Linear Algebra/Orthogonality
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Cauchy-Schwarz inequality
editThe Cauchy-Schwarz inequality states that the magnitude of the inner product of two vectors is less than or equal to the product of the vector norms, or: .
Definition
editFor any vectors and in an inner product space , we say is orthogonal to , and denote it by , if .
Orthogonal complement and matrix transpose
editApplications
editLinear least squares
editHow to orthogonalize a basis
editSuppose to be on a vector space V with a scalar product (not necessarily positive-definite),
Problem: Construct an orthonormal basis of V starting by a random basis { v1, ... }.
Solution: Gram-Schmidt for non isotropic vectors, otherwise choose v_i + v_j and reiterate.