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Linear algebra proofs

  1. Sep 19, 2007 #1
    (a)Let u be a nonzero vector in R[tex]^{n}[/tex]. For all v[tex]\epsilon[/tex]R[tex]^{n}[/tex], show that proj[tex]_{u}[/tex](proj[tex]_{u}[/tex](v)) = proj[tex]_{u}[/tex](v) and proj[tex]_{u}[/tex](v - proj[tex]_{u}[/tex](v)) = [tex]\vec{0}[/tex]

    (b) An alternate proof of the Cauchy-Schwarz inequality. For v,w [tex]\epsilon[/tex]R[tex]^{n}[/tex], consider the function q: R -> R defined by q(t) = ([tex]\vec{v}+t\vec{w}) \bullet (\vec{v}+t\vec{w}).[/tex] Explain why q(t) >= 0 for all t
    [tex]\epsilon[/tex]R. By interpreting q(t) as a quadratic polynomial in t, show that |[tex]\vec{v} \bullet \vec{w} <= ||\vec{v}|| ||\vec{w}||.[/tex]
    HINT: For a,b,c [tex]\epsilon[/tex]R, we have at^2 +bt + c >= 0 for all t [tex]\epsilon[/tex]R if and only if a > 0 and b^2 - 4ac <= 0.

    um i don't know how to fix the formula but i think you understand what I mean.

    I really need a starting point, i have no idea how to do it, especially part (b), for part a i have tried proving lhs = rhs by starting with lhs, but nothing is cancelling. I just used the projection formula and projected v onto u and then nothing cancels so i project the (projected v onto u) piece onto the u again, and i am having a hard time simplifying, i'm not sure if this is even the right way to solve it.

    any information would be great
  2. jcsd
  3. Sep 19, 2007 #2
    Wrong forum, but that's okay. First off, think about what part a is saying. If you project a vector onto a plane, what will happen to it if you project it onto the plane again? Nothing, it simply projects to its own projection. There are a lot of ways to do projections, one of which shows the answer pretty quick, which one are you using?

    Part b is mostly just going through the algebraic steps. Really just start doing the inner product, and you should start to see what it is talking about... (Hint: use the fact that <v,v> = ||v||^2.)
  4. Sep 20, 2007 #3
    i have to prove (a) algebraically, i can prove it with diagram and words, but not algebraically, i am having troubel doin that
  5. Sep 20, 2007 #4
    okay so for (b) i have expanded and collected the terms.

    q(t) = v[tex]\bullet[/tex]v + v[tex]\bullet[/tex]tw + tw[tex]\bullet[/tex]v + tw[tex]\bullet[/tex]tw
    q(t) = |v|^2 + 2(v[tex]\bullet[/tex]tw) + |tw|^2

    so do i use the hint and say that in order for q(t) >= 0 it must satisfy a>0 and b^2-4ac <=0 which it does.

    but what about to show that |v[tex]\bullet[/tex]w| <= ||v|| ||w||, how do i go about doing that?
  6. Sep 20, 2007 #5


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    (for (a)) Well, can you at least show us how far you've gotten? That would make it easier to point out what you're missing (or have done wrong).
  7. Sep 20, 2007 #6
    and i wasn't taught a specific way to do projections, just the formula itself.
  8. Sep 20, 2007 #7
    Sorry, I suck at matrix LaTeX, so I'm not going to use it, hope everything is still legible. So the projection matrix that I like to use, and think makes sense is

    P = aa^T/(a^T a) = aa^T/||a||^2

    What is PP = P^2? By definition of projections it should it P.
  9. Sep 20, 2007 #8
    I'm going to use . as dot product

    To Prove: proj u (proj u (v)) = proj u (v)

    proj u ((u.v / u.u) u)
    = proj u ((u.v / |u|^2) u)
    = [u . (u.v/ |u|^2)u ]u / u.u
    = [u . (u.v/ |u|^2)u ]u / |u|^2

    and i'm stuck here
  10. Sep 20, 2007 #9
    P = aa^T/(a^T a) = aa^T/||a||^2

    i don't understand this at all, can you please explain this
  11. Sep 20, 2007 #10
    Alright, it is really the same thing that you have. Let's call your formula x*.

    x* = (a^T b/a^T a)a_vec = a(a.b/a.a) = (a_vec a^T/a^Ta)b

    The part in the parentheses P = (aa^T/a^Ta) is the projection matrix for projecting b to a. The projection vector would be
    p = P b_vec = (aa^T/a^Ta) b

    It all comes from orthogonality. If you want to prove it, or show it, for yourself then draw a vector b on paper, and then another vector a. The projection of be to a will be a portion of a p = x*a, and the orthogonal leg will be (b - x*a). You know the vectors b and a, so solve for x*.

    Make sense? Also, look at the projection matrix to make sure the "dimensions" make sense. aa^T is a matrix, a^Ta is a scalar, and b is a vector.
    Last edited: Sep 20, 2007
  12. Sep 20, 2007 #11
    okay so i understand the fact that we have the same thing, but how do i proceed from there?
    drawing it on paper, i know that it is 0, but i cannot prove this algebraically still, i am still stuck in the same place
  13. Sep 20, 2007 #12
    So, were you able to prove that P^2 = P?

    Also, for part b you are right so far, and it can be summed up as
    0<=||v+tw||^2=<v+tw,v+tw>=||v||^2 + 2t<v,w> + t^2||w||^2

    ||v||^2 + 2t<v,w> + t^2||w||^2

    looks an awful lot like a parabola as a function of t.

    what if you say
    polynomial(t) = p(t) = ||v||^2 + 2t<v,w> + t^2||w||^2?

    Can you figure out t, you were given a pretty good hint?
    Last edited: Sep 20, 2007
  14. Sep 20, 2007 #13
    i'm not sure how to go from P to PP, how do i explain what i'm doing
    i really don't understand the projection matrix thing
    for (a) , i don't know how to solve it still, i just know that I am using the proj formula, and doing it twice, but why is that the same as proj^2 like you said, i don't really understand that.
  15. Sep 20, 2007 #14
    where did the c come from, and why did you get rid of the t^2 in front of the w but not in front of the v,w
  16. Sep 20, 2007 #15
    Whoops, sorry, the c should be a t, or the t should be a c. I'm used to constants as c and made a Freudian slip or something.

    So there are two parts to a. I will show you the first part for free. Do you want projection u to v, or v to u, sorry I don't remember how the notation goes? I'm doing u to v, so you can switch if you need. The result is the same.

    Proj_u(Proj_u v) = ...

    Let's do the part in the parentheses first

    [tex]\vec{p} = (Proj_u v) = \frac{vv^T}{v^T v} u[/tex]

    This part is just some vector p_vec, and we want to make a second projection onto that vector, so it is really:

    [tex]Proj_u( \vec{p}) = \frac{vv^T}{v^T v} \vec{p}[/tex]

    Put the two together

    [tex]Proj_u(Proj_u v) = \frac{vv^T}{v^T v} \frac{vv^T}{v^T v} u[/tex]

    Note that v^T v is a scalar, and can be moved or cancelled how you want.

    [tex]Proj_u(Proj_u v) = \frac{vv^Tvv^T}{v^T v v^T v} u = \frac{vv^T}{v^T v} u = (Proj_u v)[/tex]
    Last edited: Sep 20, 2007
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