M.5 Advanced Matrix Properties
M.5 Advanced Matrix Properties Orthogonal Vectors

Two vectors, x and y, are orthogonal if their dot product is zero.
For example
\[ e \cdot f = \begin{pmatrix} 2 & 5 & 4 \end{pmatrix} * \begin{pmatrix} 4 \\ 2 \\ 5 \end{pmatrix} = 2*4 + (5)*(2) + 4*5 = 810+20 = 18\]
Vectors e and f are not orthogonal.
\[ g \cdot h = \begin{pmatrix} 2 & 3 & 2 \end{pmatrix} * \begin{pmatrix} 4 \\ 2 \\ 1 \end{pmatrix} = 2*4 + (3)*(2) + (2)*1 = 862 = 0\]
However, vectors g and h are orthogonal. Orthogonal can be thought of as an expansion of perpendicular for higher dimensions. Let \(x_1, x_2, \ldots , x_n\) be mdimensional vectors. Then a linear combination of \(x_1, x_2, \ldots , x_n\) is any mdimensional vector that can be expressed as
\[ c_1 x_1 + c_2 x_2 + \ldots + c_n x_n \]
where \(c_1, \ldots, c_n\) are all scalars. For example:
\[x_1 =\begin{pmatrix}
3 \\
8 \\
2
\end{pmatrix},
x_2 =\begin{pmatrix}
4 \\
2 \\
3
\end{pmatrix}\]
\[y =\begin{pmatrix}
5 \\
12 \\
8
\end{pmatrix} = 1*\begin{pmatrix}
3 \\
8 \\
2
\end{pmatrix} + (2)* \begin{pmatrix}
4 \\
2 \\
3
\end{pmatrix} = 1*x_1 + (2)*x_2\]
So y is a linear combination of \(x_1\) and \(x_2\). The set of all linear combinations of \(x_1, x_2, \ldots , x_n\) is called the span of \(x_1, x_2, \ldots , x_n\). In other words
\[ span(\{x_1, x_2, \ldots , x_n \} ) = \{ v v= \sum_{i = 1}^{n} c_i x_i , c_i \in \mathbb{R} \} \]
A set of vectors \(x_1, x_2, \ldots , x_n\) is linearly independent if none of the vectors in the set can be expressed as a linear combination of the other vectors. Another way to think of this is a set of vectors \(x_1, x_2, \ldots , x_n\) are linearly independent if the only solution to the below equation is to have \(c_1 = c_2 = \ldots = c_n = 0\), where \(c_1 , c_2 , \ldots , c_n \) are scalars, and \(0\) is the zero vector (the vector where every entry is 0).
\[ c_1 x_1 + c_2 x_2 + \ldots + c_n x_n = 0 \]
If a set of vectors is not linearly independent, then they are called linearly dependent.
Example M.5.1
\[ x_1 =\begin{pmatrix} 3 \\ 4 \\ 2 \end{pmatrix}, x_2 =\begin{pmatrix} 4 \\ 2 \\ 2 \end{pmatrix}, x_3 =\begin{pmatrix} 6 \\ 8 \\ 2 \end{pmatrix} \]
Does there exist a vector c, such that,
\[ c_1 x_1 + c_2 x_2 + c_3 x_3 = 0 \]
To answer the question above, let:
\begin{align} 3c_1 + 4c_2 +6c_3 &= 0,\\ 4c_1 2c_2 + 8c_3 &= 0,\\ 2c_1 + 2c_2 2c_3 &= 0 \end{align}
Solving the above system of equations shows that the only possible solution is \(c_1 = c_2 = c_3 = 0\). Thus \(\{ x_1 , x_2 , x_3 \}\) is linearly independent. One way to solve the system of equations is shown below. First, subtract (4/3) times the 1st equation from the 2nd equation.
\[\frac{4}{3}(3c_1 + 4c_2 +6c_3) + (4c_1 2c_2 + 8c_3) = \frac{22}{3}c_2 = \frac{4}{3}0 + 0 = 0 \Rightarrow c_2 = 0 \]
Then add the 1st and 3 times the 3rd equations together, and substitute in \(c_2 = 0\).
\[ (3c_1 + 4c_2 +6c_3) + 3*(2c_1 + 2c_2 2c_3) = 3c_1 + 10 c_2 = 3c_1 + 10*0 = 0 + 3*0 = 0 \Rightarrow c_1 = 0 \]
Now, substituting both \(c_1 = 0\) and \(c_2 = 0\) into equation 2 gives.
\[ 4c_1 2c_2 + 8c_3 = 4*0 2*0 + 8c_3 = 0 \Rightarrow c_3 = 0 \]
So \(c_1 = c_2 = c_3 = 0\), and \(\{ x_1 , x_2 , x_3 \}\) are linearly independent.
Example M.5.2
\[ x_1 =\begin{pmatrix} 1 \\ 8 \\ 8 \end{pmatrix}, x_2 =\begin{pmatrix} 4 \\ 2 \\ 2 \end{pmatrix}, x_3 =\begin{pmatrix} 1 \\ 3 \\ 2 \end{pmatrix} \]
In this case \(\{ x_1 , x_2 , x_3 \}\)are linearly dependent, because if \(c = (1, 1, 2)\), then
\[c^T X = \begin{pmatrix}
1 \\
1\\
2
\end{pmatrix} \begin{pmatrix}
x_1 & x_2 & x_3
\end{pmatrix} = 1 \begin{pmatrix}
1 \\
8\\
8
\end{pmatrix}+ 1
\begin{pmatrix}
4 \\
2\\
2
\end{pmatrix}  2 \begin{pmatrix}
1 \\
3 \\
2
\end{pmatrix} =
\begin{pmatrix}
1*1 +1*42*1 \\
1*8+1*22*3 \\
1*8+1*22*2
\end{pmatrix}=
\begin{pmatrix}
0 \\
0 \\
0
\end{pmatrix}
\]
 Norm of a vector or matrix

The norm of a vector or matrix is a measure of the "length" of said vector or matrix. For a vector x, the most common norm is the \(\mathbf{L_2}\) norm, or Euclidean norm. It is defined as
\[ \ x \ = \ x \_2 = \sqrt{ \sum_{i=1}^{n} x_i^2 } \]
Other common vector norms include the \(\mathbf{L_1}\) norm, also called the Manhattan norm and Taxicab norm.
\[ \ x \_1 = \sum_{i=1}^{n} x_i \]
Other common vector norms include the Maximum norm, also called the Infinity norm.
\[ \ x \_\infty = max( x_1 ,x_2, \ldots ,x_n) \]
The most commonly used matrix norm is the Frobenius norm. For a m × n matrix A, the Frobenius norm is defined as:
\[ \ A \ = \ A \_F = \sqrt{ \sum_{i=1}^{m} \sum_{j=1}^{n} x_{i,j}^2 } \]
 Quadratic Form of a Vector

The quadratic form of the vector x associated with matrix A is
\[ x^T A x = \sum_{i = 1}^{m} \sum_{j=1}^{n} a_{i,j} x_i x_j \]
A matrix A is Positive Definite if for any nonzero vector x, the quadratic form of x and A is strictly positive. In other words, \(x^T A x > 0\) for all nonzero x.
A matrix A is Positive SemiDefinite or Nonnegative Definite if for any nonzero vector x, the quadratic form of x and A is nonnegative . In other words, \(x^T A x \geq 0\) for all nonzero x. Similarly,
A matrix A is Negative Definite if for any nonzero vector x, \(x^T A x < 0\). A matrix A is Negative SemiDefinite or Nonpositive Definite if for any nonzero vector x, \(x^T A x \leq 0\).