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Linear Algebra, Theory And Applications, 2012a

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12.7. EXERCISES 301<br />

(√<br />

√ )<br />

2<br />

C ([0,π])? Now let V N =span<br />

π sin (x) , ··· , 2<br />

π sin (Nx) . For f ∈ C ([0,π]) find<br />

a formula for the vector in V N which is closest to f with respect to the norm determined<br />

from the above inner product. This is called the N th partial sum of the Fourier series<br />

of f. An important problem is to determine whether and in what way this Fourier<br />

series converges to the function f. The norm which comes from this inner product is<br />

sometimes called the mean square norm.<br />

14. Consider the subspace V ≡ ker (A) where<br />

⎛<br />

A =<br />

⎜<br />

⎝<br />

1 4 −1 −1<br />

2 1 2 3<br />

4 9 0 1<br />

5 6 3 4<br />

Find an orthonormal basis for V. Hint: You might first find a basis and then use the<br />

Gram Schmidt procedure.<br />

15. The Gram Schmidt process starts with a basis for a subspace {v 1 , ··· ,v n } and produces<br />

an orthonormal basis for the same subspace {u 1 , ··· ,u n } such that<br />

⎞<br />

⎟<br />

⎠<br />

span (v 1 , ··· ,v k ) = span (u 1 , ··· ,u k )<br />

for each k. Show that in the case of R m the QR factorization does the same thing.<br />

More specifically, if<br />

A = ( )<br />

v 1 ··· v n<br />

and if<br />

A = QR ≡ ( )<br />

q 1 ··· q n R<br />

then the vectors {q 1 , ··· , q n } is an orthonormal set of vectors and for each k,<br />

span (q 1 , ··· , q k ) = span (v 1 , ··· , v k )<br />

16. Verify the parallelogram identify for any inner product space,<br />

|x + y| 2 + |x − y| 2 =2|x| 2 +2|y| 2 .<br />

Why is it called the parallelogram identity?<br />

17. Let H be an inner product space and let K ⊆ H be a nonempty convex subset. This<br />

means that if k 1 ,k 2 ∈ K, then the line segment consisting of points of the form<br />

tk 1 +(1− t) k 2 for t ∈ [0, 1]<br />

is also contained in K. Suppose for each x ∈ H, there exists Px defined to be a point<br />

of K closest to x. Show that Px is unique so that P actually is a map. Hint: Suppose<br />

z 1 and z 2 both work as closest points. Consider the midpoint, (z 1 + z 2 ) /2 and use the<br />

parallelogram identity of Problem 16 in an auspicious manner.<br />

18. In the situation of Problem 17 suppose K is a closed convex subset and that H<br />

is complete. This means every Cauchy sequence converges. Recall from calculus a<br />

sequence {k n } is a Cauchy sequence if for every ε > 0 there exists N ε such that<br />

whenever m, n > N ε , it follows |k m − k n |

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