$ 5.

1 # 1

5.1 Orthogonality in R n
Orthogonal matrices Theorem (5.4) The columns of an m n matrix Q form an orthonormal set if and only if Q T Q  I. Proof Let Q be an m n matrix. Therefore, the columns Q form an orthonormal set col i Q  col j Q  0 1 0 1 if i j if i j if i  j if i j

row Q T col j Q 
i

if i  j

QTQ

ij

0 1

if i  j if i j

QTQ

ij

0 1

if i  j

Q T Q  I. Definition An n n matrix Q is called an orthogonal matrix if the columns of Q forms an orthonormal set. It follows that Theorem (5.5) A square matrix Q is orthogonal iff Q T Q  I iff Q 1  QT.

$ 5.1 # 2 0 1 0 Example (1) Determine whether the matrix B  orthogonal or not. Solution 0 0 1 BTB  1 0 0 0 1 0 B is orthogonal. Example (2) Determine whether the matrix A  orthogonal or not. Solution ATA  cos  sin  cos  sin  sin  cos  sin  cos  sin  cos  sin 2   cos 2  sin  cos  1 0 0 1 sin  cos  I cos  sin  sin  cos  is 0 1 0 0 0 1 1 0 0  1 0 0 0 1 0 0 0 1 I 0 0 1 1 0 0 is

sin  cos 

sin 2   cos 2 

A is orthogonal. Theorem (5.6) Let Q be an n n matrix. Then the following statements are equivalent: (a) Q is orthogonal. (b) x R n Q x  x .

$ 5.1 # 3 (c) x, y Rn Q x  Q y  x  y Proof We will prove that (a) (b) (c) (a). We will make use of the fact that if u and v are columns in R n , then u  v  u T v . (a) (b): Q is orthogonal QTQ  I x Rn, Q x 2  Q x  Q x  Q x TQ x  x TQTQ x  x TI x  x T x  x  x  Qx  x . (b) (c): x Rn Q x  x , Qx  Qy  1 Qx  Qy 2 Qx Qy 2 4 u , v Rn u  v  1 u  v 2 u v 2 4  1 Q x y 2 Q x y 2 4  1 x y 2 x y 2 4  x y u , v Rn u  v  1 u  v 2 u v 2 . 4 (c) (a): x , y Rn Q x  Q y  x  y Q T Q ij  row i Q T col j Q  col i Q  col j Q  Qe i  Qe j  e i  e j  0 1 if i j if i  j

Q T Q  I Q is orthogonal. Theorem (5.7) The rows of an orthogonal matrix form an orthonomal set. Proof Q is a orthogonal matrix Q 1  QT Q T T Q T  QQ 1  I the columns of Q T form an orthonormal set

$ 5.1 # 4 the rows of Q form an orthonormal set. Theorem Let Q be an orthogonal matrix. Then: (a) Q 1 is also orthogonal. (b) det Q  1. (c) If  is an eigenvalue of Q, then   1. (d) If Q 1 and Q 2 are orthogonal n n matrices, then Q 1 Q 2 is also an orthogonal n n matrix. Proof (a) Q 1 T Q 1  Q T T Q 1  QQ 1  I Q 1 is orthogonal. (b) det Q 2  det Q det Q  det Q T det Q  det Q T Q  det I  1 det Q  1. (c)  is an eigenvalue of Q Q v   v for some v 0 | | v   v  A v  v | |  1   1. (d) Q 1 and Q 2 are orthogonal n n matrices Q T Q 1  I and Q T Q 2  I 1 2 T T T T Q 1 Q 2 Q 1 Q 2  Q 2 Q 1 Q 1 Q 2  Q 2 Q 2  I Q 1 Q 2 is orthogonal.