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gibson:teaching:fall-2016:math753:norms-orthogonality [2016/10/06 11:56] gibson |
gibson:teaching:fall-2016:math753:norms-orthogonality [2016/10/06 11:58] (current) gibson |
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====== Math 753/853 Norms, inner products, and orthogonality ====== | ====== Math 753/853 Norms, inner products, and orthogonality ====== | ||
- | Ok, this is a big set of topics, and nothing I've found covers the topic at the right level of detail or depth. So, here's a summary of a few key points you should understand. | + | Ok, this is a big set of topics, and nothing I've found covers the topic at the right level of detail or depth. So, here's a summary of a few key points you should understand. These were spelled out in detail during lecture. |
===Inner product=== | ===Inner product=== | ||
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Key properties of orthogonal matrices: | Key properties of orthogonal matrices: | ||
- | + | * The inner product is preserved under orthogonal transformations: $(Qx)^T(Qy) = x^Ty$. | |
- | + | * The vector 2-norm is preserved under orthogonal transformations: $\|Qx\| = \|x\|$. | |
- | The inner product is preserved under orthogonal transformations: $(Qx)^T(Qy) = x^Ty$ | + | * The matrix 2-norm is preserved under orthogonal transformations: $\|QA\| = \|A\|$. |
- | + | * The 2-norm of an orthogonal matrix is one: $\|Q\| = 1$. | |
- | The vector 2-norm is preserved under orthogonal transformations: $\|Qx\| = \|x\|$. | + | |
- | + | ||
- | The matrix 2-norm is preserved under orthogonal transformations: $\|QA\| = \|A\|$. | + | |
- | + | ||
- | The 2-norm of an orthogonal matrix is one: $\|Q\| = 1$. | + | |