Skip to main content

Orthogonal Subspace


we said that two vectors $v$ and $w$ are orthogonal if their dot product, $v . w$, is 0. In $R^2$ or $R^3$ this matches our geometric understanding of orthogonal, and in higher dimensions the idea still applies, even though we can’t visualize it.

Consider the vectors $a=\begin{pmatrix}
1 \\
2 \\
3\\
4
\end{pmatrix}, b=\begin{pmatrix}
2 \\
1 \\
0\\
-1
\end{pmatrix}$

These two vectors are orthogonal because their dot product $1.2+2.1+3.0+4.-1=0$

Now, we can extend these definitions to subspaces of a vector space.

Definition -Two subspaces $V$ and $W$ of a vector space are orthogonal if every vector $v \in V$ is perpendicular to every vector $w \in W$.
As a simple example, in $R^2$ the span of $\begin{pmatrix}1 \\
0 \\
\end{pmatrix}$ is the set of all vectors of the form $\begin{pmatrix}c \\
0 \\
\end{pmatrix}$, where $c$ is some real number, while the span of $\begin{pmatrix}0\\
1 \\
\end{pmatrix}$ is the set of all vectors of the form $\begin{pmatrix}0\\
d \\
\end{pmatrix}$,where $d$ is some real number. The dot product $v.w = v^Tw$ of any vector $v$ in the span of $\begin{pmatrix}1\\
0 \\
\end{pmatrix}$ with any vector $w$ in the span of $\begin{pmatrix}0\\
1 \\
\end{pmatrix}$ will be: $(c \quad 0)\begin{pmatrix}
0\\
d \\
\end{pmatrix}=0+0=0$. So, the two spans are orthogonal subspaces of $R^2$. Stated a bit more familiarly, the x-axis and y-axis of the coordinate plane are perpendicular.

For a slightly more complicated example, let’s examine an $m \times n$ matrix $A$. The row space of $A$ is a subspace of $R^n$, as is the nullspace of $A$. These two subspaces will, in fact, be orthogonal. This is pretty quick given the definitions of row space, nullspace, and matrix multiplication. Suppose $x$ is a vector in the nullspace of $A$. This means $Ax=0$. From the definition of matrix multiplication we know:
$Ax=\begin{pmatrix}
row 1\\
row 2 \\
.... \\
row m\end{pmatrix} \begin{pmatrix}
x1\\
x 2 \\
.... \\
xn
\end{pmatrix}=0$

The dot product of $x$ with each of the rows must be 0. As the row space is the set of linear combinations of the rows, the dot product of $x$ with any vector in the row space must be 0. So, if $v \in C(A^T)$ and $w \in N(A)$ , we must have $v^Tw = 0$. This means the row space and nullspace of $A$ are orthogonal. Similarly, every vector in the left nullspace of $A, N(A^T)$, is perpendicular  to every vector in the column space of $A, C(A)$. So, the column space of $A$ and the left nullspace of $A$ are orthogonal.

Example -Find a vector perpendicular to the row space of the matrix
$\begin{pmatrix}
1 & 3 & 4\\
5 & 2 & 7 \\
\end{pmatrix}$

$\begin{pmatrix}
1 & 3 & 4\\
5 & 2 & 7 \\
\end{pmatrix}\begin{pmatrix}
x1\\
x2\\
x3
\end{pmatrix}=\begin{pmatrix}
0\\
0 \\
0
\end{pmatrix}$

After row reduction
$\begin{pmatrix}
1 & 0 & 1\\
0 & 1 & 1 \\
\end{pmatrix}\begin{pmatrix}
x1\\
x2\\
x3
\end{pmatrix}=\begin{pmatrix}
0\\
0 \\
0
\end{pmatrix}$

So the vector $\begin{pmatrix}1\\
1 \\
-1

\end{pmatrix}$ or any constant multiple of this vector is orthogonal.

Orthogonal Complement 
If we’re given a subspace $V$ of a vector space, and another subspace $W$ orthogonal to it, a natural question to ask if it $W$ is the largest subspace orthogonal to $V$. Turns out the largest subspace orthogonal to $V$ is unique, and is defined as the orthogonal complement of $V$. 

Definition -The orthogonal complement of a subspace $V$ contains every vector that is perpendicular to $V$. This orthogonal subspace is denoted by $V^\perp$ (pronounced “V perp”). We saw above that for a matrix A the nullspace $N(A)$ is perpendicular to the row space $C(A^T)$. It turns out the nullspace is in fact the orthogonal complement of the row space. We can see this by noting that if $A$ is an $m \times n$ matrix both the row space and the nullspace are subspaces of $R^n$. The dimension of the nullspace is $n - r$, where $r$ is the rank of $A$, which is also the dimension of the row space. If $x$ were a vector orthogonal to the row space, but not in the nullspace, then the dimension of $C(A^T)^\perp$ would be at least $n - r + 1$. But this would be too large for both $C(A^T)$ and $C(A^T)^\perp$ to fit in $R^n$. So, the nullspace is the largest subspace perpendicular to the row space, and we have $C(A^T)^\perp = N(A)$. Similarly $N(A) = C(A^T)$.

Example: Calculate $V^\perp$ is $V$ is the vector space given by

$V=span of \begin{pmatrix}1\\2 \\
5 \\
4
\end{pmatrix} \begin{pmatrix}
3\\
7 \\
3\\
12
\end{pmatrix}$

Consider the matrix with vectors as rows
$\begin{pmatrix}
1 & 2 & 5 & 4\\
3 & 7 & 3 & 12 \\
\end{pmatrix}$

After row reduction 
$\begin{pmatrix}
1 & 0 & 29 & 4\\
0 & 1 & -12 & 0 \\
\end{pmatrix}$

So the null space has dimension 2 with the following vectors

$V^\perp=span of \begin{pmatrix}
29\\
-12 \\-1 \\
0
\end{pmatrix} \begin{pmatrix}
4\\
0 \\
0\\
-1
\end{pmatrix}$


Comments

Popular posts from this blog

Mathematics for Machine Learning- CST 284 - KTU Minor Notes - Dr Binu V P

  Introduction About Me Syllabus Course Outcomes and Model Question Paper University Question Papers and Evaluation Scheme -Mathematics for Machine learning CST 284 KTU Overview of Machine Learning What is Machine Learning (video) Learn the Seven Steps in Machine Learning (video) Linear Algebra in Machine Learning Module I- Linear Algebra 1.Geometry of Linear Equations (video-Gilbert Strang) 2.Elimination with Matrices (video-Gilbert Strang) 3.Solving System of equations using Gauss Elimination Method 4.Row Echelon form and Reduced Row Echelon Form -Python Code 5.Solving system of equations Python code 6. Practice problems Gauss Elimination ( contact) 7.Finding Inverse using Gauss Jordan Elimination  (video) 8.Finding Inverse using Gauss Jordan Elimination-Python code Vectors in Machine Learning- Basics 9.Vector spaces and sub spaces 10.Linear Independence 11.Linear Independence, Basis and Dimension (video) 12.Generating set basis and span 13.Rank of a Matrix 14.Linear Mapping...

Vectors in Machine Learning

As data scientists we work with data in various formats such as text images and numerical values We often use vectors to represent data in a structured and efficient manner especially in machine learning applications In this blog post we will explore what vectors are in terms of machine learning their significance and how they are used What is a Vector? In mathematics, a vector is a mathematical object that has both magnitude and direction. In machine learning, a vector is a mathematical representation of a set of numerical values. Vectors are usually represented as arrays or lists of numbers, and each number in the list represents a specific feature or attribute of the data. For example, suppose we have a dataset of houses, and we want to predict their prices based on their features such as the number of bedrooms, the size of the house, and the location. We can represent each house as a vector, where each element of the vector represents a specific feature of the house, such as the nu...

2.14 Singular Value Decomposition

The Singular Value Decomposition ( SVD) of a matrix is a central matrix decomposition method in linear algebra.It can be applied to all matrices,not only to square matrices and it always exists.It has been referred to as the 'fundamental theorem of linear algebra'( strang 1993). SVD Theorem: Let $A^{m \times n}$ be a rectangular matrix of rank $r \in [0,min(m,n)]$. The SVD of A is a decomposition of the form. $A= U \Sigma V^T $ with an orthogonal matrix $U \in \mathbb{R}^{m \times m}$ with column vectors $u_i, i=1,\ldots,m$ and an orthogonal matrix $V \in \mathbb{R}^{n \times n}$ with column vectors $v_j, j=1,\ldots,n$.Moreover, $\Sigma$ is an $m \times n$ matrix with $\sum_{ii} = \sigma \ge 0$ and $\sigma_{ij}=0, i \ne j$. The diagonal entries $\Sigma_i=1,\ldots,r$ of $\sigma$ are called singular values . $u_i$ are called left singular vectors , and $v_j$ are called right singular vectors .By convention singular values are ordered ie; $\sigma_1 \ge \sigma_2 \ldots \sigma_r \...