Page 259 - 35Linear Algebra
P. 259

14.3 Relating Orthonormal Bases                                                               259


                                                                T
                   We would like to calculate the product PP . For that, we first develop a
                   dirty trick for products of dot products:

                                                                     T
                                                             T
                                                                          T
                                                       T
                                     (u v)(w z) = (u v)(w z) = u (vw )z .
                                 T
                   The object vw is the square matrix made from the outer product of v and w.
                                                                                              T
                   Now we are ready to compute the components of the matrix product PP .
                                   X                         X     T      T
                                      (u j w i )(w i u k ) =    (u w i )(w u k )
                                                                   j      i
                                    i                         i
                                                                "           #
                                                                 X        T
                                                              T
                                                         = u
                                                              j      (w i w ) u k
                                                                          i
                                                                   i
                                                         (∗)  T
                                                         = u I n u k
                                                              j
                                                              T
                                                         = u u k = δ jk .
                                                              j
                   The equality (∗) is explained below. Assuming (∗) holds, we have shown that
                      T
                   PP = I n , which implies that
                                                      T
                                                    P = P   −1 .

                                                               P       T
                      The equality in the line (∗) says that       w i w  = I n . To see this, we
                                                                  i    i
                             P       T                                                         j
                   examine       w i w  v for an arbitrary vector v. We can find constants c
                                     i
                                      j
                                i P
                   such that v =     c w j , so that
                                    j
                                     !                    !           !
                            X       T            X       T    X    j
                                w i w   v =          w i w        c w j
                                    i                    i
                              i                   i            j
                                               X     X
                                                             T
                                           =       c j   w i w w j
                                                             i
                                                j     i
                                               X    j  X
                                           =       c     w i δ ij
                                                j     i
                                               X
                                                    j
                                           =       c w j since all terms with i 6= j vanish
                                                j
                                           = v.
                                                     P       T
                   Thus, as a linear transformation,     w i w = I n fixes every vector, and thus
                                                        i    i
                   must be the identity I n .
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