y}} \right\|^2}\)—the “total” sum of the squares of the \(y\)-values. Denote this number by \(SS\left( T \right)\).

Every statistics text that discusses regression and the linear model \(y = X\beta + \in \) introduces these numbers, though terminology and notation vary somewhat. To simplify matters, assume that the mean of the -values is zero. In this case, \(SS\left( T \right)\) is proportional to what is called the variance of the set of -values.

19. Justify the equation \(SS\left( T \right) = SS\left( R \right) + SS\left( E \right)\). (Hint: Use a theorem, and explain why the hypotheses of the theorem are satisfied.) This equation is extremely important in statistics, both in regression theory and in the analysis of variance.

In Exercises 9-12, find a unit vector in the direction of the given vector.

9. \(\left( {\begin{aligned}{*{20}{c}}{ - 30}\\{40}\end{aligned}} \right)\)

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