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Module 4/Gram-Schmidt & Orthogonal Maps

Orthogonal Maps & Orthogonal Matrices

Orthogonal maps are the linear transformations of Rn\mathbb{R}^n that preserve the inner product: ⟨f(u),f(v)⟩=⟨u,v⟩\langle f(\mathbf u),f(\mathbf v)\rangle=\langle \mathbf u,\mathbf v\rangle. This lesson shows why that single condition is the same as preserving length (Theorem 8.17) and angle (Corollary 8.2), why it is equivalent to sending the standard basis to an orthonormal basis (Theorem 8.18), and how it becomes the matrix criterion ATA=IA^{T}A=I, equivalently A−1=ATA^{-1}=A^{T} with orthonormal columns (Theorems 8.19, 8.21). Rotations and reflections are the 2×22\times 2 picture, and every orthogonal matrix has det⁡=±1\det=\pm 1 (Corollary 8.3).

Before you start — give these a try

Attempting first primes your brain for the lesson — even if you miss. Nothing is graded or saved; it's just a warm-up.

Let A=[0.6−0.80.80.6]A=\begin{bmatrix}0.6&-0.8\\0.8&0.6\end{bmatrix}, which is orthogonal. Give its inverse A−1A^{-1} (entries as decimals).

The coordinate-swap matrix A=[0110]A=\begin{bmatrix}0&1\\1&0\end{bmatrix} is orthogonal. What is det⁡A\det A?

What you’ll be able to do

  • State Definition 8.10: a linear map f:Rn→Rnf:\mathbb{R}^n\to\mathbb{R}^n is orthogonal when ⟨f(u),f(v)⟩=⟨u,v⟩\langle f(\mathbf u),f(\mathbf v)\rangle=\langle \mathbf u,\mathbf v\rangle for all u,v\mathbf u,\mathbf v, and recognise its matrix (relative to an orthonormal basis) as an orthogonal matrix.
  • Use Theorem 8.17 to show orthogonal maps are exactly the length-preserving maps (∥f(x)∥=∥x∥\lVert f(\mathbf x)\rVert=\lVert \mathbf x\rVert), and Corollary 8.2 to conclude they also preserve angles.
  • Apply Theorem 8.18 and Theorem 8.19: a map is orthogonal iff f(e1),…,f(en)f(\mathbf e_1),\dots,f(\mathbf e_n) form an orthonormal basis, equivalently iff the columns of its matrix are orthonormal.
  • Test whether a given matrix is orthogonal using the criterion ATA=IA^{T}A=I (Theorem 8.21), and read off its inverse as A−1=ATA^{-1}=A^{T}.
  • Explain why every orthogonal matrix has det⁡A=±1\det A=\pm 1 (Corollary 8.3), and classify the 2×22\times 2 cases as rotations (det⁡=+1\det=+1) and reflections (det⁡=−1\det=-1).

In your course

· MATH2015 · Linear Algebra & Probability
§8.6 Orthogonal maps
  • Definition 8.10Orthogonal map
    A linear map f:Rn→Rnf:\mathbb{R}^n\to\mathbb{R}^n is orthogonal if ⟨f(u),f(v)⟩=⟨u,v⟩\langle f(\mathbf u),f(\mathbf v)\rangle=\langle\mathbf u,\mathbf v\rangle for all u,v∈Rn\mathbf u,\mathbf v\in\mathbb{R}^n; its matrix relative to an orthonormal basis is an orthogonal matrix.
  • Theorem 8.17Orthogonal ⟺ norm-preserving
    ff is orthogonal iff ∥f(x)∥=∥x∥\lVert f(\mathbf x)\rVert=\lVert\mathbf x\rVert for all x∈Rn\mathbf x\in\mathbb{R}^n.
  • Corollary 8.2Orthogonal maps are angle-preserving
    If ff is orthogonal then ∠(f(x),f(y))=∠(x,y)\angle(f(\mathbf x),f(\mathbf y))=\angle(\mathbf x,\mathbf y) for all x,y\mathbf x,\mathbf y.
  • Theorem 8.18Orthogonal ⟺ orthonormal images of the standard basis
    ff is orthogonal iff f(e1),…,f(en)f(\mathbf e_1),\dots,f(\mathbf e_n) form an orthonormal basis of Rn\mathbb{R}^n.
  • Theorem 8.19Orthogonal matrix ⟺ orthonormal columns
    An n×nn\times n matrix is orthogonal iff its columns form an orthonormal basis of Rn\mathbb{R}^n.
  • Theorem 8.20Products and inverses of orthogonal matrices
    If A,BA,B are orthogonal n×nn\times n matrices then ABAB is orthogonal, and A−1A^{-1} is orthogonal.
  • Theorem 8.21Orthogonality criterion AᵀA = I
    An n×nn\times n matrix AA is orthogonal iff ATA=IA^{T}A=I, equivalently iff A−1=ATA^{-1}=A^{T}.
  • Corollary 8.3Orthogonal ⟹ det = ±1
    Every orthogonal matrix satisfies det⁡A=±1\det A=\pm1.
  • Example 8.9Rotations are orthogonal
    Rθ=[cos⁡θ−sin⁡θsin⁡θcos⁡θ]R_\theta=\begin{bmatrix}\cos\theta&-\sin\theta\\\sin\theta&\cos\theta\end{bmatrix} is orthogonal for every θ\theta, with det⁡Rθ=+1\det R_\theta=+1.
  • Remarks 8.7–8.9Terminology, the orthogonal group O(n)O(n) and SO(n)SO(n), and the list of equivalent characterizations
Terminology caution (Remark 8.7): a square matrix is called 'orthogonal' when its columns are orthonormal (not merely orthogonal); an orthogonal projection onto a proper subspace is not itself an orthogonal map.
1

Orthogonal maps preserve the inner product

In geometry we care about transformations that keep lengths and angles intact. A linear map f:Rn→Rnf:\mathbb{R}^n\to\mathbb{R}^n is orthogonal when it preserves the inner product: ⟨f(u),f(v)⟩=⟨u,v⟩for all u,v∈Rn\langle f(\mathbf u),f(\mathbf v)\rangle=\langle \mathbf u,\mathbf v\rangle\quad\text{for all }\mathbf u,\mathbf v\in\mathbb{R}^n (Definition 8.10). On Rn\mathbb{R}^n with the dot product this reads f(u)⋅f(v)=u⋅vf(\mathbf u)\cdot f(\mathbf v)=\mathbf u\cdot\mathbf v. The matrix of an orthogonal map with respect to an orthonormal basis is called an orthogonal matrix; because a change of orthonormal basis is itself orthogonal (Remark 8.7), the condition is basis-independent and can be stated directly on matrices as (Au)⋅(Av)=u⋅v(A\mathbf u)\cdot(A\mathbf v)=\mathbf u\cdot\mathbf v. A warning on names: an orthogonal matrix has orthonormal columns, not merely orthogonal ones — the terminology is standard but slightly misaligned, and an orthogonal projection onto a proper subspace is not an orthogonal map.

2

One map, three equivalent tests: length, angle, orthonormal images

The defining condition has several faces. Length: Theorem 8.17 says ff is orthogonal iff ∥f(x)∥=∥x∥\lVert f(\mathbf x)\rVert=\lVert \mathbf x\rVert for all x\mathbf x — orthogonal maps are precisely the length-preserving linear maps. One direction is immediate from ∥f(x)∥=f(x)⋅f(x)=x⋅x=∥x∥\lVert f(\mathbf x)\rVert=\sqrt{f(\mathbf x)\cdot f(\mathbf x)}=\sqrt{\mathbf x\cdot\mathbf x}=\lVert \mathbf x\rVert; the converse recovers the dot product from norms by expanding ∥f(x)+f(y)∥2\lVert f(\mathbf x)+f(\mathbf y)\rVert^2. Angle: Corollary 8.2 then gives ∠(f(x),f(y))=∠(x,y)\angle(f(\mathbf x),f(\mathbf y))=\angle(\mathbf x,\mathbf y), because cos⁡\cos of the angle is assembled from the dot product and the two norms, all of which are preserved. Orthonormal images: Theorem 8.18 says ff is orthogonal iff f(e1),…,f(en)f(\mathbf e_1),\dots,f(\mathbf e_n) form an orthonormal basis of Rn\mathbb{R}^n — orthogonal maps carry one orthonormal basis to another, and that property characterises them.

3

Orthogonal matrices: $A^{T}A=I$ and $A^{-1}=A^{T}$

At the matrix level the clean test is Theorem 8.19 / 8.21: an n×nn\times n matrix AA is orthogonal iff its columns form an orthonormal basis, iff ATA=IA^{T}A=I, iff A−1=ATA^{-1}=A^{T}. The reason: the (i,j)(i,j) entry of ATAA^{T}A is exactly vi⋅vj\mathbf v_i\cdot\mathbf v_j for the columns v1,…,vn\mathbf v_1,\dots,\mathbf v_n, so ATA=IA^{T}A=I says precisely vi⋅vj=δij\mathbf v_i\cdot\mathbf v_j=\delta_{ij} (unit length, mutually perpendicular). This makes orthogonal matrices wonderfully easy to invert: no elimination, just transpose. Orthogonal matrices are moreover closed under products and inverses (Theorem 8.20) — composing length-preserving maps keeps length preserved — so they form the orthogonal group O(n)O(n) (Remark 8.8).

4

Determinant $\pm 1$: rotations and reflections

Taking determinants in ATA=IA^{T}A=I gives 1=det⁡(ATA)=det⁡(AT)det⁡(A)=det⁡(A)21=\det(A^{T}A)=\det(A^{T})\det(A)=\det(A)^2, so every orthogonal matrix satisfies det⁡A=±1\det A=\pm 1 (Corollary 8.3). The sign splits the group in two. When det⁡A=+1\det A=+1 the map is orientation-preserving; these form the special orthogonal group SO(n)SO(n). In the plane they are exactly the rotations Rθ=[cos⁡θ−sin⁡θsin⁡θcos⁡θ],R_\theta=\begin{bmatrix}\cos\theta & -\sin\theta\\ \sin\theta & \cos\theta\end{bmatrix}, orthogonal for every angle θ\theta (Example 8.9) with det⁡Rθ=cos⁡2θ+sin⁡2θ=1\det R_\theta=\cos^2\theta+\sin^2\theta=1. When det⁡A=−1\det A=-1 the map reverses orientation; the 2×22\times 2 examples are reflections, such as [100−1]\begin{bmatrix}1&0\\0&-1\end{bmatrix} (reflection across the xx-axis) with det⁡=−1\det=-1. Both kinds leave every length and angle unchanged.

Theorem 8.17 — Orthogonal ⟺ norm-preserving

A linear map f:Rn→Rnf:\mathbb{R}^n\to\mathbb{R}^n is orthogonal if and only if it preserves norms: ∥f(x)∥=∥x∥\lVert f(\mathbf x)\rVert=\lVert \mathbf x\rVert for all x∈Rn\mathbf x\in\mathbb{R}^n.

Intuition. Norm and inner product determine each other. If ff preserves the inner product then ∥f(x)∥2=f(x)⋅f(x)=x⋅x=∥x∥2\lVert f(\mathbf x)\rVert^2=f(\mathbf x)\cdot f(\mathbf x)=\mathbf x\cdot\mathbf x=\lVert \mathbf x\rVert^2. Conversely, expand ∥f(x)+f(y)∥2=∥f(x+y)∥2\lVert f(\mathbf x)+f(\mathbf y)\rVert^2=\lVert f(\mathbf x+\mathbf y)\rVert^2 and cancel the preserved norms ∥f(x)∥2\lVert f(\mathbf x)\rVert^2 and ∥f(y)∥2\lVert f(\mathbf y)\rVert^2; what remains is f(x)⋅f(y)=x⋅yf(\mathbf x)\cdot f(\mathbf y)=\mathbf x\cdot\mathbf y. So 'rigid' (keeps lengths) and 'preserves the dot product' are the same thing for linear maps.
Theorem 8.18 — Orthogonal ⟺ images of the standard basis are orthonormal

A linear transformation f:Rn→Rnf:\mathbb{R}^n\to\mathbb{R}^n is orthogonal if and only if f(e1),…,f(en)f(\mathbf e_1),\dots,f(\mathbf e_n) form an orthonormal basis for Rn\mathbb{R}^n.

Intuition. If ff is orthogonal it sends the orthonormal standard basis to unit vectors (Theorem 8.17) that stay perpendicular (Corollary 8.2) — an orthonormal basis. Conversely, if the images are orthonormal then for x=x1e1+⋯+xnen\mathbf x=x_1\mathbf e_1+\cdots+x_n\mathbf e_n the Pythagorean theorem gives ∥f(x)∥2=x12+⋯+xn2=∥x∥2\lVert f(\mathbf x)\rVert^2=x_1^2+\cdots+x_n^2=\lVert \mathbf x\rVert^2, so ff preserves length and is orthogonal. Knowing where the basis goes is enough to know the whole map.
Theorem 8.21 — Orthogonality criterion AᵀA = I

An n×nn\times n matrix AA is orthogonal if and only if ATA=IA^{T}A=I, equivalently if and only if A−1=ATA^{-1}=A^{T}. (Equivalently, by Theorem 8.19, the columns of AA form an orthonormal basis of Rn\mathbb{R}^n.)

Intuition. Write AA by its columns v1,…,vn\mathbf v_1,\dots,\mathbf v_n. The (i,j)(i,j) entry of ATAA^{T}A is the dot product vi⋅vj\mathbf v_i\cdot\mathbf v_j, so ATAA^{T}A is the full table of pairwise column dot products. Requiring ATA=IA^{T}A=I is requiring vi⋅vj=1\mathbf v_i\cdot\mathbf v_j=1 when i=ji=j and 00 otherwise — exactly orthonormal columns. And ATA=IA^{T}A=I for a square AA means ATA^{T} is a two-sided inverse, so A−1=ATA^{-1}=A^{T}.
Corollary 8.3 — Orthogonal ⟹ det = ±1

If AA is an orthogonal matrix, then det⁡A=±1\det A=\pm 1.

Intuition. Apply det⁡\det to ATA=IA^{T}A=I and use det⁡(AT)=det⁡(A)\det(A^{T})=\det(A): 1=det⁡I=det⁡(ATA)=det⁡(AT)det⁡(A)=det⁡(A)21=\det I=\det(A^{T}A)=\det(A^{T})\det(A)=\det(A)^2, so det⁡(A)=±1\det(A)=\pm 1. The converse fails — det⁡=±1\det=\pm1 alone does not make a matrix orthogonal — but the sign is meaningful: +1+1 marks orientation-preserving maps (rotations, the group SO(n)SO(n)) and −1-1 marks orientation-reversing ones (reflections).

Worked examples

Example 1

Show that A=15[3−443]A=\dfrac{1}{5}\begin{bmatrix}3 & -4\\ 4 & 3\end{bmatrix} is an orthogonal matrix, and use that to write down A−1A^{-1}.

  1. 1

    Read off the columns v1=15[34]\mathbf v_1=\tfrac15\begin{bmatrix}3\\4\end{bmatrix} and v2=15[−43]\mathbf v_2=\tfrac15\begin{bmatrix}-4\\3\end{bmatrix}.

  2. 2

    Check they are unit vectors: ∥v1∥2=32+4225=2525=1\lVert\mathbf v_1\rVert^2=\tfrac{3^2+4^2}{25}=\tfrac{25}{25}=1 and ∥v2∥2=(−4)2+3225=1\lVert\mathbf v_2\rVert^2=\tfrac{(-4)^2+3^2}{25}=1.

  3. 3

    Check they are orthogonal: v1⋅v2=125(3⋅(−4)+4⋅3)=−12+1225=0\mathbf v_1\cdot\mathbf v_2=\tfrac{1}{25}\big(3\cdot(-4)+4\cdot 3\big)=\tfrac{-12+12}{25}=0. The columns are orthonormal, so by Theorem 8.19 AA is orthogonal.

  4. 4

    Equivalently verify Theorem 8.21 directly: ATA=125[34−43][3−443]=125[250025]=IA^{T}A=\tfrac{1}{25}\begin{bmatrix}3&4\\-4&3\end{bmatrix}\begin{bmatrix}3&-4\\4&3\end{bmatrix}=\tfrac{1}{25}\begin{bmatrix}25&0\\0&25\end{bmatrix}=I.

  5. 5

    Since AA is orthogonal, A−1=ATA^{-1}=A^{T} — no elimination required — giving A−1=15[34−43]A^{-1}=\tfrac15\begin{bmatrix}3&4\\-4&3\end{bmatrix}.

Answer. AA is orthogonal (orthonormal columns, ATA=IA^{T}A=I), and A−1=AT=15[34−43]=[0.60.8−0.80.6]A^{-1}=A^{T}=\dfrac15\begin{bmatrix}3&4\\-4&3\end{bmatrix}=\begin{bmatrix}0.6&0.8\\-0.8&0.6\end{bmatrix}.
Example 2

Verify that the rotation matrix Rθ=[cos⁡θ−sin⁡θsin⁡θcos⁡θ]R_\theta=\begin{bmatrix}\cos\theta & -\sin\theta\\ \sin\theta & \cos\theta\end{bmatrix} is orthogonal for every angle θ\theta (Example 8.9), and compute its determinant.

Example 3

Let A=[100−1]A=\begin{bmatrix}1&0\\0&-1\end{bmatrix} be reflection across the xx-axis. Confirm AA is orthogonal, find det⁡A\det A, and verify that AA preserves the norm of x=[34]\mathbf x=\begin{bmatrix}3\\4\end{bmatrix}.