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rayveldkamp
Nov17-04, 06:51 AM
Ok need help with a question that could be in tomorrow's exam:
In Euclidean space R^4 equipped with Euclidean Inner Product, let W be subspace which has basis {(1,0,-1,0), (0,-1,0,1), (2,1,-3,0)}.
Determine the vector in W which is closest to v=(1,0,0,-1)

arildno
Nov17-04, 07:09 AM
That vector must be the orthogonal projection of v into W.
Proof:
Consider the squared distance vector between an arbitrary element in W and v:
(v-\alpha{W}_{1}-\beta{W}_{2}-\gamma{W}_{3})^{2}
This is minimized by differentiating with respect to \alpha,\beta,\gamma and setting the three results equal to zero.
For example, we gain by differentiating with respect to \alpha
-2(v-\alpha{W}_{1}-\beta{W}_{2}-\gamma{W}_{3})\cdot{W}_{1}=0
That is, the distance vector is orthogonal to W_{1}

By solving the system of equations, you gain the minimizing values of \alpha,\beta,\gamma and hence, the vector in W with shortest distance to v.
W_{1},W_{2},W_{3} is of course the basis of W.