Today we will continue our review of linear algebra. Hopefully you have brushed up on the set notations over the weekends.
Let be a vector space, and be a subspace. The quotient space is the following vector space:
Motivation: why we care about quotient space? What's the meaning of the subspace? When we quotient something out, we are defining some equivalence relation, and we are ignoring some differences. In the quotient vector space case, suppose we want to identify the vectors in space as , we say two points are equivalent, if their difference is in .
A basis in is a collection of vectors, such that they are maximally linearly independent.
Given a basis, we can express all other vectors using linear combination of the basis. The coefficiients in the linear combination are called coordinates.
An inner product on a vector space is a function , such that
You may be very familiar with the notion of , equipped with a (default) Euclidean inner product. But in general, for a vector space , the inner product is something that you give it afterwards.
A nice basis for vector space with inner product is called an orthonormal basis. , such that .
If is a vector space with an inner product, and is a subspace, then we can define some projection it satisfies that
Let be the points that . Find a basis in , and write the vector in that basis.
Let , let be the map of forgetting coordinate . Is this an isomorphism? What's the inverse?
Let as above, and be the line generated by vector . Let be the orthogonal projection, sending to the closest point on . Is this a linear map? How do you show it? What's the kernel? Let be the orthogonal projection. Is it a linear map? What's the relatino between and ?