MATH 225 - LECTURE 20 1. Inner Product, Length and Distance v1 u1 v2 u2 Defintion. The Inner product u = ... and v = ... is defined as vn un u·v = 3 −5 and v = Example. Let u = 2 6 1 2 0 1 . Find u · v. Solution: Theorem 1. Let u, v and w be vectors in Rn , and let c be any scalar. Then (a) u · v = v · u (b) (u + v) · w = u · w + v · w 1 (c) (cu) · v =c (u · v) = u · (cv) (d) u · u ≥ 0, and u · u = 0 if and only if u = 0. v1 v2 Defintion. For v = ... , the length or norm of v is the nonnegative vn scalar kvk defined by " Example. If v = # a , then b kvk = That is the distance between 0 and v): 2 1 −2 Example. Let v = 2 . Then 0 kvk = Defintion. The distance between u and v in Rn is defined as Example. This agrees with the usual formulas for R2 . Let u, v in R2 . Then u−v = and dist (u, v) = 3 2. Orthogonal Vectors Figure 1. Orthogonal vectors By Pythagorean Theorem, [dist (u, v)]2 = kuk2 + kvk2 . But we also get, [dist (u, v)]2 = ku − vk2 = (u − v) · (u − v) So if u and v are orthogonal, 4 Defintion. Two vectors u and v are said to be orthogonal (to each other) if u · v = 0. Example. Are these vector orthogonal? " # " # −1 , , 1 3 −1 • 1 , 3 . 2 1 • 1 1 5 3. Orthogonal Complements Defintion. 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 vectors z that are orthogonal to W is called the orthogonal complement of W and is denoted by W ⊥ . Figure 2. Orthogonal complements 1 −1 0 Example. Let z = 1 . Then z is orthogonal to span{ 1 , 1 }. 1 0 −1 6 4. Motivation Not all linear systems have solutions. " 1 2 2 4 #" x1 x2 # " # 3 = exists. Why? 2 (" #) 1 Ax is a point on the line spanned by and b is not on the line. 2 So Ax 6= b for all x. Example. No solution to Figure 3. No solutions b so that Ab Instead find x x lies ”closest” to b. Figure 4. The closest solution! 7 " b= Using information we will learn in this chapter, we will find that x " 1.4 0 # # 1. 4 . 2. 8 Segment joining Ab x and b is perpendicular ( or orthogonal) to the set of solutions to Ax = b. so that Ab x= That’s why we developed fundamental ideas of length, orthogonality and orthogonal projections. This is crucial for any empirical science! 8 ,
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