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8.2 Orthogonal Matrices

The document discusses orthogonal matrices. Key points: - Orthogonal matrices are square matrices whose columns are orthogonal unit vectors. - The eigenvectors of a symmetric matrix form an orthogonal matrix. This makes diagonalizing the matrix nicer. - Normalizing eigenvectors to have unit length produces an orthogonal matrix for diagonalization. - An orthogonal matrix is easy to compute the inverse of, as the inverse is equal to the transpose. - Orthogonal matrices preserve lengths and inner products of vectors. They also remain orthogonal under multiplication and inversion.

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67 views3 pages

8.2 Orthogonal Matrices

The document discusses orthogonal matrices. Key points: - Orthogonal matrices are square matrices whose columns are orthogonal unit vectors. - The eigenvectors of a symmetric matrix form an orthogonal matrix. This makes diagonalizing the matrix nicer. - Normalizing eigenvectors to have unit length produces an orthogonal matrix for diagonalization. - An orthogonal matrix is easy to compute the inverse of, as the inverse is equal to the transpose. - Orthogonal matrices preserve lengths and inner products of vectors. They also remain orthogonal under multiplication and inversion.

Uploaded by

JosephKuo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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8.

2 Orthogonal Matrices
The fact that the eigenvectors of a symmetric matrix A are orthogonal implies the
coordinate system defined by the eigenvectors is an orthogonal coordinate system. In
particular, it makes the diagonalization A = TDT-1 of the matrix A particularly nice.
Recall T is the matrix whose columns are the eigenvectors v1,vn of A and D is the
diagonal matrix with the eigenvalues 1,,n of A on the main diagonal and zero's
elsewhere. It is convenient to normalize the eigenvectors before using them as the
columns of T. Recall, normalizing a vector v means dividing it by its length | v | so the
resulting vector has unit length. If we normalize an eigenvector the resulting vector is
still an eigenvector, since if we multiply an eigenvector by a constant it is still an
eigenvector. If we use the normalized eigenvectors as the columns of T then the columns
of T are orthogonal and have length one. Such a matrix is called an orthogonal matrix.
Definition 1. An orthogonal matrix is a square matrix S whose columns are orthogonal
and have length one.
Example 1. Find the diagonalization of A = using the normalized eigenvectors as the
columns of T. From Example 3 in the previous section, the eigenvalues of A are 1 = 5
and 2 = 20 and the eigenvectors are v1 = and v2 = . One has | v1 | = | v2 | = . So the
normalized eigenvectors are u1 = and u2 = . So T = and the diagonalization of A is
A = TDT-1 =

-1

Note that T = is an orthogonal matrix.


Example 2. Let R = be the matrix for a rotation by an angle . Then is orthogonal R. Let F =
be the matrix for a reflection across the y axix. Then F is orthogonal. Also RF = = is
orthogonal.
Proposition 1. If S = is orthogonal then S = R or S = RF where is the angle makes with the x
axis.
Proof. S is orthogonal is a unit vector a2 + c2 = 1 r = 1 and are the polar coordinates
of a = cos and c = sin . S is orthogonal and are orthogonal = t for some number t.
S is orthogonal is a unit vector t = 1 or t = - 1. If t = 1 then S = R. If t = - 1 then S =
RF. //

An orthogonal matrix is nice because it is easy to compute its inverse since its inverse
turns out to be equal to their transpose.
Theorem 2. S is orthogonal if and only if S-1 = ST.

8.2 - 1

Proof. It suffices to show S is orthogonal STS = I, i.e. (STS)ij = Iij. One has (STS)ij
equal to the product of row i of ST and column j of S. However row i of ST is the
transpose of column i of S. So (STS)ij = (S,i)T(S,j) = S,i . S,j. Note that S is orthogonal
S,i . S,j = 0 = Iij if i j and S,i . S,j = 1 = Iij if i = j. So S is orthogonal = Iij. //
Example 3. Find the inverse of T = .
T is orthogonal so T-1 = TT = . In particular the diagonalization of A in Example 1 is = .
An application of this would be to compute An. One has
An =

=
Problem 2. Let A = be the matrix in Problem 1 in section 6.1. (a) Normalize the eigenvectors
you found in that problem. (b) What is the matrix T whose columns are the normalized
eigenvectors. (c) Find the inverse of T. (d) Find An.
Problem 2. Let A = be the matrix in Problem 2 in section 6.1. (a) Normalize the eigenvectors
you found in that problem. (b) What is the matrix T whose columns are the normalized
eigenvectors. (c) Find the inverse of T. (d) Find An. (e) Find the solution to the difference
equations
sn+1 = 0.98sn + 0.12gn
gn+1 = 0.12sn + 1.08gn
with the initial conditions s0 = 1 and g0 = 2.
Answers: (a) u1 = and u1 = . (b) T = . (c) T is orthogoanl so T-1 = TT = . (d) An = (e) = An =

One consequence of proposition 1 is that the product of two orthogonal matrices is


orthogonal and the inverse of an orthogonal matrix is orthogonal.
Proposition 3. If S and T are orthogonal then so is ST and S-1.
Proof. S and T are orthogonal S-1 = ST and T-1 = TT (ST)-1 = T-1S-1 = ST = (ST)T ST
is orthogonal. S is orthogonal S-1 = ST (S-1)-1 = (ST)-1 = (S-1)T S-1 is orthogonal. //
Proposition 1 has one characterization of orthogonal matrices. Another is the following
that says the orthogonal matrices are the ones that preserve inner products and lengths.
Proposition 4. (a) S is orthogonal if and only if (Sx) . (Sy) = x . y for all x and y. (b) S
is orthogonal if and only if | Sx | = | x | for all x.
Proof. (a)

8.2 - 2

8.2 - 3

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