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Semi-orthogonal matrix

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Inlinear algebra, asemi-orthogonal matrix is a non-squarematrix withreal entries where: if the number of columns exceeds the number of rows, then the rows areorthonormal vectors; but if the number of rows exceeds the number of columns, then the columns are orthonormal vectors.


Properties

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LetA{\displaystyle A} be anm×n{\displaystyle m\times n} semi-orthogonal matrix.


Examples

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Tall matrix (sub-isometry)

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Consider the3×2{\displaystyle 3\times 2} matrix whose columns are orthonormal:A=(100100){\displaystyle A={\begin{pmatrix}1&0\\0&1\\0&0\end{pmatrix}}}Here, its columns are orthonormal. Therefore, it is semi-orthogonal, which is confirmed by:ATA=(100010)(100100)=(1001)=I2{\displaystyle A^{T}A={\begin{pmatrix}1&0&0\\0&1&0\end{pmatrix}}{\begin{pmatrix}1&0\\0&1\\0&0\end{pmatrix}}={\begin{pmatrix}1&0\\0&1\end{pmatrix}}=I_{2}}

Short matrix

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Consider the2×3{\displaystyle 2\times 3} matrix whose rows are orthonormal:B=(100010){\displaystyle B={\begin{pmatrix}1&0&0\\0&1&0\end{pmatrix}}}Here, its rows are orthonormal. Therefore, it is semi-orthogonal, which is confirmed by:BBT=(100010)(100100)=(1001)=I2{\displaystyle BB^{T}={\begin{pmatrix}1&0&0\\0&1&0\end{pmatrix}}{\begin{pmatrix}1&0\\0&1\\0&0\end{pmatrix}}={\begin{pmatrix}1&0\\0&1\end{pmatrix}}=I_{2}}

Non-example

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The following3×2{\displaystyle 3\times 2} matrix has orthogonal, but not orthonormal, columns and is therefore not semi-orthogonal:C=(200100){\displaystyle C={\begin{pmatrix}2&0\\0&1\\0&0\end{pmatrix}}}The calculation confirms this:CTC=(200010)(200100)=(4001)I2{\displaystyle C^{T}C={\begin{pmatrix}2&0&0\\0&1&0\end{pmatrix}}{\begin{pmatrix}2&0\\0&1\\0&0\end{pmatrix}}={\begin{pmatrix}4&0\\0&1\end{pmatrix}}\neq I_{2}}

Proofs

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Preservation of Norm

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If a matrixA{\displaystyle A} is tall or square (mn{\displaystyle m\geq n}), its semi-orthogonality impliesATA=In{\displaystyle A^{T}A=I_{n}}. For any vectorxRn{\displaystyle x\in \mathbb {R} ^{n}},A{\displaystyle A} preserves its norm:Ax22=(Ax)T(Ax)=xTATAx=xTInx=x22{\displaystyle \|Ax\|_{2}^{2}=(Ax)^{T}(Ax)=x^{T}A^{T}Ax=x^{T}I_{n}x=\|x\|_{2}^{2}}If a matrixA{\displaystyle A} is short (m<n{\displaystyle m<n}), it preserves the norm of vectors in itsrow space.

Justification for Full Rank

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IfATA=In{\displaystyle A^{T}A=I_{n}}, then the columns ofA{\displaystyle A} are linearly independent, so the rank ofA{\displaystyle A} must ben{\displaystyle n}.IfAAT=Im{\displaystyle AA^{T}=I_{m}}, then the rows ofA{\displaystyle A} are linearly independent, so the rank ofA{\displaystyle A} must bem{\displaystyle m}.In both cases, the matrix has full rank.

Singular Value Property

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The statement is that a real matrixA{\displaystyle A} is semi-orthogonal if and only if all of its non-zero singular values are 1.

This follows directly from theSVD,A=UΣVT{\displaystyle A=U\Sigma V^{T}}.
({\displaystyle \implies }) AssumeA{\displaystyle A} is semi-orthogonal. Then eitherATA=I{\displaystyle A^{T}A=I} orAAT=I{\displaystyle AA^{T}=I}. The non-zero singular values ofA{\displaystyle A} are the square roots of the non-zero eigenvalues of bothATA{\displaystyle A^{T}A} andAAT{\displaystyle AA^{T}}. Since one of these "Gramian" matrices is anidentity matrix, its eigenvalues are all 1. Thus, the non-zero singular values ofA{\displaystyle A} must be 1.
({\displaystyle \Leftarrow }) Assume all non-zero singular values ofA{\displaystyle A} are 1. This forces the block ofΣ{\displaystyle \Sigma } containing the non-zero values to be an identity matrix. This structure ensures that eitherΣTΣ=In{\displaystyle \Sigma ^{T}\Sigma =I_{n}} (ifA{\displaystyle A} has full column rank) orΣΣT=Im{\displaystyle \Sigma \Sigma ^{T}=I_{m}} (ifA{\displaystyle A} has full row rank). Substituting this into the expressions forATA=V(ΣTΣ)VT{\displaystyle A^{T}A=V(\Sigma ^{T}\Sigma )V^{T}} orAAT=U(ΣΣT)UT{\displaystyle AA^{T}=U(\Sigma \Sigma ^{T})U^{T}} respectively shows that one of them must simplify to an identity matrix, satisfying the definition of a semi-orthogonal matrix.

References

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  1. ^Abadir, K.M., Magnus, J.R. (2005). Matrix Algebra. Cambridge University Press.
  2. ^Zhang, Xian-Da. (2017). Matrix analysis and applications. Cambridge University Press.
  3. ^Povey, Daniel, et al. (2018)."Semi-Orthogonal Low-Rank Matrix Factorization for Deep Neural Networks." Interspeech.


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