Math 307

Spring, 2003
Hentzel

Time: 1:10-2:00 MWF

Room: 1324 Howe Hall
Instructor: Irvin Roy Hentzel
Office 432 Carver
Phone 515-294-8141
E-mail: hentzel@iastate.edu

http://www.math.iastate.edu/hentzel/class.307.ICN

Text: Linear Algebra With Applications,

Second Edition Otto Bretscher
Monday, March 24 Chapter 5.3
Page 209 Problems 2,6,8,12,34

Main Idea: Orthonormal vectors make

Orthogonal matrices.
Key Words: QR-Factorization, (A B)T = BT AT,
Transpose,

T T
VoW = V W = W V.

Goal: Learn about orthogonal matrices and

the matrix of orthogonal projections.
Previous Assignment

Page 199 Problem 14

Using paper and pencil, perform the Gram-

Schmidt process on the sequences of
vectors given in Exercises 1 through 14.

1 0 1
7 7 8
1 2 1
7 7 6
V1 V2 V3
W1 = V1 = 1
7
1
7

V2oW1 0 100 1 -1
W2 = V2 - ---------- W1 = 7 - --- 7 = 0
W1oW1 2 100 1 1
7 7 0
W3 =

V3oW1 V3oW2 1 100 1 0 -1 0

V3 - ----- W1 - ----- W2 = 8 - ------- 7 - ----- 0 = 1
W1oW1 W2oW2 1 100 1 2 1 0
6 7 0 -1
Basis
1 -1 0
1/10 7 1/Sqrt[2] 0 1/Sqrt[2] 1
1 1 0
7 0 -1
Page 199 Problem 28
Using paper and pencil, find the QR
factorizations of the matrices in Exercises
15 through 28.
| 1/10 -1/Sqrt[2] 0 || 10 10 10 | | 1 0 1 |
| 7/10 0 1/Sqrt[2] || 0 Sqrt[2] 0 | = | 7 7 8 |
| 1/10 1/Sqrt[2] 0 || 0 0 Sqrt[2]| | 1 2 1 |
| 7/10 0 -1/Sqrt[2] || 0 0 0 | | 7 7 6|
Page 199 Problem 40

Consider an invertible nxn matrix A whose

columns are orthogonal, but not necessarily
orthonormal. What does the QR Factorization
of A look like?
Since A is invertible, the columns of A are non
zero.

If A = [ C1 C2 .... Cn ] of lengths d1, d2, ... dn

then
A is invertible, the columns of A are nonzero.

If A = [ C1 C2 .... Cn ] of lengths d1, d2, ... dn

then
| d1 |
| d2 |
| . |
A = [1/d1 C1 1/d2 C2 ... 1/dn Cn ] | . |
| . |
| dn|
Vectors V1 V2 ... Vn are orthonormal if

Vi o Vj = 0 for i =/= j
and
Vi o Vi = 1 for all i.

Then nxn matrix is called orthogonal if its

columns are orthonormal vectors.
Properties of orthogonal matrices.
T T
(i) A A = A A = I

(ii) A -1 = A T

(iii) | A V | = | V | A preserves lengths.

(iv) If A and B are orthogonal, then AB is

orthogonal.
-1
(v) If A is orthogonal, then A is orthogonal.

Proof: Suppose [V1 V2 ... Vn ] is an orthogonal

matrix.
Then
|-------V1 T-------| |. . . | |1 |
T
|-------V2 -------| |. . . | | 1 |
| . | | V1 V2 ... Vn| = | . |
| . | |. . . | | . |
| . | |. . . | | . |
|-------Vn T-------| | | | 1|
We show Part (i).
This is just the statement that

Vi o Vj = 0 if i =/= j and
Vi o Vi = 1 for all i.

This shows that A T A = I.

But then A T is A -1 and so it works on the

other side as well giving A A T = I.
Part (ii) is a consequence of Part (i).
Part (iii)

2
|AV| = AVoAV

= (A V) T A V

T T
=V A AV

T
=V V

=|V| 2
Part (iv) If A and B are orthogonal, then

(AB) T (AB) = B T A T A B = I. Thus the

columns of AB are also orthonormal.

 T
Part (v) If A is orthogonal, then A A = I and so

T
the columns of A are also orthonormal.
The matrix of an orthogonal projection.

n
Consider a subspace V or R with orthonormal basis

V1, V2 ... Vm. The matrix of the orthogonal projection

onto V is
| . . . |
| . . . |
A A T where A = | V1 V2 ... Vm |
| . . . |
| . . . |
Page 209 Example 7.
Find the matrix of the orthogonal projection
onto the subspace of R 4 spanned by

|1| | 1|
|1| | -1 |
|1| | -1 |
|1| | 1|
Solution
| | | 0 0 |
| - || | = | 0 0 |
| - || - - | | 0 0 |
| | | 0 0 |