Linear Algebra/Projection Onto a Subspace/Solutions

Solutions

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This exercise is recommended for all readers.
Problem 1

Project the vectors onto   along  .

  1.  
  2.  
  3.  
Answer
  1. When bases for the subspaces
     
    are concatenated
     
    and the given vector is represented
     
    then the answer comes from retaining the   part and dropping the   part.
     
  2. When the bases
     
    are concatenated, and the vector is represented,
     
    then retaining only the   part gives this answer.
     
  3. With these bases
     
    the representation with respect to the concatenation is this.
     
    and so the projection is this.
     
This exercise is recommended for all readers.
Problem 2

Find  .

  1.  
  2.  
  3.  
  4.  
  5.  
  6.  
  7.  
Answer

As in Example 3.5, we can simplify the calculation by just finding the space of vectors perpendicular to all the vectors in  's basis.

  1. Parametrizing to get
     
    gives that
     
    Parametrizing the one-equation linear system gives this description.
     
  2. As in the answer to the prior part,   can be described as a span
     
    and then   is the set of vectors perpendicular to the one vector in this basis.
     
  3. Parametrizing the linear requirement in the description of   gives this basis.
     
    Now,   is the set of vectors perpendicular to (the one vector in)  .
     
    (By the way, this answer checks with the first item in this question.)
  4. Every vector in the space is perpendicular to the zero vector so  .
  5. The appropriate description and basis for   are routine.
     
    Then
     
    and so  .
  6. The description of   is easy to find by parametrizing.
     
    Finding   here just requires solving a linear system with two equations
     
    and parametrizing.
     
  7. Here,   is one-dimensional
     
    and as a result,   is two-dimensional.
     
Problem 3

This subsection shows how to project orthogonally in two ways, the method of Example 3.2 and 3.3, and the method of Theorem 3.8. To compare them, consider the plane   specified by   in  .

  1. Find a basis for  .
  2. Find   and a basis for  .
  3. Represent this vector with respect to the concatenation of the two bases from the prior item.
     
  4. Find the orthogonal projection of   onto   by keeping only the   part from the prior item.
  5. Check that against the result from applying Theorem 3.8.
Answer
  1. Parametrizing the equation leads to this basis for  .
     
  2. Because   is three-dimensional and   is two-dimensional, the complement   must be a line. Anyway, the calculation as in Example 3.5
     
    gives this basis for  .
     
  3.  
  4.  
  5. The matrix of the projection
     
    when applied to the vector, yields the expected result.
     
This exercise is recommended for all readers.
Problem 4

We have three ways to find the orthogonal projection of a vector onto a line, the Definition 1.1 way from the first subsection of this section, the Example 3.2 and 3.3 way of representing the vector with respect to a basis for the space and then keeping the   part, and the way of Theorem 3.8. For these cases, do all three ways.

  1.  
  2.  
Answer
  1. Parametrizing gives this.
     
    For the first way, we take the vector spanning the line   to be
     
    and the Definition 1.1 formula gives this.
     
    For the second way, we fix
     
    and so (as in Example 3.5 and 3.6, we can just find the vectors perpendicular to all of the members of the basis)
     
    and representing the vector with respect to the concatenation gives this.
     
    Keeping the   part yields the answer.
     
    The third part is also a simple calculation (there is a   matrix in the middle, and the inverse of it is also  )
     
     
    which of course gives the same answer.
     
  2. Parametrization gives this.
     
    With that, the formula for the first way gives this.
     
    To proceed by the second method we find  ,
     
    find the representation of the given vector with respect to the concatenation of the bases   and  
     
    and retain only the   part.
     
    Finally, for the third method, the matrix calculation
     
     
    followed by matrix-vector multiplication
     
    gives the answer.
Problem 5

Check that the operation of Definition 3.1 is well-defined. That is, in Example 3.2 and 3.3, doesn't the answer depend on the choice of bases?

Answer

No, a decomposition of vectors   into   and   does not depend on the bases chosen for the subspaces— this was shown in the Direct Sum subsection.

Problem 6

What is the orthogonal projection onto the trivial subspace?

Answer

The orthogonal projection of a vector onto a subspace is a member of that subspace. Since a trivial subspace has only one member,  , the projection of any vector must equal  .

Problem 7

What is the projection of   onto   along   if  ?

Answer

The projection onto   along   of a   is  . Decomposing   gives   and  , and dropping the   part but retaining the   part results in a projection of  .

Problem 8

Show that if   is a subspace with orthonormal basis   then the orthogonal projection of   onto   is this.

 
Answer

The proof of Lemma 3.7 shows that each vector   is the sum of its orthogonal projections onto the lines spanned by the basis vectors.

 

Since the basis is orthonormal, the bottom of each fraction has  .

This exercise is recommended for all readers.
Problem 9

Prove that the map   is the projection onto   along   if and only if the map   is the projection onto   along  . (Recall the definition of the difference of two maps:  .)

Answer

If   then every vector can be decomposed uniquely as  . For all   the map   gives   if and only if  , as required.

This exercise is recommended for all readers.
Problem 10

Show that if a vector is perpendicular to every vector in a set then it is perpendicular to every vector in the span of that set.

Answer

Let   be perpendicular to every  . Then  .

Problem 11

True or false: the intersection of a subspace and its orthogonal complement is trivial.

Answer

True; the only vector orthogonal to itself is the zero vector.

Problem 12

Show that the dimensions of orthogonal complements add to the dimension of the entire space.

Answer

This is immediate from the statement in Lemma 3.7 that the space is the direct sum of the two.

This exercise is recommended for all readers.
Problem 13

Suppose that   are such that for all complements  , the projections of   and   onto   along   are equal. Must   equal  ? (If so, what if we relax the condition to: all orthogonal projections of the two are equal?)

Answer

The two must be equal, even only under the seemingly weaker condition that they yield the same result on all orthogonal projections. Consider the subspace   spanned by the set  . Since each is in  , the orthogonal projection of   onto   is   and the orthogonal projection of   onto   is  . For their projections onto   to be equal, they must be equal.

This exercise is recommended for all readers.
Problem 14

Let   be subspaces of  . The perp operator acts on subspaces; we can ask how it interacts with other such operations.

  1. Show that two perps cancel:  .
  2. Prove that   implies that  .
  3. Show that  .
Answer
  1. We will show that the sets are mutually inclusive,   and  . For the first, if   then by the definition of the perp operation,   is perpendicular to every  , and therefore (again by the definition of the perp operation)  . For the other direction, consider  . Lemma 3.7's proof shows that   and that we can give an orthogonal basis for the space   such that the first half   is a basis for   and the second half is a basis for  . The proof also checks that each vector in the space is the sum of its orthogonal projections onto the lines spanned by these basis vectors.
     
    Because  , it is perpendicular to every vector in  , and so the projections in the second half are all zero. Thus  , which is a linear combination of vectors from  , and so  . (Remark. Here is a slicker way to do the second half: write the space both as   and as  . Because the first half showed that   and the prior sentence shows that the dimension of the two subspaces   and   are equal, we can conclude that   equals  .)
  2. Because  , any   that is perpendicular to every vector in   is also perpendicular to every vector in  . But that sentence simply says that  .
  3. We will again show that the sets are equal by mutual inclusion. The first direction is easy; any   perpendicular to every vector in   is perpendicular to every vector of the form   (that is, every vector in  ) and every vector of the form   (every vector in  ), and so  . The second direction is also routine; any vector   is perpendicular to any vector of the form   because  .
This exercise is recommended for all readers.
Problem 15

The material in this subsection allows us to express a geometric relationship that we have not yet seen between the rangespace and the nullspace of a linear map.

  1. Represent   given by
     
    with respect to the standard bases and show that
     
    is a member of the perp of the nullspace. Prove that   is equal to the span of this vector.
  2. Generalize that to apply to any  .
  3. Represent  
     
    with respect to the standard bases and show that
     
    are both members of the perp of the nullspace. Prove that   is the span of these two. (Hint. See the third item of Problem 14.)
  4. Generalize that to apply to any  .

This, and related results, is called the Fundamental Theorem of Linear Algebra in (Strang 1993).

Answer
  1. The representation of
     
    is this.
     
    By the definition of  
     
    and this second description exactly says this.
     
  2. The generalization is that for any   there is a vector   so that
     
    and  . We can prove this by, as in the prior item, representing   with respect to the standard bases and taking   to be the column vector gotten by transposing the one row of that matrix representation.
  3. Of course,
     
    and so the nullspace is this set.
     
    That description makes clear that
     
    and since   is a subspace of  , the span of the two vectors is a subspace of the perp of the nullspace. To see that this containment is an equality, take
     
    in the third item of Problem 14, as suggested in the hint.
  4. As above, generalizing from the specific case is easy: for any   the matrix   representing the map with respect to the standard bases describes the action
     
    and the description of the nullspace gives that on transposing the   rows of  
     
    we have  . (In (Strang 1993), this space is described as the transpose of the row space of  .)
Problem 16

Define a projection to be a linear transformation   with the property that repeating the projection does nothing more than does the projection alone:   for all  .

  1. Show that orthogonal projection onto a line has that property.
  2. Show that projection along a subspace has that property.
  3. Show that for any such   there is a basis   for   such that
     
    where   is the rank of  .
  4. Conclude that every projection is a projection along a subspace.
  5. Also conclude that every projection has a representation
     
    in block partial-identity form.
Answer
  1. First note that if a vector   is already in the line then the orthogonal projection gives   itself. One way to verify this is to apply the formula for projection onto the line spanned by a vector  , namely  . Taking the line as   (the   case is separate but easy) gives  , which simplifies to  , as required. Now, that answers the question because after once projecting onto the line, the result   is in that line. The prior paragraph says that projecting onto the same line again will have no effect.
  2. The argument here is similar to the one in the prior item. With  , the projection of   is  . Now repeating the projection will give  , as required, because the decomposition of a member of   into the sum of a member of   and a member of   is  . Thus, projecting twice onto   along   has the same effect as projecting once.
  3. As suggested by the prior items, the condition gives that   leaves vectors in the rangespace unchanged, and hints that we should take  , ...,   to be basis vectors for the range, that is, that we should take the range space of   for   (so that  ). As for the complement, we write   for the nullspace of   and we will show that  . To show this, we can show that their intersection is trivial   and that they sum to the entire space  . For the first, if a vector   is in the rangespace then there is a   with  , and the condition on   gives that  , while if that same vector is also in the nullspace then   and so the intersection of the rangespace and nullspace is trivial. For the second, to write an arbitrary   as the sum of a vector from the rangespace and a vector from the nullspace, the fact that the condition   can be rewritten as   suggests taking  . So we are finished on taking a basis   for   where   is a basis for the rangespace   and   is a basis for the nullspace  .
  4. Every projection (as defined in this exercise) is a projection onto its rangespace and along its nullspace.
  5. This also follows immediately from the third item.
Problem 17

A square matrix is symmetric if each   entry equals the   entry (i.e., if the matrix equals its transpose). Show that the projection matrix   is symmetric. (Strang 1980) Hint. Find properties of transposes by looking in the index under "transpose".

Answer

For any matrix   we have that  , and for any two matrices  ,   we have that   (provided, of course, that the inverse and product are defined). Applying these two gives that the matrix equals its transpose.

 
 

References

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  • Strang, Gilbert (1993), "The Fundamental Theorem of Linear Algebra", American Mathematical Monthly, American Mathematical Society: 848–855 {{citation}}: Unknown parameter |month= ignored (help).
  • Strang, Gilbert (1980), Linear Algebra and its Applications (2nd ed.), Hartcourt Brace Javanovich