Notes › MATH 2160: Linear Algebra Guide
Chapter 6 Study Guide
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Chapter 6 — Orthogonality and Least Squares
Covers §6.1–6.3. Full problems and recorded answers in 2160 Compendium.
33 questions, 6 true/false (18%) — the smallest chapter, and the last material before the final. It was also the most recently studied (all three sections worked on 07/13), so it is the freshest but least reviewed.
§6.1 Inner Product, Length, and Orthogonality
The dot product returns a scalar. It is commutative and distributive, and $(c\mathbf{u})\cdot\mathbf{v}=c(\mathbf{u}\cdot\mathbf{v})$.
That is the entire test — compute the dot product and compare to zero. The zero vector is orthogonal to everything.
Pythagorean Theorem: $\|\mathbf{u}+\mathbf{v}\|^{2}=\|\mathbf{u}\|^{2}+\|\mathbf{v}\|^{2}$ holds exactly when $\mathbf{u}\perp\mathbf{v}$.
Divide by the length; the result has norm 1 and points the same direction. Expect an irrational $\|\mathbf{v}\|$ — leave the radical in place rather than decimalizing.
Tested as — dot products and the ratio $\frac{\mathbf{u}\cdot\mathbf{v}}{\mathbf{v}\cdot\mathbf{v}}$ 6.1.1, 6.1.2, 6.1.5 · norm 6.1.7 · unit vector 6.1.9, 6.1.10 · distance 6.1.14 · orthogonality check 6.1.15–6.1.18
Three §6.1 problems ask for this quotient specifically. It is not idle arithmetic — it is exactly the coefficient in the orthogonal projection formula of §6.2. Recognizing it early makes the next section trivial.
§6.2 Orthogonal Sets
A set is orthogonal if every distinct pair is orthogonal: $\mathbf{u}_i\cdot\mathbf{u}_j=0$ for $i\neq j$. It is orthonormal if additionally every vector is a unit vector.
For three vectors that means checking three pairs — $(1,2)$, $(1,3)$, $(2,3)$. Missing one is the standard error.
If $\{\mathbf{u}_1,\dots,\mathbf{u}_p\}$ is an orthogonal basis for $W$, then any $\mathbf{y}\in W$ expands as
$$\mathbf{y}=c_1\mathbf{u}_1+\cdots+c_p\mathbf{u}_p, \qquad c_j=\frac{\mathbf{y}\cdot\mathbf{u}_j}{\mathbf{u}_j\cdot\mathbf{u}_j}$$No system to solve — each coefficient is an independent quotient. Compare §1.3, where finding coefficients meant row reducing an augmented matrix. This is the payoff of orthogonality.
The projection of $\mathbf{y}$ onto the line through $\mathbf{u}$ and the origin:
$$\hat{\mathbf{y}}=\operatorname{proj}_{\mathbf{u}}\mathbf{y}=\frac{\mathbf{y}\cdot\mathbf{u}}{\mathbf{u}\cdot\mathbf{u}}\,\mathbf{u}$$The orthogonal decomposition is then
$$\mathbf{y}=\hat{\mathbf{y}}+\mathbf{z}, \qquad \mathbf{z}=\mathbf{y}-\hat{\mathbf{y}} \perp \mathbf{u}$$$\hat{\mathbf{y}}$ lies in $\text{Span}\{\mathbf{u}\}$ and $\mathbf{z}$ is orthogonal to it. Always sanity-check that $\mathbf{z}\cdot\mathbf{u}=0$.
An orthogonal set of nonzero vectors is automatically linearly independent. So an orthogonal set of $n$ nonzero vectors in $\mathbb{R}^n$ is immediately a basis — no row reduction required.
Tested as — is the set orthogonal 6.2.2, 6.2.3, 6.2.5, 6.2.6 · orthogonal basis and coordinates 6.2.7, 6.2.10 · projection onto a line 6.2.11 · orthogonal decomposition 6.2.13, 6.2.14 · orthonormal / normalize 6.2.17, 6.2.19, 6.2.21
§6.3 Orthogonal Projections
Let $W$ be a subspace of $\mathbb{R}^n$. Every $\mathbf{y}\in\mathbb{R}^n$ can be written uniquely as
$$\mathbf{y}=\hat{\mathbf{y}}+\mathbf{z}, \qquad \hat{\mathbf{y}}\in W,\ \ \mathbf{z}\in W^{\perp}$$If $\{\mathbf{u}_1,\dots,\mathbf{u}_p\}$ is an orthogonal basis for $W$:
$$\hat{\mathbf{y}}=\operatorname{proj}_{W}\mathbf{y}=\frac{\mathbf{y}\cdot\mathbf{u}_1}{\mathbf{u}_1\cdot\mathbf{u}_1}\mathbf{u}_1+\cdots+\frac{\mathbf{y}\cdot\mathbf{u}_p}{\mathbf{u}_p\cdot\mathbf{u}_p}\mathbf{u}_p$$The formula requires an orthogonal basis — that is why every problem says “verify the set is orthogonal, then project.”
$\hat{\mathbf{y}}$ is the closest point in $W$ to $\mathbf{y}$: for every other $\mathbf{v}\in W$,
$$\|\mathbf{y}-\hat{\mathbf{y}}\| < \|\mathbf{y}-\mathbf{v}\|$$The distance from $\mathbf{y}$ to $W$ is $\|\mathbf{z}\|=\|\mathbf{y}-\hat{\mathbf{y}}\|$. This is the idea least-squares is built on.
- If $\mathbf{y}$ is already in $W$, then $\operatorname{proj}_W\mathbf{y}=\mathbf{y}$ and $\mathbf{z}=\mathbf{0}$
- If $\mathbf{y}\perp W$, then $\operatorname{proj}_W\mathbf{y}=\mathbf{0}$
Several §6.3 true/false items are exactly these degenerate cases.
Tested as — verify orthogonal then project 6.3.4, 6.3.5 · decompose $\mathbf{y}$ into $W$ and $W^{\perp}$ parts 6.3.8, 6.3.9 · true/false 6.3.21–6.3.28
The through-line
Chapter 6 is Chapter 1 with a better basis. Finding coordinates went from solve an augmented system (§1.3) to compute independent quotients (§6.2), purely because the basis is orthogonal. Everything in §6.3 follows from that one simplification.
Related: Chapter 5 Study Guide · 2160 Compendium