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高等代数教学辅导

5.3 标准正交基与Gram-Schmidt正交化过程

建设中!

练习 练习

基础题.

1.
判断下列向量组是否是正交向量组:
  1. \(\begin{pmatrix} -3 \\ 1 \\ 2 \end{pmatrix},\ \begin{pmatrix} 2 \\ 4 \\ 1 \end{pmatrix},\ \begin{pmatrix} 1 \\ -1 \\ 2 \end{pmatrix}\)
  2. \(\begin{pmatrix} 4 \\ 2 \\ -5 \end{pmatrix},\ \begin{pmatrix} -1 \\ 2 \\ 0 \end{pmatrix},\ \begin{pmatrix} 2 \\ 1 \\ 2 \end{pmatrix}\)
  3. \(\begin{pmatrix} 3 \\ 1 \\ -1 \end{pmatrix},\ \begin{pmatrix} -1 \\ 2 \\ 1 \end{pmatrix},\ \begin{pmatrix} 2 \\ -2 \\ 4 \end{pmatrix}\)
  4. \(\begin{pmatrix} 2 \\ 3 \\ -1 \\ 4 \end{pmatrix},\ \begin{pmatrix} -2 \\ 1 \\ -1 \\ 0 \end{pmatrix},\ \begin{pmatrix} -4 \\ -6 \\ 2 \\ 7 \end{pmatrix}\)
  5. \(\begin{pmatrix} 1 \\ 0 \\ -1 \\ 1 \end{pmatrix},\ \begin{pmatrix} -1 \\ 0 \\ 1 \\ 2 \end{pmatrix},\ \begin{pmatrix} 1 \\ 1 \\ 1 \\ 0 \end{pmatrix},\ \begin{pmatrix} 0 \\ -1 \\ 1 \\ 1 \end{pmatrix}\)
解答.
  1. 是;
  2. 是;
  3. 否;
  4. 是;
  5. 否。
2.
验证下述向量组中的\(v_1,v_2,v_3\)构成一组标准正交基,并将\(w\)表示为\(v_1,v_2,v_3\)的线性组合。
  1. \({v}_{1} = \begin{pmatrix} \frac{\sqrt{2}}{2} \\ 0 \\ -\frac{\sqrt{2}}{2} \end{pmatrix},\ {v}_{2} = \begin{pmatrix} \frac{\sqrt{6}}{6} \\ \frac{\sqrt{6}}{3} \\ \frac{\sqrt{6}}{6} \end{pmatrix},\ {v}_{3} = \begin{pmatrix} \frac{\sqrt{3}}{3} \\ -\frac{\sqrt{3}}{3} \\ \frac{\sqrt{3}}{3} \end{pmatrix},\ {w} = \begin{pmatrix} 1 \\ 1 \\ 1 \end{pmatrix}\)
  2. \({v}_{1} = \begin{pmatrix} \frac{\sqrt{3}}{3} \\ \frac{\sqrt{3}}{3} \\ \frac{\sqrt{3}}{3} \end{pmatrix},\ {v}_{2} = \begin{pmatrix} \frac{\sqrt{2}}{2} \\ -\frac{\sqrt{2}}{2} \\ 0 \end{pmatrix},\ {v}_{3} = \begin{pmatrix} \frac{\sqrt{6}}{6} \\ \frac{\sqrt{6}}{6} \\ -\frac{\sqrt{6}}{3} \end{pmatrix},\ {w} = \begin{pmatrix} 1 \\ 2 \\ 3 \end{pmatrix}\)
解答.
  1. \(A=(v_1,v_2,v_3)\),则\(A^TA=E_3\),故\(v_1,v_2,v_3\)\(\mathbb{R}^3\)的一组标准正交基。由于 \(w\cdot v_1=0,\ w\cdot v_2=\frac{2\sqrt{6}}{3},\ w\cdot v_3=\frac{\sqrt{3}}{3}\),所以
    \begin{equation*} \begin{array}{ll} w & =(w\cdot v_1)v_1+(w\cdot v_2)v_2+(w\cdot v_3)v_3\\ & =\frac{2\sqrt{6}}{3}v_2+\frac{\sqrt{3}}{3}v_3. \end{array} \end{equation*}
  2. \(A=(v_1,v_2,v_3)\),则\(A^TA=E_3\),故\(v_1,v_2,v_3\)\(\mathbb{R}^3\)的一组标准正交基。由于 \(w\cdot v_1=2\sqrt{3},\ w\cdot v_2=\frac{\sqrt{2}}{2},\ w\cdot v_3=-\frac{\sqrt{6}}{2}\),所以
    \begin{equation*} \begin{array}{ll} w & =(w\cdot v_1)v_1+(w\cdot v_2)v_2+(w\cdot v_3)v_3\\ & =2\sqrt{3}v_1+\frac{\sqrt{2}}{2}v_2-\frac{\sqrt{6}}{2}v_3. \end{array} \end{equation*}

提高题.

3.
在标准内积空间\(\mathbb{R}^4\)中,求与向量组
\begin{equation*} \alpha_1=(1,2,2,-1)^T,\alpha_2=(1,1,-5,3)^T,\alpha_3=(3,2,8,-7)^T \end{equation*}
等价的一个标准正交向量组。
解答.
先正交化,令
\begin{equation*} \begin{array}{ccl} \beta_1&=&\alpha_1=(1,2,2,-1)^T,\\ \beta_2&=&\alpha_2-\frac{\alpha_2\cdot\beta_1}{\beta_1\cdot\beta_1}\beta_1\\ &=&(1,1,-5,3)^T-\frac{-10}{10}(1,2,2,-1)^T\\ &=&(2,3,-3,2)^T,\\ \beta_3&=&\alpha_3-\frac{\alpha_3\cdot\beta_1}{\beta_1\cdot\beta_1}\beta_1-\frac{\alpha_3\cdot\beta_2}{\beta_2\cdot\beta_2}\beta_2\\ &=&(3,2,8,-7)^T-\frac{30}{10}(1,2,2,-1)^T-\frac{-26}{26}(2,3,-3,2)^T\\ &=&(2,-1,-1,-2)^T, \end{array} \end{equation*}
再单位化,令
\begin{equation*} \gamma_1=\frac{1}{\|\beta_1\|}\beta_1=\frac{1}{\sqrt{10}}(1,2,2,-1)^T, \end{equation*}
\begin{equation*} \gamma_2=\frac{1}{\|\beta_2\|}\beta_2=\frac{1}{\sqrt{26}}(2,3,-3,2)^T, \end{equation*}
\begin{equation*} \gamma_3=\frac{1}{\|\beta_3\|}\beta_3=\frac{1}{\sqrt{10}}(2,-1,-1,-2)^T, \end{equation*}
得与向量组\(\alpha_1,\alpha_2,\alpha_3\)等价的标准正交向量组\(\gamma_1,\gamma_2,\gamma_3\)
4.
\(A\)是一个列满秩矩阵。若在\(A\)的QR分解中进一步要求\(R\)的对角线元素均为正数,则\(R\)称为\(A\)标准QR分解。证明:\(A\)的标准QR分解是唯一的。
解答.
\(A=Q_1R_1\)\(A=Q_2R_2\),其中\(Q_1^TQ_1=Q_2^TQ_2=E_n\)\(R_1,R_2\)是对角线元素均为正数的上三角矩阵,则\(R_1,R_2\)均可逆。将\(Q_1R_1=Q_2R_2\)两边同时左乘\(Q_1^T\),右乘 \(R_2^{-1}\)
\begin{equation*} Q_1^TQ_2=R_1R_2^{-1}, \end{equation*}
\(Q_1R_1=Q_2R_2\)两边同时左乘\(Q_2^T\),右乘 \(R_1^{-1}\)
\begin{equation*} Q_2^TQ_1=R_2R_1^{-1}. \end{equation*}
由于\(\left(Q_2^TQ_1\right)^T=Q_1^TQ_2\)\(\left(Q_2^TQ_1\right)^T=\left(R_2R_1^{-1}\right)^T\)是下三角矩阵,而\(Q_1^TQ_2^T=R_1R_2^{-1}\)是上三角矩阵,所以\(Q_1^TQ_2\)是对角矩阵。设
\begin{equation*} Q_1^TQ_2=R_1R_2^{-1}={\rm diag}(c_1,\dots,c_n), \end{equation*}
\(R_1,R_2\)对角线元素均为正数可知\(c_1,\dots ,c_n\)均大于\(0\)。由于
\begin{equation*} R_2R_1^{-1}=\left(R_1R_2^{-1}\right)^{-1}={\rm diag}(c_1^{-1},\dots,c_n^{-1}), \end{equation*}
\begin{equation*} R_2R_1^{-1}=Q_2^TQ_1=\left(Q_1^TQ_2\right)^T={\rm diag}(c_1,\dots,c_n), \end{equation*}
所以
\begin{equation*} c_k^{-1}=c_k,\ k=1,\dots ,n. \end{equation*}
\(c_1,\dots ,c_n\)均为正实数知\(c_1=\cdots=c_n=1\),因此 \(R_1R_2^{-1}=E_n\),从而\(R_1=R_2\),进而 \(Q_1=Q_2R_2R_1^{-1}=Q_2\)
5.
\(A=\begin{pmatrix} 1&1&0\\1&0&1\\-1&0&0 \end{pmatrix}\),求\(A\)的标准QR分解。
解答.
\(A\)列分块,设\(A=(\alpha_1,\alpha_2,\alpha_3)\),其中
\begin{equation*} \alpha_1=(1,1,-1)^T,\alpha_2=(1,0,0)^T,\alpha_3=(0,1,0)^T. \end{equation*}
先正交化,令
\begin{equation*} \begin{array}{l} \beta_1=\alpha_1=(1,1,-1)^T,\\ \beta_2=\alpha_2-\frac{\alpha_2\cdot\beta_1}{\beta_1\cdot\beta_1}\beta_1=\alpha_2-\frac{1}{3}\beta_1=(\frac{2}{3},-\frac{1}{3},\frac{1}{3})^T,\\ \beta_3=\alpha_3-\frac{\alpha_3\cdot\beta_1}{\beta_1\cdot\beta_1}\beta_1-\frac{\alpha_3\cdot\beta_2}{\beta_2\cdot\beta_2}\beta_2=\alpha_3-\frac{1}{3}\beta_1+\frac{1}{2}\beta_2=(0,\frac{1}{2},\frac{1}{2})^T, \end{array} \end{equation*}
再单位化,得
\begin{equation*} \begin{array}{c}\gamma_1=\frac{1}{\|\beta_1\|}\beta_1=\frac{\sqrt{3}}{3}\beta_1=(\frac{\sqrt{3}}{3},\frac{\sqrt{3}}{3},-\frac{\sqrt{3}}{3})^T,\\ \gamma_2=\frac{1}{\|\beta_2\|}\beta_2=\frac{\sqrt{6}}{2}\beta_2=(\frac{\sqrt{6}}{3},-\frac{\sqrt{6}}{6},\frac{\sqrt{6}}{6})^T,\\ \gamma_3=\frac{1}{\|\beta_3\|}\beta_3=\sqrt{2}\beta_3=(0,\frac{\sqrt{2}}{2},\frac{\sqrt{2}}{2})^T, \end{array} \end{equation*}
\(\gamma_1,\gamma_2,\gamma_3\)\(\mathbb{R}^3\)的一个标准正交基。令
\begin{equation*} Q=(\gamma_1,\gamma_2,\gamma_3)=\begin{pmatrix} \frac{\sqrt{3}}{3}&\frac{\sqrt{6}}{3}&0\\ \frac{\sqrt{3}}{3}&-\frac{\sqrt{6}}{6}&\frac{\sqrt{2}}{2}\\ -\frac{\sqrt{3}}{3}&\frac{\sqrt{6}}{6}&\frac{\sqrt{2}}{2} \end{pmatrix}, \end{equation*}
\(Q^TQ=E_3\)。注意到
\begin{equation*} \begin{array}{l} \alpha_1=\beta_1=\sqrt{3}\gamma_1,\\ \alpha_2=\frac{1}{3}\beta_1+\beta_2=\frac{\sqrt{3}}{3}\gamma_1+\frac{\sqrt{6}}{3}\gamma_2,\\ \alpha_3=\frac{1}{3}\beta_1-\frac{1}{2}\beta_2+\beta_3=\frac{\sqrt{3}}{3}\gamma_1-\frac{\sqrt{6}}{6}\gamma_2+\frac{\sqrt{2}}{2}\gamma_3, \end{array} \end{equation*}
所以\(A=QR\),其中
\begin{equation*} R=\begin{pmatrix} \sqrt{3}&\frac{\sqrt{3}}{3}&\frac{\sqrt{3}}{3}\\ 0&\frac{\sqrt{6}}{3}&-\frac{\sqrt{6}}{6}\\ 0&0&\frac{\sqrt{2}}{2} \end{pmatrix}. \end{equation*}

挑战题.

6.
\(V\)是欧式空间\(\R^n\)的子空间,\(P\)是一个\(n\)阶方阵。求证:若\(P\)满足
\begin{equation*} P\alpha = {\rm Proj}_V(\alpha), \ \forall \alpha\in \R^n, \end{equation*}
\(P\)是正交投影矩阵,且\(V = {\rm Im}P\)