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21. Orthonormal Bases - UC Davis Mathematics

21. Orthonormal Bases The canonical/standard basis . 1 0 0. 0 1 0 .. , e1 = .. , e2 = .., en = .. 0 0 1. has many useful properties. Each of the standard basis vectors has unit length: q ||ei || = ei ei = eTi ei = 1. The standard basis vectors are orthogonal (in other words, at right angles or perpendicular). ei ej = eTi ej = 0 when i 6= j This is summarized by (. 1 i=j eTi ej = ij = , 0 i 6= j where ij is the Kronecker delta. Notice that the Kronecker delta gives the entries of the identity matrix. Given column vectors v and w, we have seen that the dot product v w is the same as the matrix multiplication v T w. This is the inner product on Rn . We can also form the outer product vwT , which gives a square matrix. 1. The outer product on the standard basis vectors is interesting. Set 1 = e1 eT1.. 1. 0 .. 1 0 .. 0. = .. 0.. 1 0 .. 0. 0 0 .. 0 .. = .. 0 0 .. 0.. n = en eTn.)

Then as a linear transformation, P i w iw T i = I n xes every vector, and thus must be the identity I n. De nition A matrix Pis orthogonal if P 1 = PT. Then to summarize, Theorem. A change of basis matrix P relating two orthonormal bases is

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