In Euclidean 3-space, we projected vectors onto a line through the origin by first decomposing the vector into the sum of a vector parallel to the line and a vector perpendicular to the line. In general inner product spaces, we can project onto subspaces of any dimension.
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To find the orthogonal projection of a vector onto a subspace, we need an orthogonal basis of that subspace.
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Proof. We have that v = w + w⊥ for some w in W and some w⊥ in W⊥, and we want to find w, the projection of v onto W. Since W has orthogonal basis {w1, w2, ..., wk}, w is the sum of its projections on those basis vectors. But for any wi, [w, wi] = [v – w⊥, wi] = [v, wi], so
i.e. the projection of w on wi is the same as the projection of v on wi. So v is the sum of its projections on w1, w2, ..., wk. |
To project a vector onto a subspace |
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