6.2: Orthogonal Complements
( \newcommand{\kernel}{\mathrm{null}\,}\)
- Understand the basic properties of orthogonal complements.
- Learn to compute the orthogonal complement of a subspace.
- Recipes: shortcuts for computing the orthogonal complements of common subspaces.
- Picture: orthogonal complements in R2 and R3.
- Theorem: row rank equals column rank.
- Vocabulary words: orthogonal complement, row space.
It will be important to compute the set of all vectors that are orthogonal to a given set of vectors. It turns out that a vector is orthogonal to a set of vectors if and only if it is orthogonal to the span of those vectors, which is a subspace, so we restrict ourselves to the case of subspaces.
Definition of the Orthogonal Complement
Taking the orthogonal complement is an operation that is performed on subspaces.
Let W be a subspace of Rn. Its orthogonal complement is the subspace
W⊥={v in Rn∣v⋅w=0 for all w in W}.
The symbol W⊥ is sometimes read “W perp.”
This is the set of all vectors v in Rn that are orthogonal to all of the vectors in W. We will show below 15 that W⊥ is indeed a subspace.
We now have two similar-looking pieces of notation:
AT is the transpose of a matrix A.W⊥ is the orthogonal complement of a subspace W.
Try not to confuse the two.
Pictures of orthogonal complements
The orthogonal complement of a line W through the origin in R2 is the perpendicular line W⊥.
Figure 6.2.1
The orthogonal complement of a line W in R3 is the perpendicular plane W⊥.
Figure 6.2.3
The orthogonal complement of a plane W in R3 is the perpendicular line W⊥.
Figure 6.2.5
We see in the above pictures that (W⊥)⊥=W.
The orthogonal complement of Rn is {0}, since the zero vector is the only vector that is orthogonal to all of the vectors in Rn.
For the same reason, we have {0}⊥=Rn.
Computing Orthogonal Complements
Since any subspace is a span, the following proposition gives a recipe for computing the orthogonal complement of any subspace. However, below we will give several shortcuts for computing the orthogonal complements of other common kinds of subspaces–in particular, null spaces. To compute the orthogonal complement of a general subspace, usually it is best to rewrite the subspace as the column space or null space of a matrix, as in Note 2.6.3 in Section 2.6.
Let A be a matrix and let W=Col(A). Then
W⊥=Nul(AT).
- Proof
-
To justify the first equality, we need to show that a vector x is perpendicular to the all of the vectors in W if and only if it is perpendicular only to v1,v2,…,vm. Since the vi are contained in W, we really only have to show that if x⋅v1=x⋅v2=⋯=x⋅vm=0, then x is perpendicular to every vector v in W. Indeed, any vector in W has the form v=c1v1+c2v2+⋯+cmvm for suitable scalars c1,c2,…,cm, so
x⋅v=x⋅(c1v1+c2v2+⋯+cmvm)=c1(x⋅v1)+c2(x⋅v2)+⋯+cm(x⋅vm)=c1(0)+c2(0)+⋯+cm(0)=0.
Therefore, x is in W⊥.
To prove the second equality, we let
A = \left(\begin{array}{c}—v_1^T— \\ —v_2^T— \\ \vdots \\ —v_m^T—\end{array}\right). \nonumber
By the row-column rule for matrix multiplication Definition 2.3.3 in Section 2.3, for any vector x in \mathbb{R}^n we have
Ax = \left(\begin{array}{c}v_1^Tx \\ v_2^Tx\\ \vdots\\ v_m^Tx\end{array}\right) = \left(\begin{array}{c}v_1\cdot x\\ v_2\cdot x\\ \vdots \\ v_m\cdot x\end{array}\right). \nonumber
Therefore, x is in \text{Nul}(A) if and only if x is perpendicular to each vector v_1,v_2,\ldots,v_m.
Since column spaces are the same as spans, we can rephrase the proposition as follows. Let v_1,v_2,\ldots,v_m be vectors in \mathbb{R}^n \text{,} and let W = \text{Span}\{v_1,v_2,\ldots,v_m\}. Then
W^\perp = \bigl\{\text{all vectors orthogonal to each $v_1,v_2,\ldots,v_m$}\bigr\} = \text{Nul}\left(\begin{array}{c}—v_1^T— \\ —v_2^T— \\ \vdots \\ —v_m^T—\end{array}\right). \nonumber
Again, it is important to be able to go easily back and forth between spans and column spaces. If you are handed a span, you can apply the proposition once you have rewritten your span as a column space.
By the proposition, computing the orthogonal complement of a span means solving a system of linear equations. For example, if
v_1 = \left(\begin{array}{c}1\\7\\2\end{array}\right) \qquad v_2 = \left(\begin{array}{c}-2\\3\\1\end{array}\right) \nonumber
then \text{Span}\{v_1,v_2\}^\perp is the solution set of the homogeneous linear system associated to the matrix
\left(\begin{array}{c}—v_1^T— \\ —v_2^T—\end{array}\right) = \left(\begin{array}{ccc}1&7&2\\-2&3&1\end{array}\right). \nonumber
This is the solution set of the system of equations
\left\{\begin{array}{rrrrrrr}x_1 &+& 7x_2 &+& 2x_3 &=& 0\\ -2x_1 &+& 3x_2 &+& x_3 &=&0.\end{array}\right.\nonumber
Compute W^\perp\text{,} where
W = \text{Span}\left\{\left(\begin{array}{c}1\\7\\2\end{array}\right),\;\left(\begin{array}{c}-2\\3\\1\end{array}\right)\right\}. \nonumber
Solution
According to Proposition \PageIndex{1}, we need to compute the null space of the matrix
\left(\begin{array}{ccc}1&7&2\\-2&3&1\end{array}\right) \;\xrightarrow{\text{RREF}}\; \left(\begin{array}{ccc}1&0&-1/17 \\ 0&1&5/17\end{array}\right). \nonumber
The free variable is x_3\text{,} so the parametric form of the solution set is x_1=x_3/17,\,x_2=-5x_3/17\text{,} and the parametric vector form is
\left(\begin{array}{c}x_1\\x_2\\x_3\end{array}\right) = x_3\left(\begin{array}{c}1/17 \\ -5/17\\1\end{array}\right). \nonumber
Scaling by a factor of 17\text{,} we see that
W^\perp = \text{Span}\left\{\left(\begin{array}{c}1\\-5\\17\end{array}\right)\right\}. \nonumber
We can check our work:
\left(\begin{array}{c}1\\7\\2\end{array}\right)\cdot\left(\begin{array}{c}1\\-5\\17\end{array}\right) = 0 \qquad \left(\begin{array}{c}-2\\3\\1\end{array}\right)\cdot\left(\begin{array}{c}1\\-5\\17\end{array}\right) = 0. \nonumber
Find all vectors orthogonal to v = \left(\begin{array}{c}1\\1\\-1\end{array}\right).
Solution
According to Proposition \PageIndex{1}, we need to compute the null space of the matrix
A = \left(\begin{array}{c}—v—\end{array}\right) = \left(\begin{array}{ccc}1&1&-1\end{array}\right). \nonumber
This matrix is in reduced-row echelon form. The parametric form for the solution set is x_1 = -x_2 + x_3\text{,} so the parametric vector form of the general solution is
x = \left(\begin{array}{c}x_1\\x_2\\x_3\end{array}\right) = x_2\left(\begin{array}{c}-1\\1\\0\end{array}\right) + x_3\left(\begin{array}{c}1\\0\\1\end{array}\right). \nonumber
Therefore, the answer is the plane
\text{Span}\left\{\left(\begin{array}{c}-1\\1\\0\end{array}\right),\;\left(\begin{array}{c}1\\0\\1\end{array}\right)\right\}. \nonumber
Compute
\text{Span}\left\{\left(\begin{array}{c}1\\1\\-1\end{array}\right),\;\left(\begin{array}{c}1\\1\\1\end{array}\right)\right\}^\perp. \nonumber
Solution
According to Proposition \PageIndex{1}, we need to compute the null space of the matrix
A = \left(\begin{array}{ccc}1&1&-1\\1&1&1\end{array}\right)\;\xrightarrow{\text{RREF}}\;\left(\begin{array}{ccc}1&1&0\\0&0&1\end{array}\right). \nonumber
The parametric vector form of the solution is
\left(\begin{array}{c}x_1\\x_2\\x_3\end{array}\right) = x_2\left(\begin{array}{c}-1\\1\\0\end{array}\right). \nonumber
Therefore, the answer is the line
\text{Span}\left\{\left(\begin{array}{c}-1\\1\\0\end{array}\right)\right\}. \nonumber
In order to find shortcuts for computing orthogonal complements, we need the following basic facts. Looking back the the above examples, all of these facts should be believable.
Let W be a subspace of \mathbb{R}^n . Then:
- W^\perp is also a subspace of \mathbb{R}^n .
- (W^\perp)^\perp = W.
- \dim(W) + \dim(W^\perp) = n.
- Proof
-
For the first assertion, we verify the three defining properties of subspaces, Definition 2.6.2 in Section 2.6.
- The zero vector is in W^\perp because the zero vector is orthogonal to every vector in \mathbb{R}^n .
- Let u,v be in W^\perp\text{,} so u\cdot x = 0 and v\cdot x = 0 for every vector x in W. We must verify that (u+v)\cdot x = 0 for every x in W. Indeed, we have (u+v)\cdot x = u\cdot x + v\cdot x = 0 + 0 = 0. \nonumber
- Let u be in W^\perp\text{,} so u\cdot x = 0 for every x in W\text{,} and let c be a scalar. We must verify that (cu)\cdot x = 0 for every x in W. Indeed, we have (cu)\cdot x = c(u\cdot x) = c0 = 0. \nonumber
Next we prove the third assertion. Let v_1,v_2,\ldots,v_m be a basis for W\text{,} so m = \dim(W)\text{,} and let v_{m+1},v_{m+2},\ldots,v_k be a basis for W^\perp\text{,} so k-m = \dim(W^\perp). We need to show k=n. First we claim that \{v_1,v_2,\ldots,v_m,v_{m+1},v_{m+2},\ldots,v_k\} is linearly independent. Suppose that c_1v_1 + c_2v_2 + \cdots + c_kv_k = 0. Let w = c_1v_1 + c_2v_2 + \cdots + c_mv_m and w' = c_{m+1}v_{m+1} + c_{m+2}v_{m+2} + \cdots + c_kv_k\text{,} so w is in W\text{,} w' is in W'\text{,} and w + w' = 0. Then w = -w' is in both W and W^\perp\text{,} which implies w is perpendicular to itself. In particular, w\cdot w = 0\text{,} so w = 0\text{,} and hence w' = 0. Therefore, all coefficients c_i are equal to zero, because \{v_1,v_2,\ldots,v_m\} and \{v_{m+1},v_{m+2},\ldots,v_k\} are linearly independent.
It follows from the previous paragraph that k \leq n. Suppose that k \lt n. Then the matrix
A = \left(\begin{array}{c}—v_1^T— \\ —v_2^T— \\ \vdots \\ —v_k^T—\end{array}\right) \nonumber
has more columns than rows (it is “wide”), so its null space is nonzero by Note 3.2.1 in Section 3.2. Let x be a nonzero vector in \text{Nul}(A). Then
0 = Ax = \left(\begin{array}{c}v_1^Tx \\ v_2^Tx \\ \vdots \\ v_k^Tx\end{array}\right) = \left(\begin{array}{c}v_1\cdot x\\ v_2\cdot x\\ \vdots \\ v_k\cdot x\end{array}\right) \nonumber
by the row-column rule for matrix multiplication Definition 2.3.3 in Section 2.3. Since v_1\cdot x = v_2\cdot x = \cdots = v_m\cdot x = 0\text{,} it follows from Proposition \PageIndex{1} that x is in W^\perp\text{,} and similarly, x is in (W^\perp)^\perp. As above, this implies x is orthogonal to itself, which contradicts our assumption that x is nonzero. Therefore, k = n\text{,} as desired.
Finally, we prove the second assertion. Clearly W is contained in (W^\perp)^\perp\text{:} this says that everything in W is perpendicular to the set of all vectors perpendicular to everything in W. Let m=\dim(W). By 3, we have \dim(W^\perp) = n-m\text{,} so \dim((W^\perp)^\perp) = n - (n-m) = m. The only m-dimensional subspace of (W^\perp)^\perp is all of (W^\perp)^\perp\text{,} so (W^\perp)^\perp = W.
See subsection Pictures of orthogonal complements, for pictures of the second property. As for the third: for example, if W is a (2-dimensional) plane in \mathbb{R}^4\text{,} then W^\perp is another (2-dimensional) plane. Explicitly, we have
\begin{aligned}\text{Span}\{e_1,e_2\}^{\perp}&=\left\{\left(\begin{array}{c}x\\y\\z\\w\end{array}\right)\text{ in }\mathbb{R}\left| \left(\begin{array}{c}x\\y\\z\\w\end{array}\right)\cdot\left(\begin{array}{c}1\\0\\0\\0\end{array}\right)=0\text{ and }\left(\begin{array}{c}x\\y\\z\\w\end{array}\right)\left(\begin{array}{c}0\\1\\0\\0\end{array}\right)=0\right.\right\} \\ &=\left\{\left(\begin{array}{c}0\\0\\z\\w\end{array}\right)\text{ in }\mathbb{R}^4\right\}=\text{Span}\{e_3,e_4\}:\end{aligned}
the orthogonal complement of the xy-plane is the zw-plane.
The row space of a matrix A is the span of the rows of A\text{,} and is denoted \text{Row}(A).
If A is an m\times n matrix, then the rows of A are vectors with n entries, so \text{Row}(A) is a subspace of \mathbb{R}^n . Equivalently, since the rows of A are the columns of A^T\text{,} the row space of A is the column space of A^T\text{:}
\text{Row}(A) = \text{Col}(A^T). \nonumber
We showed in the above Proposition \PageIndex{3} that if A has rows v_1^T,v_2^T,\ldots,v_m^T\text{,} then
\text{Row}(A)^\perp = \text{Span}\{v_1,v_2,\ldots,v_m\}^\perp = \text{Nul}(A). \nonumber
Taking orthogonal complements of both sides and using the second fact \PageIndex{1} gives
\text{Row}(A) = \text{Nul}(A)^\perp. \nonumber
Replacing A by A^T and remembering that \text{Row}(A)=\text{Col}(A^T) gives
\text{Col}(A)^\perp = \text{Nul}(A^T) \quad\text{and}\quad \text{Col}(A) = \text{Nul}(A^T)^\perp. \nonumber
To summarize:
For any vectors v_1,v_2,\ldots,v_m\text{,} we have
\text{Span}\{v_1,v_2,\ldots,v_m\}^\perp = \text{Nul}\left(\begin{array}{c}—v_1^T— \\ —v_2^T— \\ \vdots \\ —v_m^T—\end{array}\right) . \nonumber
For any matrix A\text{,} we have
\begin{aligned} \text{Row}(A)^\perp &= \text{Nul}(A) & \text{Nul}(A)^\perp &= \text{Row}(A) \\ \text{Col}(A)^\perp &= \text{Nul}(A^T)\quad & \text{Nul}(A^T)^\perp &= \text{Col}(A). \end{aligned} \nonumber
As mentioned in the beginning of this subsection, in order to compute the orthogonal complement of a general subspace, usually it is best to rewrite the subspace as the column space or null space of a matrix.
Compute the orthogonal complement of the subspace
W = \bigl\{(x,y,z) \text{ in } \mathbb{R}^3 \mid 3x + 2y = z\bigr\}. \nonumber
Solution
Rewriting, we see that W is the solution set of the system of equations 3x + 2y - z = 0\text{,} i.e., the null space of the matrix A = \left(\begin{array}{ccc}3&2&-1\end{array}\right). Therefore,
W^\perp = \text{Row}(A) = \text{Span}\left\{\left(\begin{array}{c}3\\2\\-1\end{array}\right)\right\}. \nonumber
No row reduction was needed!
Find the orthogonal complement of the 5-eigenspace of the matrix
A=\left(\begin{array}{ccc}2&4&-1\\3&2&0\\-2&4&3\end{array}\right).\nonumber
Solution
The 5-eigenspace is
W = \text{Nul}(A - 5I_3) = \text{Nul}\left(\begin{array}{ccc}-3&4&-1\\3&-3&0\\-2&4&-2\end{array}\right), \nonumber
so
W^\perp = \text{Row}\left(\begin{array}{ccc}-3&4&-1\\3&-3&0\\-2&4&-2\end{array}\right) = \text{Span}\left\{\left(\begin{array}{c}-3\\4\\-1\end{array}\right),\;\left(\begin{array}{c}3\\-3\\0\end{array}\right),\;\left(\begin{array}{c}-2\\4\\-2\end{array}\right)\right\}. \nonumber
These vectors are necessarily linearly dependent (why)?
Row rank and Column Rank
Suppose that A is an m \times n matrix. Let us refer to the dimensions of \text{Col}(A) and \text{Row}(A) as the row rank and the column rank of A (note that the column rank of A is the same as the rank of A). The next theorem says that the row and column ranks are the same. This is surprising for a couple of reasons. First, \text{Row}(A) lies in \mathbb{R}^n and \text{Col}(A) lies in \mathbb{R}^m . Also, the theorem implies that A and A^T have the same number of pivots, even though the reduced row echelon forms of A and A^T have nothing to do with each other otherwise.
Let A be a matrix. Then the row rank of A is equal to the column rank of A.
- Proof
-
By Theorem 2.9.1 in Section 2.9, we have
\dim\text{Col}(A) + \dim\text{Nul}(A) = n. \nonumber
On the other hand the third fact \PageIndex{1} says that
\dim\text{Nul}(A)^\perp + \dim\text{Nul}(A) = n, \nonumber
which implies \dim\text{Col}(A) = \dim\text{Nul}(A)^\perp. Since \text{Nul}(A)^\perp = \text{Row}(A), we have
\dim\text{Col}(A) = \dim\text{Row}(A)\text{,} \nonumber
as desired.
In particular, by Corollary 2.7.1 in Section 2.7 both the row rank and the column rank are equal to the number of pivots of A.