Let \(U\) be an \(n \times n\) orthogonal matrix. Show that if \(\left\{ {{{\bf{v}}_1}, \ldots ,{{\bf{v}}_n}} \right\}\) is an orthonormal basis for \({\mathbb{R}^n}\), then so is \(\left\{ {U{{\bf{v}}_1}, \ldots ,U{{\bf{v}}_n}} \right\}\).

Short Answer

Expert verified

It is proved that \(\left\{ {U{{\bf{v}}_1}, \ldots ,U{{\bf{v}}_k}} \right\}\) is a basis for \({\mathbb{R}^n}\).

Step by step solution

01

Statement in Theorem 7 

Theorem 7states that consider that, \(U\) as an \(m \times n\) matrix with orthonormal columns, and assume that x and y are in \({\mathbb{R}^n}\). Then;

  1. \(\left\| {U{\bf{x}}} \right\| = \left\| {\bf{x}} \right\|\)
  2. \(\left( {U{\bf{x}}} \right) \cdot \left( {U{\bf{y}}} \right) = {\bf{x}} \cdot {\bf{y}}\)
  3. \(\left( {U{\bf{x}}} \right) \cdot \left( {U{\bf{y}}} \right) = 0\) such that if \({\bf{x}} \cdot {\bf{y}} = 0\).
02

Show that if \(\left\{ {{{\bf{v}}_1}, \ldots ,{{\bf{v}}_n}} \right\}\) is an orthonormal basis for \({\mathbb{R}^n}\), then so is \(\left\{ {U{{\bf{v}}_1}, \ldots ,U{{\bf{v}}_n}} \right\}\)

According to Theorem 7, \(\left\{ {U{{\bf{v}}_1}, \ldots ,U{{\bf{v}}_k}} \right\}\) is an orthonormal set in \({\mathbb{R}^n}\). The set \(\left\{ {U{{\bf{v}}_1}, \ldots ,U{{\bf{v}}_k}} \right\}\) forms a basis for\({\mathbb{R}^n}\) because it is a linearly independent set with \(n\) vectors.

Thus, it is proved that \(\left\{ {U{{\bf{v}}_1}, \ldots ,U{{\bf{v}}_k}} \right\}\) is a basis for \({\mathbb{R}^n}\).

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Most popular questions from this chapter

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 1-6, determine which sets of vectors are orthogonal.

\(\left[ {\begin{align} 2\\{-5}\\{-3}\end{align}} \right]\), \(\left[ {\begin{align}0\\0\\0\end{align}} \right]\), \(\left[ {\begin{align} 4\\{ - 2}\\6\end{align}} \right]\)

Let \(\left\{ {{{\bf{v}}_1}, \ldots ,{{\bf{v}}_p}} \right\}\) be an orthonormal set. Verify the following equality by induction, beginning with \(p = 2\). If \({\bf{x}} = {c_1}{{\bf{v}}_1} + \ldots + {c_p}{{\bf{v}}_p}\), then

\({\left\| {\bf{x}} \right\|^2} = {\left| {{c_1}} \right|^2} + {\left| {{c_2}} \right|^2} + \ldots + {\left| {{c_p}} \right|^2}\)

In Exercises 9-12, find (a) the orthogonal projection of b onto \({\bf{Col}}A\) and (b) a least-squares solution of \(A{\bf{x}} = {\bf{b}}\).

10. \(A = \left[ {\begin{aligned}{{}{}}{\bf{1}}&{\bf{2}}\\{ - {\bf{1}}}&{\bf{4}}\\{\bf{1}}&{\bf{2}}\end{aligned}} \right]\), \({\bf{b}} = \left[ {\begin{aligned}{{}{}}{\bf{3}}\\{ - {\bf{1}}}\\{\bf{5}}\end{aligned}} \right]\)

In Exercises 1-4, find a least-sqaures solution of \(A{\bf{x}} = {\bf{b}}\) by (a) constructing a normal equations for \({\bf{\hat x}}\) and (b) solving for \({\bf{\hat x}}\).

4. \(A = \left( {\begin{aligned}{{}{}}{\bf{1}}&{\bf{3}}\\{\bf{1}}&{ - {\bf{1}}}\\{\bf{1}}&{\bf{1}}\end{aligned}} \right)\), \({\bf{b}} = \left( {\begin{aligned}{{}{}}{\bf{5}}\\{\bf{1}}\\{\bf{0}}\end{aligned}} \right)\)

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