线性代数与 chapter6 .pptVIP

§6.3 Orthogonal Projections §6.4 The Gram – Schmidt Process What is Gram – Schmidt Process? Goal: Form an orthogonal basis for a subspace W. So {v1, v2} is an orthogonal basis for W. §6.4 The Gram – Schmidt Process §6.4 The Gram – Schmidt Process Proof ：For 1≤ k ≤p, let Wk = Span{x1,…,xk}. Set v1 = x1, so that span{v1} = Span{x1}. Suppose, for some k p, we have constructed v1,…,vk so that {v1,…,vk} is an orthogonal basis for Wk. Define By the Orthogonal Decomposition Theorem, vk+1 is orthogonal to Wk. Note that projWkxk+1 is in Wk and hence also in Wk+1. Since xk+1 is in Wk+1, so is vk+1. Further more,vk+1≠ 0 because xk+1 is not in Wk = Span{x1,…,xk}, hence {v1,…,vk+1} is an orthogonal set of nonzero vectors in the (k+1)-dimension space Wk+1. By the basis theorem in Section 4.5, this set is an orthogonal basis for Wk+1. Hence Wk+1 = Span{v1,…,vk+1}. When k+1 = p, The process stop. §6.4 The Gram – Schmidt Process EXAMPLE Suppose {x1,x2,x3}, where is a basis for a subspace W of R4. Describe an orthogonal basis for W. §6.4 The Gram – Schmidt Process Orthonomal Basis (标准正交基) Suppose the following is an orthogonal basis for subspace Rescale to form unit vectors: §6.4 The Gram – Schmidt Process QR Factorization of Matrices Proof ：The columns of A form a basis {x1,…,xn} for Col A. Construct an orthonormal basis {u1,…,un} for W = Col A. Let For k = 1,…,n, xk is in So there are constants Assume that . This shows that xk is a linear combination of the columns of Q using the entries in the vector: That is, Let Then §6.5 Least – Squares Problems Problem: What do we do when Ax = b has no solution x? §6.5 Least – Squares Problems Solution of the General Least-Squares Problem §6.5 Least – Squares Problems 5 5 5 5 5 5 5/8 5/8 1/4 2/5 1/5 -1/4 The augmented matrix for ATAx =ATb is The general solution is and x4 is free. So the general least-squares solution o