Orthogonal projectors (minimization and variational problem)

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In summary, the problem is to show that the minimization problem and the variational problem have the same unique solution, which is y = Px. For the variational problem, it is important to note that x-Px is orthogonal to any element y of S1. Using this fact, we can rewrite norm(x-z) as norm((x-Px)+(Px-z)), which resembles the Pythagorean theorem. This helps in proving that y = Px is the unique solution for both problems.
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kalleC
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Homework Statement


S1 is in subspace of C^n. P unique orthogonal projector P : C^n -> S1, and x is in range of C^n. Show that the

minimization problem: y in range of S1 so that:
2norm(x-y) = min 2norm(x-z)
where z in range of S1

and

variational problem: y in range of S1 so that:
(x-y)*z = 0 (* is the hermitian so this is an inner product)
for each z in range of S1

have the same unique solution y = Px


Homework Equations


P^2-P = 0
Range(P) = S1 ?


The Attempt at a Solution


I have no idea what's going on here. I am using Numerical Linear Algebra by Trefethen and Bau but there's nothing about minimization or variational problems in the book =/ any hint to get me started would be much appreciated.

For the variational problem this might be one way but it doesn't show that it's unique and I'm not even sure it's correct:
(x-y)*z = 0
Set y = Px and multiply by P
(Px-P^2x)*z = 0
but P^2 = P so (Px-P^2x) = 0 and therefore LHS = RHS

Clueless on the first one.
 
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  • #2
I think the fact you might be missing is that x-Px is orthogonal to any element y of S1. So (x-Px)*y=0 for all y in S1. That's what it means to be an ORTHOGONAL projector. For the first part, write norm(x-z)=norm((x-Px)+(Px-z)). Can you see the Pythagorean theorem in there?
 
  • #3
Dick said:
I think the fact you might be missing is that x-Px is orthogonal to any element y of S1. So (x-Px)*y=0 for all y in S1. That's what it means to be an ORTHOGONAL projector. For the first part, write norm(x-z)=norm((x-Px)+(Px-z)). Can you see the Pythagorean theorem in there?
Wow, I didn't know maths could be fun :P thanks a lot.
 

FAQ: Orthogonal projectors (minimization and variational problem)

What are orthogonal projectors and why are they important in minimization and variational problems?

Orthogonal projectors are mathematical operators used in linear algebra to project a vector or a function onto a subspace. They are important in minimization and variational problems because they allow us to find the closest approximation to a desired vector or function within a given subspace.

What is the difference between a minimization problem and a variational problem?

A minimization problem involves finding the minimum value of a given function, while a variational problem involves finding the function that minimizes a certain functional. In other words, minimization problems deal with optimizing a scalar quantity, while variational problems deal with optimizing a functional.

How do orthogonal projectors help in solving minimization problems?

Orthogonal projectors are useful in solving minimization problems because they allow us to project a given vector onto a subspace, thereby reducing the dimensionality of the problem. This makes it easier to find the minimum value of the function.

What is the role of orthogonal projectors in variational problems?

In variational problems, orthogonal projectors help us to find the function that minimizes a given functional. By projecting the function onto a subspace, we can reduce the problem to finding the minimum value of a simpler function, which can then be solved using traditional optimization methods.

Can orthogonal projectors be used in non-linear optimization problems?

Yes, orthogonal projectors can be used in non-linear optimization problems. While they are most commonly used in linear algebra, they can also be applied to non-linear functions by approximating them with linear functions and then using orthogonal projectors to find the solution.

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