If P is an orthogonal projector, then I 2P is unitary. Prove this algebraically, and given a geometric interpretation.
Answer: Suppose P is an orthogonal projector. Since P is a projector, P2 = P by definition. By Theorem 6.1, P is orthogonal if and only if P = P. To show that I2P is unitary, we need to show (I2P)(I2P) = (I 2P)(I 2P) = I.
(I 2P)(I 2P) = (I 2P)(I 2P) = (I 2P)(I 2P)
= I2 4P + 4P2 = I 4P + 4P = I
(I 2P)(I 2P) = (I 2P)(I 2P) = (I 2P)(I 2P)
= I2 4P + 4P2 = I 4P + 4P = I
Exercise 6.2
Let E be the m m matrix that extracts the even part of an m-vector: Ex = (x + Fx)/2, where F is the m m matrix that flips (x1,,xm) to (xm,,x1). Is E is an orthogonal projector, an oblique projector, or not a projector at all? What are the entries of E?
Answer: First note that for any x = (x1,,xm) Cm, we have F2x = F(Fx) = F(F(x1,,xm)) = F(xm,,x1) = (x1,,xm). This shows that F2 = I. To see if E is a projector, we check whether E2 = E to meet the definition.
Therefore, we know at least that E is a projector. To see if E is orthogonal, we check whether E = E (according to Theorem 6.1). First note that for F to perform the transformation as the problem statement describes, it must be that F is the m m matrix with ones on the antidiagonal and zeros elsewhere. That is,
0 0 0 1
0 0 1 0
F = : : : : so that F(x1,,xm) = (xm,,x1) .
0 1 0 0
1 0 0 0
But then since all elements of F are real and the elements on the antidiagonal of F are all the same, F = F. Using this fact,
Therefore, we see that E is an orthogonal projector. Since we defined an oblique projector to be a projector that is not an orthogonal projector, we conclude that E is not an oblique projector.
The entries of E are such that there are 1s along the main diagonal and 1s along the antidiagonal. If E is n n for n an odd integer, however, these 1s intersect in the very middle entry of the matrix and so in this case there is a 2 in the middlemost entry of E.
6.4
Consider the matrices
.
- What is the orthogonal projector P onto range(A), and what is the image under P of the vector (1,2,3).
Answer: It is immediate that the columns of A span range(A) and since the columns of A are linearly independent, the reasoning on page 46 applies so that we can use equation (6.13) to find P. Then,
- What is the orthogonal projector P onto range(B), and what is the image under P of the vector (1,2,3).
Answer: Just as before, since the columns of B are a basis for range(B) we may apply equation (6.13). Then,
Exercise 7.1
Consider again the matrices A and B of Exercise 6.4.
- Using any method you like, determine (on paper) a reduced QR factorization A = QR and a full QR factorization A = QR.
Answer: Denote the columns of A by a1 and a2.
To get a full QR factorization we need to add a third column q3 to Q such that {q1,q2,q3} are orthonormal and then add a row of zeros to R. By inspection, will work. Therefore, a full QR factorization is:
.
- Again using any method you like, determine reduced and full QR factorizations B = QR and B = QR.
Answer: Denote the columns of B by b1 and b2. Since b1 = a1, q1 and r11 are the same as in part (a). Next,
So we have the reduced QR factorization of B given by:
To find a full QR factorization, we find that any multiple of (1,2,1) will be orthogonal to q1 and q2. So normalizing this vector gives an option for q3 so that:
.
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