Linear algebra concept
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.
Let
be an
semi-orthogonal matrix.
Tall matrix (sub-isometry)
[edit]Consider the
matrix whose columns are orthonormal:
Here, its columns are orthonormal. Therefore, it is semi-orthogonal, which is confirmed by:
Consider the
matrix whose rows are orthonormal:
Here, its rows are orthonormal. Therefore, it is semi-orthogonal, which is confirmed by:
The following
matrix has orthogonal, but not orthonormal, columns and is therefore not semi-orthogonal:
The calculation confirms this:
Preservation of Norm
[edit]If a matrix
is tall or square (
), its semi-orthogonality implies
. For any vector
,
preserves its norm:
If a matrix
is short (
), it preserves the norm of vectors in itsrow space.
Justification for Full Rank
[edit]If
, then the columns of
are linearly independent, so the rank of
must be
.If
, then the rows of
are linearly independent, so the rank of
must be
.In both cases, the matrix has full rank.
Singular Value Property
[edit]The statement is that a real matrix
is semi-orthogonal if and only if all of its non-zero singular values are 1.
- This follows directly from theSVD,
.
- (
) Assume
is semi-orthogonal. Then either
or
. The non-zero singular values of
are the square roots of the non-zero eigenvalues of both
and
. Since one of these "Gramian" matrices is anidentity matrix, its eigenvalues are all 1. Thus, the non-zero singular values of
must be 1.
- (
) Assume all non-zero singular values of
are 1. This forces the block of
containing the non-zero values to be an identity matrix. This structure ensures that either
(if
has full column rank) or
(if
has full row rank). Substituting this into the expressions for
or
respectively shows that one of them must simplify to an identity matrix, satisfying the definition of a semi-orthogonal matrix.