Section 6.3 Filled Lecture Notes
Section 6.3 Filled Lecture Notes
3: Orthogonal Projections
Ben Lantz
Note that projW y = projL1 y + projL2 y where L1 and L2 are the spaces spanned by u1 and u2 respectively.
Definition. Let W be a subspace of a vector V , then W ? is the set of all vectors in V that are orthogonal to all vectors
in W .
In Section 6.2, we decomposed a vector y into a part (ŷ) in the span of a vector u and a part (z = y ŷ) that is
orthogonal to u.
Now we will generalize this idea.
Example 1. Let y 2 R5 where {u1 , u2 , u3 , u4 , u5 } is an orthogonal basis for R5 and y = c1 u1 +c2 u2 +c3 u3 +c4 u4 +c5 u5 .
Write y = ŷ + z where ŷ is projW y where W = Span{u1 , u2 } and z 2 W ? .
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We don’t actually need an orthogonal basis for all of Rn to find this decomposition, we only need an orthogonal
basis for W .
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Theorem 1. Orthogonal Decomposition Theorem Let W be a subspace of Rn . Then each y 2 Rn can be written as
y = ŷ + z
where ŷ 2 W and z 2 W ? .
If {u1 , u2 , . . . , up } is an orthogonal basis for W , then
y · u1 y · u2 y · up
ŷ = projW y = u1 + u2 + · · · + up
u1 · u1 u2 · u2 up · up
= projL1 y + projL2 y + · · · + projLp y
and z = y ŷ.
where
Li span ui
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Properties of Orthogonal Projections
If y 2 W , then projW y = y.
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projW y is the closest vector to y in W . 7
W
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We say that profW y is the best approximation to y by elements in W .
If {u1 , u2 , . . . , up } is an orthonormal basis for W , then projW y = U T U y where the columns of U are the orthonormal
basis vectors.