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1. Linear Systems Incomplete Notes

This lecture covers the concepts of dot product, vector length, and orthogonality in linear algebra. It introduces definitions and theorems related to inner products, orthogonal complements, orthogonal sets, and projections. The Gram-Schmidt process is also discussed as a method for constructing orthogonal bases from a given set of vectors.

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0% found this document useful (0 votes)
4 views5 pages

1. Linear Systems Incomplete Notes

This lecture covers the concepts of dot product, vector length, and orthogonality in linear algebra. It introduces definitions and theorems related to inner products, orthogonal complements, orthogonal sets, and projections. The Gram-Schmidt process is also discussed as a method for constructing orthogonal bases from a given set of vectors.

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luuk.meijer06
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Linear Algebra and Calculus Lecture 14

Eric Sandin Vidal


Spring 2026

Dot Product
In this lecture we will define and work with the notion of length of a vector.

Definition. The inner product (or in this case, dot product) between two vectors u and v
in Rn , written as ⟨u, v⟩ (respectively, u · v), is a real value given by , that is
 
v
   .1 
u1 · · · un  ..  = .
vn

Theorem. Let u, v and w be vectors in Rn , and let c be a scalar. Then

1. u · v =

2. (u + v) · w =

3. (cu) · v =

4. u · u ≥ 0, and u · u = 0 if and only if

Definition. The length (or norm) of v is the nonnegative scalar ∥v∥ defined by

∥v∥ = v·v = and ∥v∥2 = v · v.

Remark. This norm is what is called the Euclidean norm, but there are many other norms
and ways to define length. In this course, we use Euclidean norms.

Remark. Notice that ∥cv∥ = |c|∥v∥.

A vector whose length is 1 is called a unit vector. If we divide a nonzero vector v by its
length we obtain a unit vector u because the length of u is (1/∥v∥)∥v∥. The process of creating
u from v is sometimes called normalizing v, and we say that u is in the same direction as v.

Definition. For u and v in Rn , the distance between u and v, written as dist(u, v), is the
length of the vector u − v. That is,

dist(u, v) = .

1
Consider R2 or R3 and two lines through the origin determined by vectors u and v. The
two lines are geometrically perpendicular if and only if the distance from u to v is the same as
the distance from u to −v. This is equivalent to requiring the squares of the distances to be
the same. Now,

dist(u, −v)2 = ∥u − (−v)∥2


= ∥u + v∥2
= (u + v) · (u + v)
= u · (u + v) + v · (u + v)
=u·u+u·v+v·u+v·v
= ∥u∥2 + ∥v∥2 + 2u · v.

Similarly, interchanging v and −v shows that

dist(u, v)2 = ∥u∥2 + ∥ − v∥2 + 2u · (−v)


= ∥u∥2 + ∥v∥2 − 2u · v.

The two squared distances are equal if and only if 2u · v = −2u · v, which holds if and only if
u · v = 0.

Definition. Two vectors u and v in Rn are orthogonal (to each other) if and only if .

Orthogonal Complements
Definition. If a vector z is orthogonal to every vector in a subspace W of Rn , then z is said to
be orthogonal to W . The set of all vectors z that are orthogonal to W is called the orthogonal
complement of W and is denoted by .

Proposition. Let W be a vector subspace.

1. A vector x is in W ⊥ if and only if x is orthogonal to every vector in a set that spans W .

2. W ⊥ is a subspace of Rn .

Theorem. Let A be an m × n matrix. Then (Col A)⊥ = .

Orthogonal Sets
Definition. A set of vectors {u1 , . . . , up } in Rn is said to be an orthogonal set if each pair of
distinct vectors from the set is orthogonal, that is, if ui · uj = 0 whenever i ̸= j. An orthogonal
set is also called orthonormal set if every vector in the set is a .

Theorem. If S = {u1 , . . . , up } is an orthogonal set of nonzero vectors in Rn , then S is


and hence is for the subspace spanned by S.

Definition. An orthogonal basis for a subspace W of Rn is a basis for W that is also an


orthogonal set.

2
Theorem. Let {u1 , . . . , up } be an orthogonal basis for a subspace W of Rn . For each y ∈ W ,
the weights in the linear combination

y = c1 u1 + · · · + cp up

are given by
cj = , j = 1, . . . , p.

Orthogonal Projections
Let {u1 , . . . , u5 } be an orthogonal basis for R5 and let

y = c1 u1 + · · · + c5 u5 .

Consider the subspace W = Span{u1 , u2 }, and say we want to write y as the sum of a vector
z1 in W and a vector z2 in W ⊥ , that is,

y = c1 u1 + c2 u2 +c3 u3 + c4 u4 + c5 u5
| {z }| {z }
z1 z2

where
z1 = c1 u1 + c2 u2 is in Span{u1 , u2 }
and
z2 = c3 u3 + c4 u4 + c5 u5 is in .
To show that z2 is in W ⊥ , it suffices to show that z2 is orthogonal to the vectors in the basis
{u1 , u2 } for W . Using properties of the inner product, compute

z2 · u1 = (c3 u3 + c4 u4 + c5 u5 ) · u1 = c3 (u3 · u1 ) + c4 (u4 · u1 ) + c5 (u5 · u1 ) =

because u1 is orthogonal to u3 , u4 , and u5 . A similar calculation shows that z2 · u2 = . Thus


z2 is in W ⊥ .

Theorem. (The Orthogonal Decomposition Theorem) Let W be a subspace of Rn . Then each


y in Rn can be written uniquely in the form

y=y
b+z

b is in W and z is in W ⊥ . In fact, if {u1 , . . . , up } is any orthogonal basis of W , then


where y

y
b=

and z = y − y
b.

The vector yb in the previous equation is called the orthogonal projection of y onto W
and is often written as .

Proposition. If y ∈ W = Span{u1 , . . . , up }, then projW y = y.

3
Theorem. (The Best Approximation Theorem) Let W be a subspace of Rn , let y be any vector
in Rn , and let y
b be the orthogonal projection of y onto W . Then y
b is the closest point in W to
y, in the sense that
∥y − yb∥ <
for all v in W distinct from y
b.

Example. Let      
1 0 0
1 1 0
x1 = 
1 ,
 x2 = 
1 ,
 x3 = 
1 .

1 1 1
Then {x1 , x2 , x3 } is clearly linearly independent and thus is a basis for a subspace W of R4 .
To construct an orthogonal basis for W , we use the following process:
Step 1. Let v1 = x1 and W1 = Span{x1 } = Span{v1 }.
Step 2. Let v2 be the vector produced by subtracting from x2 its projection onto the
subspace W1 . That is, let
x2 · v1
v2 = x2 − projW1 x2 = x2 − v1 .
v1 · v1
Since v1 = x1 ,      
0 1 −3/4
1 3 1  1/4
1 − 4 1 =  1/4 .
v2 =      

1 1 1/4
Now v2 is the component of x2 orthogonal to x1 , and {v1 , v2 } is an orthogonal basis for the
subspace W2 spanned by x1 and x2 .
Step 2’ (Optional). If appropriate, scale v2 to simplify later computations. Since v2
has fractional entries, it is convenient to scale it by a factor of 4 and replace {v1 , v2 } by the
orthogonal basis    
1 −3
1
 , v2′ =  1 .
 
v1 = 1  1
1 1
Step 3. Let v3 be the vector produced by subtracting from x3 its projection onto the
subspace W2 . Use the orthogonal basis {v1 , v2′ } to compute this projection onto W2 :

x3 · v1 x3 · v2′ ′
projW2 x3 = v1 + ′ v.
v1 · v1 v2 · v2′ 2

Calculating each projection:


   
1 0
x3 · v1 2 1 2/3
  
v1 =  = ,
v1 · v1 4 1 2/3
1 2/3

4
and  
−3
x3 · v2′ ′ 2  1
v =  .
v2′ · v2′ 2 12  1
1
So,      
0 0 0
0 2/3 −2/3
v3 = x3 − projW2 x3 = 
1 − 2/3 =  1/3 .
    

1 2/3 1/3
Thus, {v1 , v2′ , v3 } is an orthogonal set of nonzero vectors, and since W is three-dimensional,
by the Basis Theorem, {v1 , v2′ , v3 } is an orthogonal basis for W .

Theorem. (The Gram-Schmidt Process) Given a basis {x1 , . . . , xp } for a nonzero subspace W
of Rn , define:
v1 = x1 ,
x2 · v1
v2 = x2 − v1 ,
v1 · v 1
x3 · v 1 x3 · v 2
v3 = x3 − v1 − v2 ,
v1 · v 1 v2 · v 2
..
.
xp · v1 xp · v 2 xp · vp−1
vp = xp − v1 − v2 − · · · − vp−1 .
v1 · v1 v2 · v2 vp−1 · vp−1
Then {v1 , . . . , vp } is an orthogonal basis for W . In addition,

Span{v1 , . . . , vk } = for 1 ≤ k ≤ p.

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