Orthogonal Complements c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 1 / 22 The orthogonal complement of a vector space S ⊆ Rn , denoted S ⊥ , is S ⊥ = {x ∈ Rn : x0 y = 0 ∀ y ∈ S}. Is S ⊥ is a vector space? c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 2 / 22 Suppose a vector space S is a subset of Rn . Show the following: (a) S ∩ S ⊥ = {0} (b) dim(S) + dim(S ⊥ ) = n. c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 4 / 22 Result A.4: Suppose a vector space S ⊆ Rn . Then any x ∈ Rn can be written as x = s + t, where s ∈ S, t ∈ S ⊥ . Furthermore, the decomposition is unique. c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 9 / 22 Proof of Result A.4: Let a1 , . . . , ar be a basis for S. Let b1 , . . . , bk be a basis for S ⊥ . We know that r + k = n. We now show that a1 , . . . , ar , b1 , . . . , bk is a set of LI vectors and is thus a basis for Rn by V4. Suppose c1 a1 + · · · + cr ar + cr+1 b1 + · · · + cn bk = 0. Then c1 a1 + · · · + cr ar = −(cr+1 b1 + · · · + cn bk ). c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 10 / 22 Moreover, c1 a1 + · · · + cr ar ∈ S and − (cr+1 b1 + · · · + cn bk ) ∈ S ⊥ . Because these two vectors are equal each other, they are in S and S ⊥ and must be 0 ∵ S ∩ S ⊥ = {0}. By LI of a1 , . . . , ar , we have c1 = · · · = cr = 0. By LI of b1 , . . . , bk , we have cr+1 = · · · = cn = 0. Thus, a1 , . . . , ar , b1 , . . . , bk are LI and a basis for Rn . c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 11 / 22 This implies that any x ∈ Rn may be written as x = d1 a1 + · · · + dr ar + dr+1 b1 + · · · + dn bk for some d1 , . . . , dn ∈ R. If we take s = d1 a1 + · · · + dr ar and t = dr+1 b1 + · · · + dn bk , we have s ∈ S, t ∈ S ⊥ and x = s + t. c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 12 / 22 To prove the uniqueness, suppose x = s1 + t1 = s2 + t2 , where s1 , s2 ∈ S and t1 , t2 ∈ S ⊥ . Now show that s1 = s2 and t1 = t2 to complete the proof. c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 13 / 22 Suppose A = Suppose A = " # 1 0 " # 1 1 . Find and sketch C(A) and N (A0 ). . Find and sketch C(A) and N (A0 ). c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 15 / 22 Result A.5: If A is an m × n matrix, then C(A)⊥ = N (A0 ). Proof of Result A.5: We essentially made this argument in our proof that dim(S) + dim(S ⊥ ) = n if S ∈ Rn is a vector space. c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 18 / 22 Result A.6: Suppose S1 , S2 are vector spaces in Rn such that S1 ⊆ S2 . Then S2⊥ ⊆ S1⊥ . c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 19 / 22 Suppose S is a vector space in Rn . Prove that S = (S ⊥ )⊥ . c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 21 / 22