S    T
7
                                    #              $ W≠4X
                              xÕ y = 1    2   3   4 WU 3 V = 7 ≠ 8 + 9 ≠ 8 = 0.
                                                         X
                                                      ≠2
Example:
   5 6   Let 5 6
    1           2
x=     and y =    .
    2          ≠1
Now inner product between the vectors x and y is
xÕ y = 0
This means that vectors form a right angle.
            Right angle
Note: Vectors u and v are called orthonormal, if vectors are unit vectors (||u|| = ||v|| = 1) and vectors are
also orthogonal (i.e. inner product between the vectors is zero uÕ v = 0).
Example: Consider vectors
   5 6         5 6
    1            2
x=     and y =
    2           ≠1
Next we will form normalized vectors u and v.
Normalized vector of x is a vector in the same direction but with norm 1. Normalized vector is denoted as
      x
u=
    ||x||
                                                            S 1 T
                                                      5 6     Ô
                                              x     1 1
                                                          = U 25 V
                                                            W     X
                                         u=       =Ô
                                            ||x||    5 2      Ô
                                                                5
                                                        35
and normalized vector of y is called as v
                                                         S 2 T
                                                      5    6
                                                           Ô
                                           y     1   2
                                                       = U ≠15 V
                                                         W     X
                                      v=       =Ô
                                         ||y||    5 ≠1     Ô
                                                             5
Now vectors u and v are also orthogonal since uÕ v = 0. This is obvious since we noriced in a previous exmple
that vectors x and y are orthogonal and that normalization does not change direction. Since vectors u and v
are unit vectors and orthogonal they are orthonormal.
# R example of orthonormal vector
# Define vector x
x <- c(1,2)
# compute the length of the vector x
sqrt(x%*%x)
##          [,1]
## [1,] 2.236068
# Create normalized vector of x that is called as u
u <- x/sqrt(x%*%x)
## Warning in x/sqrt(x %*% x): Recycling array of length 1 in vector-array arithmetic is deprecated.
##   Use c() or as.vector() instead.
u
## [1] 0.4472136 0.8944272
# Define vector y
y <- c(2,-1)
# Create normalized vector of y that is called as v
v <- y/sqrt(y%*%y)
## Warning in y/sqrt(y %*% y): Recycling array of length 1 in vector-array arithmetic is deprecated.
##   Use c() or as.vector() instead.
v
## [1] 0.8944272 -0.4472136
# Vectors u and v are orthonormal if inner product between the vectors is zero.
u%*%v
##      [,1]
## [1,]    0
                                                     36
Note: The set of vectors {u1 , u2 , ..., up } is called orthogonal set of vectors if all possible pairs of vectors are
orthogonal. In other words
uiÕ uj = 0 ’ i ”= j.
Example: In this example we investigate if the set of vectors is orthogonal.
Consider the set of three vectors {u1 , u2 , u3 }, where
                                                      #                       $
                                                 u1T = 3             1       1 ,
                                                      #                        $
                                                 u2T = ≠1                2    1
and
                                                  #                               $
                                             u3T = ≠1/2              ≠2        7/2
We investigate if the vector pairs are orthogonal.
Are vectors u1 and u2 orthogonal?
u1T u2 = 3 · (≠1) + 1 · 2 + 1 · 1 = 0
Yes they are, since inner product between the vectors is zero.
Pair u1 and u3 is also orthogonal since
u1T u3 = 3 · (≠1/2) + 1 · (≠2) + 1 · 7/2 = 0.
and the vectors u2 and u3 are also orthogonal since
u2T u3 = ≠1 · (≠1/2) + 2 · (≠2) + 1 · 7/2 = 0.
We confirmed that all possible pairs of vectors are orthogonal so the set of vectors {u1 , u2 , u3 } is orthogonal.
Note: The set of vectors is orthonormal if the set of vectors is orthogonal and all vectors are unit vectors.
To be more precise the set of vectors {u1 , u2 , ..., up } is orthonormal if
                                                            ;
                                                                1,       if i = j
                                               uiT uj   =
                                                                0,       if i =
                                                                              ” j
                                                            37