vector spaces calculus
DESCRIPTION
Vector space calculusTRANSCRIPT
0.1. VECTOR SPACES 1
0.1 Vector Spaces
Exercise 0.1.1 Show that the following functions x, 1 + x, x+ sin2 x, x3− x,and x+ cos2 x defined on R are linearly dependent.
Solution:
x+ (1 + x)− (x+ sin2 x)− (x+ cos2 x) = 1− (sin2 x+ cos2 x) = 1− 1 = 0. 2
Exercise 0.1.2 Compute the dimension of the vector subspace
V = span{(−1, 2, 3, 0), (5, 4, 3, 0), (3, 1, 0, 0)}
of R4.
Solution:
−1 2 3 05 4 3 03 1 0 0
5R1+R2−−−−→3R2+R3
−1 2 3 00 14 18 00 7 9 0
R3↔R2−−−−−→−2R3+R2
−1 2 3 00 7 9 00 0 0 0
.
So dim(V ) = 2. 2
Exercise 0.1.3 Find a basis for the row space of A and find the dimension of
the row space of A, where A =
1 0 1 0 01 1 0 1 01 0 1 1 1−1 0 1 0 1
0 0 0 1 1
.
Solution: A−R1+R2;−R1+R3−−−−−−−−−−→
R1+R4
1 0 1 0 00 1 −1 1 00 0 0 1 10 0 2 0 10 0 0 1 1
R3↔R4−−−−−→−R3+R5
1 0 1 0 00 1 −1 1 00 0 2 0 10 0 0 1 10 0 0 0 0
.
The basis is {(1, 0, 1, 0, 0), (0, 1,−1, 1, 0), (0, 0, 2, 0, 1), (0, 0, 0, 1, 1)}. The dimen-sion is 4. 2
Exercise 0.1.4 Extend {1+x2, x−x3} to a basis for the space of polynomialsof degree ≤ 3.
2
Solution: Let v1 = 1 + x2, v2 = x − x3, v3 = 1, v4 = x, v5 = x2, and v6 = x3.Consider the matrix [[v1][v2][v3][v4][v5][v6]]:
1 0 1 0 0 00 1 0 1 0 01 0 0 0 1 00 −1 0 0 0 1
R2+R4−−−−−→−R1+R3
1 0 1 0 0 00 1 0 1 0 00 0 −1 0 1 00 0 0 1 0 1
.
We see that the basis is {1 + x2, x− x3, 1, x}. 2
Exercise 0.1.5 Find coordinates (the coordinate matrix [u]C) of u = x −x2 + x3 with respect to the basis C = {w1, w2, w3} of the vector space W =span{w1, w2, w3}, where w1 = x+ x2, w2 = x− x2, and w3 = x+ x2 + 2x3.
Solution:
u = x− x2 + x3 = w2 + x3 = w2 +1
2(w3 − w1) = −1
2· w1 + 1 · w2 +
1
2· w3
and
[u]C =
−1/21
1/2
. 2
Exercise 0.1.6 Let w ∈ W be such that [w]C =
120
, where C is the basis
for W defined in 0.1.5. Find the polynomial w.
Solution:
w = 1 · w1 + 2 · w2 + 0 · w3 = (x+ x2) + 2(x− x2) = 3x− x2. 2
Exercise 0.1.7 Compute the transition matrix P = PB→C from the basisB = {x, x2, x3} for W to the basis C = {w1, w2, w3} for W defined in 0.1.5.
1-st Solution:
2x = w1 + w2 ⇒ [x]C =
1212
0
;
0.1. VECTOR SPACES 3
2x2 = w1 − w2 ⇒ [x2]C =
12
−12
0
;
2x3 = w3 − w1 ⇒ [x3]C =
−12
012
.Hence
P =
12
12−1
212−1
20
0 0 12
.2-nd Solution: [w1 w2 w3 | x x2 x3] =
=
1 1 11 −1 10 0 2
∣∣∣∣∣∣1 0 00 1 00 0 1
12R3−−−−−→
−R1+R2
1 1 10 −2 00 0 1
∣∣∣∣∣∣1 0 0−1 1 0
0 0 1/2
− 12R2−−−→
→
1 1 10 1 00 0 1
∣∣∣∣∣∣1 0 0
1/2 −1/2 00 0 1/2
−R2−R3+R1−−−−−−−→
→
1 1 10 1 00 0 1
∣∣∣∣∣∣1/2 1/2 −1/21/2 −1/2 0
0 0 1/2
= [I|P ]. 2
Exercise 0.1.8 Let A =
[1 1 11 −1 −1
].
a) Find a basis for the solution space of AX = 0.
b) Find a basis for R3 that contains the basis constructed in part (a).
Solution: a) X =
x1
x2
x3
∈ R3×1, AX = 0.
[1 1 11 −1 −1
]→[
1 1 10 −2 −2
], so x3 is free. Find the fundamental solution.
Set x3 = 1 then x2 = −1, x1 = 0. So X1 =
0−1
1
.
4
b) Consider the matrix [X1 e1 e2 e3]: 0 1 0 0−1 0 1 0
1 0 0 1
→ 0 1 0 0−1 0 1 0
0 0 1 1
→ −1 0 1 0
0 1 0 00 0 1 1
Hence the basis R3×1 is {X1, e1, e2} =
0−1
1
, 1
00
, 0
10
. 2
Exercise 0.1.9 Let {t, u, v, w} be a basis for a vector space V . Find dim(U),where U = span{t+ 2u+ v+w, t+ 3u+ v+ 2w, 3t+ 4u+ 2v, 3t+ 5u+ 2v+w}.
Solution: Let v1 = t + 2u + v + w, v2 = t + 3u + v + 2w, v3 = 3t + 4u + 2v,v4 = 3t+ 5u+ 2v + w. Consider the coordinate matrix [v1 v2 v3 v4]:
1 1 3 32 3 4 51 1 2 21 2 0 1
→
1 1 3 30 1 −2 −10 0 −1 −10 1 −3 2
→
1 1 3 30 1 −2 −10 0 −1 −10 0 −1 −1
→
→
1 1 3 30 1 −2 −10 0 −1 −10 0 0 0
.Thus {v1, v2, v3} = {t+ 2u+ v +w, t+ 3u+ v + 2w, 3t+ 4u+ 2v} is a basis forU . It has 3 vectors. Hence dim(U) = 3. 2
Exercise 0.1.10
a) Show that C = {(1, 1, 0), (1,−1, 0), (0, 0, 1)} is a basis for R3.
b) Let B = {(1, 0, 0), (0, 1, 0), (0, 0, 1)}. Find the change of coordinate matrices(that is transition matrices) from C to B, and from B to C.
Solution: a) The determinant
∣∣∣∣∣∣1 1 01 −1 00 0 1
∣∣∣∣∣∣ = −2 6= 0. It means that the rows
are linearly independent, so C is linearly independent in R3, consequently C is
0.1. VECTOR SPACES 5
a basis for R3 since dim(R3) = 3 and R3 ⊇ span(C), where C has 3 vectors andfinally dim(〈C〉) = 3.
b) Set u1 = (1, 1, 0), u2 = (1,−1, 0), u3 = (0, 0, 1). Then C = {u1, u2, u3}.
PC→B = [[u1]B [u2]B [u3]B] =
1 1 01 −1 00 0 1
.PB→C = P−1
C→B.
[PC→B|I] =
1 1 01 −1 00 0 1
∣∣∣∣∣∣1 0 00 1 00 0 1
→ 1 1 0
0 −2 00 0 1
∣∣∣∣∣∣1 0 0−1 1 0
0 0 1
→→
1 1 00 1 00 0 1
∣∣∣∣∣∣1 0 0
1/2 −1/2 00 0 1
→
→
1 0 00 1 00 0 1
∣∣∣∣∣∣1/2 1/2 01/2 −1/2 0
0 0 1
= [I|PB→C] . 2
Exercise 0.1.11 Let the set {u, v, w} be linearly independent. Show that theset {u+ 2v, v − 3w, u− v + w} is linearly independent.
Solution: Denote B = {u, v, w} is a basis for span(B). Then we can write
[u+ 2v]B =
120
, [v − 3w]B =
01−3
, [u− v + w]B =
1−1
1
.Since
det
1 0 12 1 −10 −3 1
= 1 ·∣∣∣∣ 1 −1−3 1
∣∣∣∣+ 1 ·∣∣∣∣ 2 1
0 −3
∣∣∣∣ = −2− 6 6= 0.
So the set {u+ 2v, v − 3w, u− v + w} is linearly independent. 2
6
Exercise 0.1.12 Find the value(s) of α if
[α 20 6− α
]is contained in the
space
span
{[−1 α
0 1
],
[α −10 α2 − α− 1
],
[α + 1 −3
0 α2 − 4
]}.
Solution:[α 20 6− α
]= x ·
[−1 α
0 1
]+ y ·
[α −10 α2 − α− 1
]+ z ·
[α + 1 −3
0 α2 − 4
].
Thus the following system must be consistent:−x + αy + (α + 1)z = ααx − y − 3z = 2x + (α2 − α− 1)y + (α2 − 4)z = 6− α −1 α α + 1α −1 −31 α2 − α− 1 α2 − 4
∣∣∣∣∣∣α2
6− α
αR1+R2−−−−−→R1+R3
→
−1 α α + 10 α2 − 1 α2 + α− 30 α2 − 1 α2 + α− 3
∣∣∣∣∣∣α
2 + α2
6
−R2+R3−−−−−→
→
−1 α α + 10 α2 − 1 α2 + α− 30 0 0
∣∣∣∣∣∣α
2 + α2
4− α2
.Hence 4− α2 = 0 or α = ±2. 2
Exercise 0.1.13 Given the matrix
2 1 −1 1 00 1 0 0 11 1 1 −1 0
. Show that the
dimension of the column space of this matrix is equal to 3. Justify your answer.
Solution: 2 1 −1 1 00 1 0 0 11 1 1 −1 0
R1↔R3−−−−→R2↔R3
1 1 1 −1 02 1 −1 1 00 1 0 0 1
−2R1+R2−−−−−→
0.1. VECTOR SPACES 7
→
1 1 1 −1 00 −1 −3 3 00 1 0 0 1
R2+R3−−−−→
1 1 1 −1 00 −1 −3 3 00 0 −3 3 1
.Hence
2
01
, 1
11
, −1
01
is a basis for the column space. Therefore its
dimension is equal to 3. 2
Exercise 0.1.14 Find the value(s) of α ∈ R such that dim(span(A)) = 2,where A = {1 + 2x2 +x4, 2 +x+ 4x2 +x3 + 5x4, 1 +x+ 2x2 +x3 +αx4}. Justifyyour answer.
Solution: Put the coefficients in 3× 5 matrix 1 0 2 0 12 1 4 1 51 1 2 1 α
−2R1+R2−−−−−→−R1+R3
1 0 2 0 10 1 0 1 30 1 0 1 α− 1
−R2+R3−−−−−→
1 0 2 0 10 1 0 1 30 0 0 0 α− 4
.The dimension dim(span(A)) is the same with the dimension of column or rowspace of the matrix. To make it equal to 2 one must have α− 4 = 0 or α = 4. 2
Exercise 0.1.15 Given two bases B = {u+v, u−v, w} and C = {u+w, v, v−w} for the vector space spanned by {u, v, w}.a) Find the transition matrix PB→C from B to C.
b) Find the transition matrix PC→B from C to B.
Solution: a)
[u+ v]C = [(u+ w) + (v − w)]C =
101
.[u− v]C = [(u+ w) + (v − w)− 2v]C =
1−2
1
.[w]C = [v − (v − w)]C =
01−1
.
8
Hence PB→C =
1 1 00 −2 11 1 −1
.
b) PC→B = (PB→C)−1. Write [PB→C |I] =
=
1 1 00 −2 11 1 −1
∣∣∣∣∣∣1 0 00 1 00 0 1
−R1+R3−−−−−→
1 1 00 −2 10 0 −1
∣∣∣∣∣∣1 0 00 1 0−1 0 1
R3+R2−−−−→
→
1 1 00 −2 00 0 −1
∣∣∣∣∣∣1 0 0−1 1 1−1 0 1
−R3−−−→− 1
2R2
1 1 00 1 00 0 1
∣∣∣∣∣∣1 0 0
1/2 −1/2 −1/21 0 −1
→−R2+R1−−−−−→
1 0 00 1 00 0 1
∣∣∣∣∣∣1/2 1/2 1/21/2 −1/2 −1/2
1 0 −1
=[I| (PB→C)−1] .
Hence
PC→B =1
2
1 1 11 −1 −12 0 −2
. 2
Exercise 0.1.16 a) Determine whether the following subsets are subspace(giving reasons for your answers).
(i) U = {A ∈ R2×2|AT = A} in R2×2. (R2×2 is the vector space of all real 2× 2matrices under usual matrix addition and scalar-matrix multiplication.)
(ii) W = {(x, y, z) ∈ R3|x ≥ y ≥ z} in R3.
b) Find a basis for U . What is the dimension of U? (Show all your work byexplanations.)
c) What is the dimension of R2×2? Extend the basis of U to a basis for R2×2.
Solution: a-i)
1) A =
[0 00 0
]∈ U since A = AT =
[0 00 0
], so U 6= ∅.
2) Let A,B ∈ U . Then A = AT and B = BT . Then A + B ∈ U , since(A+B)T = AT +BT = A+B. So U is closed under addition.
0.1. VECTOR SPACES 9
3) Let c ∈ R and A ∈ U . Then A = AT . Then c ·A ∈ U since (c ·A)T = c ·AT =c · A. Thus U is closed under scalar multiplication.
So we proved that U is a subspace in R2×2.
a-ii) W is not a subspace in R3. Since (2, 1, 1) ∈ W , however (−1) · (2, 1, 1) =(−2,−1,−1) 6∈ W , that is W is not closed under scalar multiplication..
b) Let A ∈ U . Then A = AT i.e.
[a bc d
]=
[a cb d
]for all a, b, c, d ∈ R.
Thus a and d are arbitrary real numbers and c = b. So any matrix A ∈ U canbe written as[
a bb d
]= a ·
[1 00 0
]+ b ·
[0 11 0
]+ d ·
[0 00 1
].
Since
[1 00 0
],
[0 11 0
], and
[0 00 1
]are linearly independent, and any matrix
in U can be written as a linear combination of these matrices, these matrices
form a basis for U , namely B =
{[1 00 0
],
[0 11 0
],
[0 00 1
]}is a basis for
U . Thus dim(U) = 3.
c) The space R2×2 has the standard basis
C =
{[1 00 0
],
[0 10 0
],
[0 01 0
],
[0 00 1
]},
therefore dim(R2×2) = 4. We can extend the basis B for U to a basis for R2×2
by 1 0 00 1 00 1 00 0 1
∣∣∣∣∣∣∣∣1 0 0 00 1 0 00 0 1 00 0 0 1
−R2+R3−−−−−→
1 0 00 1 00 0 00 0 1
∣∣∣∣∣∣∣∣1 0 0 00 1 0 00 −1 1 00 0 0 1
R3↔R4−−−−→
→
1 0 00 1 00 0 10 0 0
∣∣∣∣∣∣∣∣1 0 0 00 1 0 00 0 0 10 −1 0 1
.Thus a basis for R2×2 containing vectors of B is
D =
{[1 00 0
],
[0 11 0
],
[0 00 1
],
[0 01 0
]}. 2
10
Exercise 0.1.17 Let p ∈ P2. The coordinate matrix of p relative to thestandard ordered basis B = {1, x, x2} is [p]B = [2,−1, 5]T . Find the change ofcoordinate matrix from the ordered basis B = {1, x, x2} to the ordered basisC = {1, 1− x, 1 + x+ x2} and the coordinate matrix of p relative to C, [p]C .
Solution: [p]B = [2,−1, 5]T then p = 2 · 1 + (−1) · x+ 5 · x2.
[PC→B|I] =
1 1 10 −1 10 0 1
∣∣∣∣∣∣1 0 00 1 00 0 1
−R3+R2−−−−−→−R3+R1
=
1 1 00 −1 00 0 1
∣∣∣∣∣∣1 0 −10 1 −10 0 1
→R2+R1−−−−→−R2
1 0 00 1 00 0 1
∣∣∣∣∣∣1 1 −20 −1 10 0 1
= [I|PB→C ],
where
PB→C =
1 1 −20 −1 10 0 1
is the change of coordinate matrix from the basis B to the basis C.
[p]C = PB→C · [p]B. Thus
[p]C =
1 1 −20 −1 10 0 1
· 2−1
5
=
−965
. 2
Exercise 0.1.18 Let B = {u, v} be a basis of R2 and let A =
[α γβ δ
]. Show
that A is invertible iff C = {αu+ βv, γu+ δv} is a basis of R2.
Solution: First, assume A is invertible. Let c1 · (αu+ βv) + c2 · (γu+ δv) = 0.Then (c1α + c2γ)u+ (c1β + c2δ)v = 0 since u and v are linearly independent.
So we have the system [α γβ δ
]·[c1
c2
]=
[00
]. (1)
0.1. VECTOR SPACES 11
By our assumption, there exists A−1. Hence this homogeneous system has onlytrivial solution, namely c1 = c2 = 0. So C consists of two linearly independentvectors and consequently it is a basis for R2 since dim(R2) = 2.
Conversely, assume C is a basis for R2, then the system (1) has only the trivialsolution, so AX = 0 consequently RX = 0 for some R which is the row echelonreduced matrix. If RX = 0 has only trivial solution then R = I which provesthat A is invertible. 2
Exercise 0.1.19 Consider the following list of statements. In each case eitherprove the statement if it is true or give an example showing that it is false.
i) If V is a subspace of R3 containing two linearly independent vectors, then Vis equal to all of R3.
ii) If vectors v1 and v2 are linearly dependent and u 6∈ span(v1, v2) then thevectors u+ v1 and u+ v2 are linearly dependent.
iii) If vectors v1 and v2 are linearly independent and u 6∈ span(v1, v2) then thevectors u+ v1 and u+ v2 are linearly independent.
Solution: i) False.
dim(R3) = 3, so we need at least 3 vectors to span R3. Consider V = {v1, v2} ={(1, 1, 0), (0, 1, 0)}. The vectors v1 and v2 are linearly independent since c1(1, 1, 0)+c2(0, 1, 0) = (c1, c1 + c2, 0) = (0, 0, 0) iff c1 = c2 = 0.
But V 6= R3 since (0, 0, 1) ∈ R3 but (0, 0, 1) 6= k1(1, 1, 0) + k2(0, 1, 0) = (k1, k1 +k2, 0) = (0, 0, 0). Thus (0, 0, 1) 6∈ V .
ii) False.
v1 and v2 are linearly dependent means that v1 = k · v2. So u+ v1 = u+ k · v2.
c1(u+ k · v2) + c2(u+ v2) = 0⇒ (c1 + c2)u+ (kc1 + c2)v2 = 0.
But u 6∈ span(v1, v2) hence c1 + c2 = 0 = kc1 + c2 i.e. (k− 1)c1 = 0 that is k = 1or c1 = 0.
So when k 6= 1 we have c1 = c2 = 0 i.e. u+v1 and u+v2 are linearly independent.
For example, u = (1, 1), v1 = (2, 0), v2 = (1, 0). Then u + v1 = (3, 1) andu+ v2 = (2, 1) are not linearly dependent.
iii) True.
If c1(u+ v1) + c2(u+ v2) = 0 then (c1 + c2)u+ c1v1 + c2v2 = 0. But v1 and v2 arelinearly independent and u 6∈ span(v1, v2), hence c1 = c2 = 0 and c1 + c2 = 0, sou+ v1 and u+ v2 are linearly independent.. 2
12
Exercise 0.1.20 Given three ordered bases B = {v1, v2, v3}, C = {u1, u2, u3},
and D = {w1,w2,w3} with the transition matrix PC→D =
1 1 11 2 31 4 9
, satisfy-
ing v1 = u1 + u2 + u3, v2 = u2 + u3, and v3 = u1 − u2.
a) Write down the vector 2u1− 3u2 + 4u3 as a linear combination of w1, w2, andw3.
b) Find the transition matrix PD→C .
c) Let C = {u2, u3, u1} and D = {w3,w2,w1}. Find the transition matrix PC→D.
d) Find the transition matrix PB→D.
Solution: a) v = 2u1 − 3u2 + 4u3 then [v]C = [2,−3, 4]T . So
[v]D = PC→D · [v]C =
1 1 11 2 31 4 9
· 2−3
4
=
38
26
.And thus v = 3w1 + 8w2 + 26w3.
b) PD→C = P−1C→D.
[PC→D|I] =
1 1 11 2 31 4 9
∣∣∣∣∣∣1 0 00 1 00 0 1
−R1+R3−−−−−→−R1+R2
1 1 10 1 20 3 8
∣∣∣∣∣∣1 0 0−1 1 0−1 0 1
−R2+R1−−−−−→−3R2+R3
→
1 0 −10 1 20 0 2
∣∣∣∣∣∣2 −1 0−1 1 0
2 −3 1
12R3−−→
1 0 −10 1 20 0 1
∣∣∣∣∣∣2 −1 0−1 1 0
1 −3/2 1/2
R3+R1−−−−−→−2R3+R2
→
1 0 00 1 00 0 1
∣∣∣∣∣∣3 −5/2 1/2−3 4 −1
1 −3/2 1/2
= [I|PD→C ].
c) PC→D = [[u2]D[u3]D[u1]D] =
4 9 12 3 11 1 1
.
u2 = w1 + 2w2 + 4w3 = 4w3 + 2w2 + w1 ⇒ [u2]D =
421
.
0.1. VECTOR SPACES 13
u3 = w1 + 3w2 + 9w3 = 9w3 + 3w2 + w1 ⇒ [u3]D =
931
.
u1 = w1 + w2 + w3 = w3 + w2 + w1 ⇒ [u1]D =
111
.
d) PB→D = PC→D · PB→C =
1 1 11 2 31 4 9
· 1 0 1
1 1 −11 1 0
=
3 2 06 5 −1
14 13 −3
.
Here we used v1 = u1 + u2 + u3, v2 = u2 + u3, and v3 = u1 − u2, hence
PB→C =
1 0 11 1 −11 1 0
. 2
14
0.2 Inner Product Spaces
Exercise 0.2.1 Find a non-zero polynomial of degree ≤ 2 orthogonal to theset {1, x} with respect to the integral inner product (p|q) =
∫ 1
0p(x)q(x) dx.
Solution: Let p(x) = ax2 + bx + c. Then we want 0 = (1|p) and 0 = (x|p).That is 0 = (1|p) =
∫ 1
0(ax2 + bx + c) dx which gives 2a + 3b + 6c = 0 and
0 = (x|p) =∫ 1
0(ax3 + bx2 + cx) dx yields 3a+ 4b+ 6c = 0. Consider the matrix[
2 3 63 4 6
]→[
2 3 60 −1/2 −3
].
If we take c = 1 then −12b = 3. i.e. b = 6 and a = 6. So one of the required
polynomial is 6x2 − 6x+ 1. 2
Exercise 0.2.2 Orthogonalize by the Gram – Schmidt process the basis{v1, v2, v3} = {(1, 0, 1), (0, 1, 0), (0,−1, 2)} for R3 with respect to the standardinner product ((x1, y1, z1)|(x2, y2, z2)) = x1x2 + y1y2 + z1z2.
Solution: Choose w1 = v1 = (1, 0, 1).
w2 = v2 −(v2|w1)
(w1|w1)· w1 = (0, 1, 0)− 0 · w1 = (0, 1, 0).
w3 = v3−(v3|w1)
(w1|w1)·w1−
(v3|w2)
(w2|w2)·w2 = (0,−1, 2)− 2
2· (1, 0, 1)− −1
1· (0, 1, 0) =
= (0,−1, 2)− (1, 0, 1) + (0, 1, 0) = (−1, 0, 1).
The answer is {(1, 0, 1), (0, 1, 0), (−1, 0, 1)}. 2
Exercise 0.2.3 Let R2×2 be the vector space of all real 2 × 2 matrices withinner product given by
(A|B) = tr(BT · A),
0.2. INNER PRODUCT SPACES 15
where tr is the trace of a matrix (i.e. sum of the diagonal entries of a matrix).Let
A =
[0 1−1 1
]and B =
[2 10 1
].
a) Find (A|B) and ‖B‖, where ‖ · ‖ denotes the norm (length) induced by theabove inner product.
b) Are A and B orthogonal?
c) Determine the scalar c such that A− cB is orthogonal to A.
Solution: a)
(A|B) = tr(BT ·A) = tr
([2 01 1
]·[
0 1−1 1
])= tr
([0 2−1 2
])= 0+2 = 2.
‖B‖ =√
(B|B) = [tr(BT ·B)]1/2 =
[tr
([2 01 1
]·[
2 10 1
])]1/2
=
=
[tr
([4 22 2
])]1/2
=√
4 + 2 =√
6 = ‖B‖.
b) A and B are not orthogonal since, by part a), (A|B) = 2 6= 0.
c) A− cB and A are orthogonal iff (A− cB|A) = 0.
(A− cB|A) = (A|A)− c(B|A) = tr(AT · A)− c(A|B) =
= tr
([0 −11 1
]·[
0 1−1 1
])− c · 2 = tr
([1 −1−1 2
])− 2c = 3− 2c.
We have A− cB and A are orthogonal iff 3− 2c = 0 so c = 3/2. 2
Exercise 0.2.4 Let u1 and u2 be two vectors in an inner product space Vsuch that ‖u1‖ = ‖u2‖ = 1, (u1|u2) = 0.
a) Find the cosine of the angle between the vectors 2u1 + 3u2 and 4u1 − 2u2.
b) Find a vector v ∈ span(u1, u2) such that v ⊥ (2u1 + 3u2) and ‖v‖ = 1.
16
Solution: a)
cos θ =(2u1 + 3u2|4u1 − 2u2)√
(2u1 + 3u2|2u1 + 3u2) · (4u1 − 2u2|4u1 − 2u2).
(2u1 + 3u2|4u1 − 2u2) = 8(u1|u1)− 6(u2|u2) = 8− 6 = 2.
(2u1 + 3u2|2u1 + 3u2) · (4u1 − 2u2|4u1 − 2u2) = (4 + 9) · (16 + 4) = 260.
We used facts that (u1|u2) = 0 and ‖u1‖ =√
(u1|u1) = ‖u2‖ =√
(u2|u2) = 1.Thus
cos θ =2√260
.
b) Let v = x · u1 + y · u2. Find x and y.
0 = (v|2u1 + 3u2) = (xu1 + yu2|2u1 + 3u2) = 2x+ 3y ⇒ y = −2
3x.
1 = (v|v) = ‖v‖2 = (xu1 + yu2|xu1 + yu2) = x2 + y2 = x2 +
(−2
3
)2
x2 =13
9x2.
So we have
x2 =9
13⇒ x = ±
√9
13= ± 3√
13.
Finally
v =3√13u1 −
2√13u2 and v = − 3√
13u1 +
2√13u2. 2
Exercise 0.2.5 Let v1 = (1, 1, 1, 1), v2 = (1, 1, 2, 0), and v3 = (2, 3, 0, 0) bevectors in R4 equipped with the standard inner product.
a) Find the orthogonal complement for span{v1, v2} in R4.
b) Find the orthogonal basis to span{v1, v2, v3}.
c) Find the orthogonal projection of (1, 1,−1,−1) to span{v1, v2}.
Solution: a) (v1|(x, y, z, u)) = 0 and (v2|(x, y, z, u)) = 0. So we have the system{x+ y + z + u = 0x+ y + 2z = 0
.
0.2. INNER PRODUCT SPACES 17
Or in matrix notation
[1 1 1 11 1 2 0
]·
xyzu
=
[00
].
Find the fundamental solutions of this system.
[1 1 1 11 1 2 0
]→[
1 1 1 10 0 1 −1
].
The variables y and u are free.
So we have F1 =
−1
100
and F2 =
−2
011
. Finally
span{v1, v2}⊥ = 〈(−1, 1, 0, 0), (−2, 0, 1, 1)〉.
b) By the Gram –Schmidt, w1 = v1 = (1, 1, 1, 1).
w2 = v2 −(v2|w1)
(w1|w1)· w1 = (1, 1, 2, 0)− 4
4· (1, 1, 1, 1) = (0, 0, 1,−1).
w3 = v3 −(v3|w1)
(w1|w1)· w1 −
(v3|w2)
(w2|w2)· w2 =
= (2, 3, 0, 0)− 5
4· (1, 1, 1, 1)− 0
2· (0, 0, 1,−1) =
(3
4,7
4,−5
4,−5
4
).
The orthogonal basis is{
(1, 1, 1, 1), (0, 0, 1,−1),(
34, 7
4,−5
4,−5
4
)}.
c) Since ((1, 1,−1,−1)|v1) = 0 and ((1, 1,−1,−1)|v2) = 0 then
(1, 1,−1,−1) ∈ span{v1, v2}⊥
and henceprspan{v1,v2}((1, 1,−1,−1)) = (0, 0, 0, 0). 2
Exercise 0.2.6 Let R4 be the inner product space relative to the standardinner product. Let B = {(1, 1, 0, 0), (0, 1, 1, 0), (1,−1, 1, 1)} be a basis for L =span(B).
a) Orthogonalize the basis B by means of the Gram –Schmidt orthogonalizationprocess.
b) Find the closest vector to g = (1, 1, 1, 0) in L.
18
Solution: a) w1 = v1 = (1, 1, 0, 0).
w2 = v2 −(v2|w1)
(w1|w1)· w1 = (0, 1, 1, 0)− 1
2· (1, 1, 0, 0) =
(−1
2,1
2, 1, 0
).
w3 = v3−(v3|w1)
(w1|w1)·w1−
(v3|w2)
(w2|w2)·w2 = (1,−1, 1, 1)−0 ·w1−0 ·w2 = (1,−1, 1, 1).
The obtained orthogonal basis for L is
{w1, w2, w3} =
{(1, 1, 0, 0),
(−1
2,1
2, 1, 0
), (1,−1, 1, 1)
}.
b) The vector closest to g is the orthogonal projection of g in L, that is
prL(g) =(g|w1)
(w1|w1)·w1 +
(g|w2)
(w2|w2)·w2 +
(g|w3)
(w3|w3)·w3 =
2
2·w1 +
2
3·w2 +
1
4·w3 =
= (1, 1, 0, 0) +
(−1
3,1
3,2
3, 0
)+
(1
4,−1
4,1
4,1
4
)=
(1− 1
12, 1 +
1
12,11
12,1
4
)=
=1
12· (11, 13, 11, 3). 2
Exercise 0.2.7 Consider the vector space R3 with the standard inner productand let S = {(2,−1, 1), (1, 2, 3), (3, 1, 4)}.
a) Find a basis for the orthogonal complement S⊥ of S.
b) Find the orthogonal projection of (1, 1, 1) on the subspace spanned by S.
Solution: a) All vectors v ∈ S⊥ satisfy (v|u) = 0, where u ∈ S. So to find a
basis of S⊥ we need to solve the system
2x− y + z = 0x+ 2y + 3z = 03x+ y + 4z = 0
.
Or in matrix notation A ·
xyz
=
2 −1 11 2 33 1 4
· xyz
=
000
.
0.2. INNER PRODUCT SPACES 19
Find the fundamental solutions of this system.
A−R1+R3−−−−−→−R2+R3
2 −1 11 2 30 0 0
−2R2+R1−−−−−→R1↔R2
1 2 30 −5 −50 0 0
.The variable z is free.
So we have P1 =
−1−1
1
. Hence {u = (−1,−1, 1)} is a basis for S⊥.
b) Note v = (1, 1, 1). Since
v = pr〈S〉(v) + pr〈S⊥〉(v)
then
pr〈S〉(v) = v − pr〈S⊥〉(v).
pr〈S⊥〉(v) =(v|u)
‖u‖2· u =
((1, 1, 1)|(−1,−1, 1))
((−1,−1, 1)|(−1,−1, 1))· (−1,−1, 1) =
=
(−1
3
)· (−1,−1, 1) =
(1
3,1
3,−1
3
).
Hence
pr〈S〉(v) = (1, 1, 1)−(
1
3,1
3,−1
3
)=
(2
3,2
3,4
3
). 2
Exercise 0.2.8 If v and w are two vectors of an inner product space, provethat
‖v + w‖2 + ‖v − w‖2 = 2(‖v‖2 + ‖w‖2).
Solution:
‖v + w‖2 + ‖v − w‖2 = (v + w|v + w) + (v − w|v − w) =
= [(v|v) + 2(v|w) + (w|w)] + [(v|v)− 2(v|w) + (w|w)] =
= 2[(v|v) + (w|w)] = 2(‖v‖2 + ‖w‖2). 2
20
Exercise 0.2.9 Let R4 be the inner product space with the standard innerproduct (·|·). Let S = span{(1, 1, 0, 1), (1, 0, 1, 0), (0, 1,−1, 1)} ⊆ R4.
a) Find a basis B for the orthogonal complement to S in R4.
b) Applying the Gram –Schmidt orthogonalization to the basis B constructedin a), find an orthonormal basis for the orthogonal complement S⊥ of S.
c) Find the orthogonal projection of v = (0, 0, 0, 1) on S.
Solution: a) 1 1 0 11 0 1 00 1 −1 1
−R2+R1−−−−−→
0 1 −1 11 0 1 00 1 −1 1
−R1+R3−−−−−→R1↔R2
1 0 1 00 1 −1 10 0 0 0
.The third and forth variables are free. We have x + z = 0 and y − z + t = 0.Then y = z − t and x = −z.
Find the fundamental vectors of the system.
z = 0, t = 1. P1 =
0−1
01
.
z = 1, t = 0. P2 =
−1
110
.So B = {P1, P2} is a basis for S⊥.
b) w1 = P1 =
0−1
01
.
w2 = P2 −(P2|w1)
(w1|w1)· w1 = P2 +
1
2· w1 =
−1
110
+
0
−1/20
1/2
=
−11/2
11/2
.
0.2. INNER PRODUCT SPACES 21
w1 =w1
‖w1‖=
1√2·
0−1
01
=
0
−1/√
20
1/√
2
.
w2 =w2
‖w2‖= w2 ·
(√1 + 1/4 + 1 + 1/4
)−1
=
−√
2/√
5
1/√
10√2/√
5
1/√
10
So Bort = {w1, w2}.c) pr〈S〉(v) = v − pr〈S⊥〉(v).
pr〈S⊥〉(v) = (v|w1) · w1 + (v|w2) · w2 =1√2w1 +
1√10w2 =
=
0
−1/20
1/2
+
−1/51/101/5
1/10
=
−1/5−2/5
1/53/5
.
pr〈S〉(v) = v −
−1/5−2/5
1/53/5
=
1/52/5−1/5
2/5
. 2
Exercise 0.2.10 Given a basis B = {1, t + t2, t − t2} for V = P2(R). Theinner product (.|.) in the vector space V is defined by (u|v) = [u]TB[v]B, where[u]TB is the transpose of the coordinate matrix [u]B of a vector u with respect tothe basis B.
a) Show that B is an orthonormal basis for V with respect to the inner product(.|.).b) Find the norm of v = 1 + t+ t2 with respect to the given inner product (.|.).c) Find the cosine of the angle between v = 1 + t + t2 and u = 2t with respectto the given inner product (.|.).d) Find the orthogonal projection of w = 1 − t + 2t2 onto S = Span{1, 1 + t2}with respect to the given inner product (.|.).
22
Solution: a) Denote v1 = 1, v2 = t+ t2, v3 = t− t2.
Then [v1]B =
100
, [v2]B =
010
, [v3]B =
001
.
(v1|v1) = [1 0 0] ·
100
= 1, (v2|v2) = 1, (v3|v3) = 1.
Consequently ‖v1‖ =√
(v1|v1) = 1, ‖v2‖ = 1, ‖v3‖ = 1.
(v1|v2) = [1 0 0] ·
010
= 0, (v2|v3) = 0, (v1|v3) = 0.
Hence B = {v1, v2, v3} is orthonormal basis.
b) [v]B =
110
since v = 1 + t+ t2 = 1 · 1 + 1 · (t+ t2) + 0 · (t− t2).
(v|v) = [v]TB[v]B = [1 1 0] ·
110
= 2, ‖v‖ =√
(v|v) =√
2.
c) [u]B =
011
since u = 2t = 0 · 1 + 1 · (t+ t2) + 1 · (t− t2), [v]B =
110
.
‖u‖ =√
(u|u) =√
2, ‖v‖ =√
2. (u|v) = [u]TB[v]B = [0 1 1] ·
110
= 1.
cos vu = cos uv =(u|v)
‖u‖ · ‖v‖=
2√2 ·√
2=
1
2.
d) w = 1− t+ 2t2 = α · 1 + β · (t+ t2) + γ · (t− t2) thenα = 1β + γ = −1β − γ = 2
∼
α = 1β + γ = −12β = 1
∼
α = 1β = 1/2γ = −1 + 1/2 = −3/2
.
Hence [w]B =
11/2−3/2
.
prS(w) = (w|w1)w1 + (w|w2)w2, where {w1.w2} is an orthonormal basis forS = Span{1, 1 + t2}. 2
0.2. INNER PRODUCT SPACES 23
Exercise 0.2.11 a) Find a basis for the orthogonal complement of S ={(1, 2,−1, 3), (2, 2, 1,−3), (1, 0, 2,−6)} in R4 with respect to the standard innerproduct in R4.
b) Let w1 = (1, 1,−1,−1), w2 = (1, 2, 1, 2), and w3 = (1, 1, 2, 1). Find anorthonormal basis for W = Span{w1, w2, w3} with respect to the standard innerproduct in R4.
Solution: a) Denote v1 = (1, 2,−1,−1), v2 = (2, 2, 1,−3), and v3 = (1, 0, 2,−6).
Consider the system
(v|v1) = x+ 2y − z + 3t = 0(v|v2) = 2x+ 2y + z − 3t = 0(v|v3) = x+ 0 · y + 2z − 6t = 0
. Find the fundamental
solution of this system. It is a basis for S⊥. 1 0 2 −61 2 −1 32 1 1 −3
−2R1+R3−−−−−→−R1+R2
1 0 2 −60 2 −3 90 2 −3 9
−R2+R3−−−−−→
1 0 2 −60 2 −3 90 0 0 01
.
x = 6t − 2z, y = 32z − 9
2t. The variables z and t are free. The fundamental
solution is xyzt
=
−2z + 6t
32z − 9
2tzt
= z
−23/2
10
+ t
6
−9/201
.The basis of S⊥ is {(−2, 3/2, 1, 0), (6,−9/2, 0, 1)}.b) x1 = w1 = (1, 1,−1,−1).
x2 = w2 − (w2|x1)(x1|x1)
· x1 = (1, 2, 1, 2)− 0 · x1 = (1, 2, 1, 2).
x3 = w3− (w3|x1)(x1|x1)
·x1−− (w3|x2)(x2|x2)
·x2 = (1, 1, 2, 1)− −14
(1, 1,−1,−1)− 710
(1, 2, 1, 2) =(54, 5
4, 7
4, 3
4
)−(
710, 14
10, 7
10, 14
10
)=(
1120,− 3
20, 21
20,−13
20
).
‖x1‖ =√
(x1|x1) =√
4 = 2, ‖x2‖ =√
(x2|x2) =√
10, ‖x3‖ =√
(x3|x3) =√112+32+212+132
202 =√
64020
= 8√
1020
.
The required orthonormal basis is{x1
‖x1‖,x2
‖x2‖,x3
‖x3‖
}=
{1
2(1, 1,−1,−1),
1√10
(1, 2, 1, 2),1
8√
10(11,−3, 21,−13)
}. 2
24
Exercise 0.2.12 Let u1 = t − t2, u2 = t + t2, u3 = 2, w1 = 1, w2 = t, andw3 = t2.
a) Show that B = {u1, u2, u3} is a basis for the vector space P2(R) of polynomialsof degree ≤ 2.
b) Find the transition matrix PC→B, whereB = {u1, u2, u3} and C = {w1, w2, w3}.c) Calculate the coordinate matrix [3− 2t+ t2]B, where B = {u1, u2, u3}.
d) Given [v]B =
123
, find the polynomial v ∈ P2(R).
Solution: a) Consider the coordinate matrix [u1 u2 u3] in the standard basis ofP2(R): 0 0 2
1 1 0−1 1 0
R2+R3−−−−→
0 0 21 1 00 2 0
. So the vectors u1, u2 and u3 are linearly
independent hence they form a basis for P2(R).
b) [v]B = PC→B[v]C = [[w1]B [w2]B [w3]B][v]Cw1 = 1 = 0 · u1 + 0 · u2 + 1/2 · u3
w2 = t = 1/2 · u1 + 1/2 · u2 + 0 · u3
w3 = t2 = −1/2 · u1 + 1/2 · u2 + 0 · u3
.
P =
0 1/2 −1/20 1/2 1/2
1/2 0 0
.c) 3 − 2t + t2 = x1u1 + x2u2 + x3u3 = x1(t − t2) + x2(t + t2) + x3 · 2 hence(x2− x1)t2 + (x2 + x1)t+ 2x3 = t2− 2t+ 3 then x2− x1 = 1, x2 + x1 = −2, and2x3 = 3. Finally x1 = −3/2, x2 = −1/2, x3 = 3/2 and
[3− 2t+ t2]B =
−3/2−1/2
3/2
.d)
[t− t2 t+ t2 2] ·
123
= t− t2 + 2(t+ t2) + 6 = t2 + 3t+ 6.
The required polynomial is t2 + 3t+ 6. 2