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Orthogonal complement

From Wikipedia, the free encyclopedia
Concept in linear algebra

In themathematical fields oflinear algebra andfunctional analysis, theorthogonal complement of asubspaceW{\displaystyle W} of avector spaceV{\displaystyle V} equipped with abilinear formB{\displaystyle B} is the setW{\displaystyle W^{\perp }} of all vectors inV{\displaystyle V} that areorthogonal to every vector inW{\displaystyle W}. Informally, it is called theperp, short forperpendicular complement. It is a subspace ofV{\displaystyle V}.

Example

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LetV=(R5,,){\displaystyle V=(\mathbb {R} ^{5},\langle \cdot ,\cdot \rangle )} be the vector space equipped with the usualdot product,{\displaystyle \langle \cdot ,\cdot \rangle } (thus making it aninner product space), and letW={uV:Ax=u, xR2},{\displaystyle W=\{\mathbf {u} \in V:\mathbf {A} x=\mathbf {u} ,\ x\in \mathbb {R} ^{2}\},} withA=(1001263953).{\displaystyle \mathbf {A} ={\begin{pmatrix}1&0\\0&1\\2&6\\3&9\\5&3\\\end{pmatrix}}.}then its orthogonal complementW={vV:u,v=0   uW}{\displaystyle W^{\perp }=\{\mathbf {v} \in V:\langle \mathbf {u} ,\mathbf {v} \rangle =0\ \ \forall \ \mathbf {u} \in W\}} can also be defined asW={vV:A~y=v, yR3},{\displaystyle W^{\perp }=\{\mathbf {v} \in V:\mathbf {\tilde {A}} y=\mathbf {v} ,\ y\in \mathbb {R} ^{3}\},} beingA~=(235693100010001).{\displaystyle \mathbf {\tilde {A}} ={\begin{pmatrix}-2&-3&-5\\-6&-9&-3\\1&0&0\\0&1&0\\0&0&1\end{pmatrix}}.}

The fact that everycolumn vector inA{\displaystyle \mathbf {A} } is orthogonal to every column vector inA~{\displaystyle \mathbf {\tilde {A}} } can be checked by direct computation. The fact that the spans of these vectors are orthogonal then follows by bilinearity of the dot product. Finally, the fact that these spaces are orthogonal complements follows from the dimension relationships given below.

General bilinear forms

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LetV{\displaystyle V} be a vector space over afieldF{\displaystyle \mathbb {F} } equipped with abilinear formB.{\displaystyle B.} We defineu{\displaystyle \mathbf {u} } to be left-orthogonal tov{\displaystyle \mathbf {v} }, andv{\displaystyle \mathbf {v} } to be right-orthogonal tou{\displaystyle \mathbf {u} }, whenB(u,v)=0.{\displaystyle B(\mathbf {u} ,\mathbf {v} )=0.} For a subsetW{\displaystyle W} ofV,{\displaystyle V,} define the left-orthogonal complementW{\displaystyle W^{\perp }} to beW={xV:B(x,y)=0   yW}.{\displaystyle W^{\perp }=\left\{\mathbf {x} \in V:B(\mathbf {x} ,\mathbf {y} )=0\ \ \forall \ \mathbf {y} \in W\right\}.}

There is a corresponding definition of the right-orthogonal complement. For areflexive bilinear form, whereB(u,v)=0B(v,u)=0   u,vV{\displaystyle B(\mathbf {u} ,\mathbf {v} )=0\implies B(\mathbf {v} ,\mathbf {u} )=0\ \ \forall \ \mathbf {u} ,\mathbf {v} \in V}, the left and right complements coincide. This will be the case ifB{\displaystyle B} is asymmetric or analternating form.

The definition extends to a bilinear form on afree module over acommutative ring, and to asesquilinear form extended to include any free module over a commutative ring withconjugation.[1]

Properties

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Inner product spaces

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See also:Orthogonal projection

This section considers orthogonal complements in aninner product spaceH{\displaystyle H}.[2]

Two vectorsx{\displaystyle \mathbf {x} } andy{\displaystyle \mathbf {y} } are calledorthogonal ifx,y=0{\displaystyle \langle \mathbf {x} ,\mathbf {y} \rangle =0}, which happensif and only ifxx+sy {\displaystyle \|\mathbf {x} \|\leq \|\mathbf {x} +s\mathbf {y} \|\ \forall } scalarss{\displaystyle s}.[3]

IfC{\displaystyle C} is any subset of an inner product spaceH{\displaystyle H} then itsorthogonal complement inH{\displaystyle H} is the vector subspaceC:={xH:x,c=0   cC}={xH:c,x=0   cC}{\displaystyle {\begin{aligned}C^{\perp }:&=\{\mathbf {x} \in H:\langle \mathbf {x} ,\mathbf {c} \rangle =0\ \ \forall \ \mathbf {c} \in C\}\\&=\{\mathbf {x} \in H:\langle \mathbf {c} ,\mathbf {x} \rangle =0\ \ \forall \ \mathbf {c} \in C\}\end{aligned}}}which is always aclosed subset (hence, a closed vector subspace) ofH{\displaystyle H}[3][proof 1] that satisfies:

IfC{\displaystyle C} is a vector subspace of an inner product spaceH{\displaystyle H} thenC={xH:xx+c   cC}.{\displaystyle C^{\bot }=\left\{\mathbf {x} \in H:\|\mathbf {x} \|\leq \|\mathbf {x} +\mathbf {c} \|\ \ \forall \ \mathbf {c} \in C\right\}.} IfC{\displaystyle C} is a closed vector subspace of a Hilbert spaceH{\displaystyle H} then[3]H=CC and (C)=C{\displaystyle H=C\oplus C^{\bot }\qquad {\text{ and }}\qquad \left(C^{\bot }\right)^{\bot }=C}whereH=CC{\displaystyle H=C\oplus C^{\bot }} is called theorthogonal decomposition ofH{\displaystyle H} intoC{\displaystyle C} andC{\displaystyle C^{\bot }} and it indicates thatC{\displaystyle C} is acomplemented subspace ofH{\displaystyle H} with complementC.{\displaystyle C^{\bot }.}

Properties

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The orthogonal complement is always closed in themetric topology. In finite-dimensional spaces, that is merely an instance of the fact that all subspaces of a vector space are closed. In infinite-dimensionalHilbert spaces, some subspaces are not closed, but all orthogonal complements are closed. IfW{\displaystyle W} is a vector subspace of aHilbert space the orthogonal complement of the orthogonal complement ofW{\displaystyle W} is theclosure ofW,{\displaystyle W,} that is,(W)=W¯.{\displaystyle \left(W^{\bot }\right)^{\bot }={\overline {W}}.}

Some other useful properties that always hold are the following. LetH{\displaystyle H} be a Hilbert space and letX{\displaystyle X} andY{\displaystyle Y} be linear subspaces. Then:

The orthogonal complement generalizes to theannihilator, and gives aGalois connection on subsets of the inner product space, with associatedclosure operator the topological closure of the span.

Finite dimensions

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For a finite-dimensional inner product space of dimensionn{\displaystyle n}, the orthogonal complement of ak{\displaystyle k}-dimensional subspace is an(nk){\displaystyle (n-k)}-dimensional subspace, and the double orthogonal complement is the original subspace:(W)=W.{\displaystyle \left(W^{\bot }\right)^{\bot }=W.}

IfAMmn{\displaystyle \mathbf {A} \in \mathbb {M} _{mn}}, whereR(A){\displaystyle {\mathcal {R}}(\mathbf {A} )},C(A){\displaystyle {\mathcal {C}}(\mathbf {A} )}, andN(A){\displaystyle {\mathcal {N}}(\mathbf {A} )} refer to therow space,column space, andnull space ofA{\displaystyle \mathbf {A} } (respectively), then[4](R(A))=N(A) and (C(A))=N(AT).{\displaystyle \left({\mathcal {R}}(\mathbf {A} )\right)^{\bot }={\mathcal {N}}(\mathbf {A} )\qquad {\text{ and }}\qquad \left({\mathcal {C}}(\mathbf {A} )\right)^{\bot }={\mathcal {N}}(\mathbf {A} ^{\operatorname {T} }).}

Banach spaces

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There is a natural analog of this notion in generalBanach spaces. In this case one defines the orthogonal complement ofW{\displaystyle W} to be a subspace of thedual ofV{\displaystyle V} defined similarly as theannihilatorW={xV:yW,x(y)=0}.{\displaystyle W^{\bot }=\left\{x\in V^{*}:\forall y\in W,x(y)=0\right\}.}

It is always a closed subspace ofV{\displaystyle V^{*}}. There is also an analog of the double complement property.W⊥⊥{\displaystyle W^{\perp \perp }} is now a subspace ofV{\displaystyle V^{**}}(which is not identical toV{\displaystyle V}). However, thereflexive spaces have anaturalisomorphismi{\displaystyle i} betweenV{\displaystyle V} andV{\displaystyle V^{**}}. In this case we haveiW¯=W⊥⊥.{\displaystyle i{\overline {W}}=W^{\perp \perp }.}

This is a rather straightforward consequence of theHahn–Banach theorem.

Applications

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Inspecial relativity the orthogonal complement is used to determine thesimultaneous hyperplane at a point of aworld line. The bilinear formη{\displaystyle \eta } used inMinkowski space determines apseudo-Euclidean space of events.[5] The origin and all events on thelight cone are self-orthogonal. When atime event and aspace event evaluate to zero under the bilinear form, then they arehyperbolic-orthogonal. This terminology stems from the use ofconjugate hyperbolas in the pseudo-Euclidean plane:conjugate diameters of these hyperbolas are hyperbolic-orthogonal.

See also

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Notes

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  1. ^IfC={\displaystyle C=\varnothing } thenC=H,{\displaystyle C^{\bot }=H,} which is closed inH{\displaystyle H} so assumeC.{\displaystyle C\neq \varnothing .} LetP:=cCF{\textstyle P:=\prod _{c\in C}\mathbb {F} } whereF{\displaystyle \mathbb {F} } is the underlying scalar field ofH{\displaystyle H} and defineL:HP{\displaystyle L:H\to P} byL(h):=(h,c)cC,{\displaystyle L(h):=\left(\langle h,c\rangle \right)_{c\in C},} which is continuous because this is true of each of its coordinateshh,c.{\displaystyle h\mapsto \langle h,c\rangle .} ThenC=L1(0)=L1({0}){\displaystyle C^{\bot }=L^{-1}(0)=L^{-1}\left(\{0\}\right)} is closed inH{\displaystyle H} because{0}{\displaystyle \{0\}} is closed inP{\displaystyle P} andL:HP{\displaystyle L:H\to P} is continuous. If,{\displaystyle \langle \,\cdot \,,\,\cdot \,\rangle } is linear in its first (respectively, its second) coordinate thenL:HP{\displaystyle L:H\to P} is alinear map (resp. anantilinear map); either way, its kernelkerL=L1(0)=C{\displaystyle \operatorname {ker} L=L^{-1}(0)=C^{\bot }} is a vector subspace ofH.{\displaystyle H.}Q.E.D.

References

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  1. ^Adkins & Weintraub (1992) p.359
  2. ^Adkins & Weintraub (1992) p.272
  3. ^abcRudin 1991, pp. 306–312.
  4. ^"Orthogonal Complement"
  5. ^G. D. Birkhoff (1923)Relativity and Modern Physics, pages 62,63,Harvard University Press

Bibliography

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