Lecture

Orthogonal Projections: Theory and Applications

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In course

MATH-115(b): Advanced linear algebra II

L'objectif du cours est d'introduire les notions de base de l'algèbre linéaire et de démontrer rigoureusement les résultats principaux du sujet. ...

Description

This lecture covers the theory and applications of orthogonal projections, focusing on the Gram-Schmidt process for orthonormalization. It explains how to find an orthonormal base from a given base, ensuring independence and meeting specific criteria. The lecture also discusses the properties of orthogonal projections and their minimal polynomials, emphasizing diagonalizability.

Instructor

Marc Troyanov

Expertise Differential Geometry Geometric Analysis Teaching & PhD Past EPFL PhD Students Olivier Mermoud, Khaled Gafaiti, Serguei Timochine, Stephen Ducret, Ratiba Djelid, Zahra Sinaei, Luc Genton, Adrien Giuliano Marcone, Guillaume Buro, Bruno Luiz Santos Correia Courses Advanced linear algebra II MATH-115(b) The purpose of this course is to introduce some basic notions of linear algebra and to rigorously prove the main results in the field.

Official source

Related concepts (31)

Diagonalizable matrix

In linear algebra, a square matrix is called diagonalizable or non-defective if it is similar to a diagonal matrix, i.e., if there exists an invertible matrix and a diagonal matrix such that , or equivalently . (Such , are not unique.) For a finite-dimensional vector space , a linear map is called diagonalizable if there exists an ordered basis of consisting of eigenvectors of .

Minimal polynomial (field theory)

In field theory, a branch of mathematics, the minimal polynomial of an element α of a field extension is, roughly speaking, the polynomial of lowest degree having coefficients in the field, such that α is a root of the polynomial. If the minimal polynomial of α exists, it is unique. The coefficient of the highest-degree term in the polynomial is required to be 1. More formally, a minimal polynomial is defined relative to a field extension E/F and an element of the extension field E/F.

Orthonormality

In linear algebra, two vectors in an inner product space are orthonormal if they are orthogonal (or perpendicular along a line) unit vectors. A set of vectors form an orthonormal set if all vectors in the set are mutually orthogonal and all of unit length. An orthonormal set which forms a basis is called an orthonormal basis. The construction of orthogonality of vectors is motivated by a desire to extend the intuitive notion of perpendicular vectors to higher-dimensional spaces.

Minimal polynomial (linear algebra)

In linear algebra, the minimal polynomial μA of an n × n matrix A over a field F is the monic polynomial P over F of least degree such that P(A) = 0. Any other polynomial Q with Q(A) = 0 is a (polynomial) multiple of μA. The following three statements are equivalent: λ is a root of μA, λ is a root of the characteristic polynomial χA of A, λ is an eigenvalue of matrix A. The multiplicity of a root λ of μA is the largest power m such that ker((A − λIn)m) strictly contains ker((A − λIn)m−1).

Orthogonal matrix

In linear algebra, an orthogonal matrix, or orthonormal matrix, is a real square matrix whose columns and rows are orthonormal vectors. One way to express this is where QT is the transpose of Q and I is the identity matrix. This leads to the equivalent characterization: a matrix Q is orthogonal if its transpose is equal to its inverse: where Q−1 is the inverse of Q. An orthogonal matrix Q is necessarily invertible (with inverse Q−1 = QT), unitary (Q−1 = Q∗), where Q∗ is the Hermitian adjoint (conjugate transpose) of Q, and therefore normal (Q∗Q = QQ∗) over the real numbers.

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