Is the vector system orthogonal? Orthogonal vector system

1) O. such that (x a , x ab)=0 at . If the norm of each vector is equal to one, then the system (x a) is called. orthonormal. Full O. s. (x a) called orthogonal (orthonormal) basis. M. I. Voitsekhovsky.

2) O. s. coordinates - a coordinate system in which coordinate lines (or surfaces) intersect at right angles. O. s. coordinates exist in any Euclidean space, but, generally speaking, do not exist in any space. In a two-dimensional smooth affine space O. s. can always be introduced at least in a sufficiently small neighborhood of each point. Sometimes it is possible to introduce O. s. coordinates in action. In O. s. metric tensor g ij diagonals; diagonal components gii accepted name Lamé coefficients. Lame coefficient O. s. in space are expressed by formulas


Where x, y And z- Cartesian rectangular coordinates. The element of length is expressed through the Lamé coefficients:

surface area element:

volume element:

vector differential operations:


The most frequently used O. s. coordinates: on the plane - Cartesian, polar, elliptical, parabolic; in space - spherical, cylindrical, paraboloidal, bicylindrical, bipolar. D. D. Sokolov.

3) O. s. functions - finite or countable system (j i(x)) functions belonging to the space

L 2(X, S, m) and satisfying the conditions

If l i=1 for all i, then the system is called orthonormal. It is assumed that the measure m(x), defined on the s-algebra S of subsets of the set X, is countably additive, complete, and has a countable base. This is the definition of O. s. includes all O. pages considered in modern analysis; they are obtained for various specific implementations of measure space ( X, S, m).

Of greatest interest are complete orthonormal systems (j n(x)), which have the property that for any function there is a unique series converging to f(x) in the metric of the space L 2(X, S, m) , while the coefficients s p are determined by the Fourier formulas


Such systems exist due to the separability of space L 2(X, S, m). A universal way to construct complete orthonormal systems is provided by the Schmidt orthogonalization method. To do this, it is enough to apply it to a certain swarm of complete L 2(S, X, m) a system of linearly independent functions.

In theory orthogonal series in mainly considered O. s. spaceLva L 2[a, b](that special case when X=[a, b], S- system of Lebesgue measurable sets, and m is the Lebesgue measure). Many theorems on the convergence or summability of series , , according to general mathematical systems. (j n(x)) spaces L 2[a, b] are also true for series in orthonormal systems of space L 2(X, S, m). At the same time, in this particular case, interesting concrete O. systems have been constructed that have certain good properties. Such are, for example, the systems of Haar, Rademacher, Walsh-Paley, and Franklin.

1) Haar system


where m=2 n+k, , t=2, 3, ... . Haar series represent a typical example martingales and for them the general theorems from the theory of martingales are true. In addition, the system is the basis in Lp, , and the Fourier series in the Haar system of any integrable function converges almost everywhere.

2) Rademacher system

represents an important example of O. s. independent functions and has applications both in probability theory and in the theory of orthogonal and general functional series.

3) Walsh-Paley system is determined through the Rademacher functions:

where are the ti numbers q k are determined from the binary expansion of the number n:


4) The Franklin system is obtained by orthogonalizing the sequence of functions using the Schmidt method

It is an example of an orthogonal basis of the space C of continuous functions.

In the theory of multiple orthogonal series, systems of functions of the form are considered

where is the orthonormal system in L 2[a, b]. Such systems are orthonormal on the m-dimensional cube J m =[a, b]x . . .x[ a, b] and are complete if the system (j n(x))

Lit.:[l] Kaczmarz S., Shteingauz G., Theory of orthogonal series, trans. from German, M., 1958; Results of science. Mathematical analysis, 1970, M., 1971, p. 109-46; there, s. 147-202; Dub J., Probabilistic processes, trans. from English, M., 1956; Loeve M., Theory of Probability, trans. from English, M., 1962; Zygmund A., Trigonometric series, trans. from English, vol. 1-2, M., 1965. A. A. Talalyan.

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  • - ORTHOGONAL system of FUNCTIONS - system of functions??n?, n=1, 2,.....

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From the book Constitutional Law of Foreign Countries author Imasheva E G

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With such planning, called orthogonal, the X X matrix will become diagonal, i.e. the system of normal equations splits into k+l independent equations

System of points with the fulfillment of the orthogonality condition (1st order plan)

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Two vectors are said to be orthogonal if their scalar product is zero. A system of vectors is called orthogonal if the vectors of this system are pairwise orthogonal.

O Example. System of vectors = (, O,..., 0), e% = = (O, 1,..., 0), . .., e = (0, 0,..., 1) is orthogonal.

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From relations (2.49) it is clear how the solution to equations (2.47) should be constructed. First, the polar decomposition of the tensor of is constructed and the tensors p"b are determined. Since the tensors a"b and pI are equal, the matrix s has the form (2.44), (2.45) in the main coordinate system of the tensor p. We fix the matrix Su. Then aad = lp labsd. According to aad, au is calculated from the equation aad = = biljд x ad. The “orthogonal part” of the distortion is found from (2.49) id = nib sd.

The remaining branches do not satisfy condition (2.5 1). Let's prove this statement. The matrix x = A 5, f = X Mfs is orthogonal. Let us denote by X j the matrix corresponding to the first matrix s" (2.44), and by X j the matrix corresponding to any other choice of matrix sa (2.44). The sum "a + Aza by construction s" is equal to either the double value of one of the diagonal

Equal to zero:

.

An orthogonal system, if complete, can be used as a basis for space. In this case, the decomposition of any element can be calculated using the formulas: , where .

The case when the norm of all elements is called an orthonormal system.

Orthogonalization

Any complete linearly independent system in a finite-dimensional space is a basis. From a simple basis, therefore, one can go to an orthonormal basis.

Orthogonal decomposition

When decomposing the vectors of a vector space according to an orthonormal basis, the calculation of the scalar product is simplified: , where and .

see also


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    1) Oh... Mathematical Encyclopedia

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Such a subset of vectors \left\( \varphi_i \right\)\subset H that any distinct two of them are orthogonal, that is, their scalar product is equal to zero:

(\varphi_i, \varphi_j) = 0.

An orthogonal system, if complete, can be used as a basis for space. Moreover, the decomposition of any element \vec a can be calculated using the formulas: \vec a = \sum_(k) \alpha_i \varphi_i, Where \alpha_i = \frac((\vec a, \varphi_i))((\varphi_i, \varphi_i)).

The case when the norm of all elements ||\varphi_i||=1, is called an orthonormal system.

Orthogonalization

Any complete linearly independent system in a finite-dimensional space is a basis. From a simple basis, therefore, one can go to an orthonormal basis.

Orthogonal decomposition

When decomposing the vectors of a vector space according to an orthonormal basis, the calculation of the scalar product is simplified: (\vec a, \vec b) = \sum_(k) \alpha_k\beta_k, Where \vec a = \sum_(k) \alpha_k \varphi_k And \vec b = \sum_(k) \beta_k \varphi_k.

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An excerpt characterizing the Orthogonal system

- Well, what do you want? You are all in love these days. Well, you’re in love, so marry him! – the countess said, laughing angrily. - With God blessing!
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- Well, you still have to refuse.
- No, don't. I feel so sorry for him! He is so cute.
- Well, then accept the offer. “And then it’s time to get married,” the mother said angrily and mockingly.
- No, mom, I feel so sorry for him. I don't know how I'll say it.
“You don’t have anything to say, I’ll say it myself,” said the countess, indignant that they dared to look at this little Natasha as if she were big.
“No, no way, I myself, and you listen at the door,” and Natasha ran through the living room into the hall, where Denisov was sitting on the same chair, by the clavichord, covering his face with his hands. He jumped up at the sound of her light steps.
“Natalie,” he said, approaching her with quick steps, “decide my fate.” It's in your hands!
- Vasily Dmitrich, I feel so sorry for you!... No, but you are so nice... but don’t... this... otherwise I will always love you.

If we choose any two mutually perpendicular vectors of unit length on a plane (Fig. 7), then an arbitrary vector in the same plane can be expanded in the directions of these two vectors, i.e., represented in the form

where are numbers equal to the projections of the vector onto the directions of the axes. Since the projection onto the axis is equal to the product of the length and the cosine of the angle with the axis, then, recalling the definition of the scalar product, we can write

Similarly, if in three-dimensional space we choose any three mutually perpendicular vectors of unit length, then an arbitrary vector in this space can be represented as

In a Hilbert space, one can also consider systems of pairwise orthogonal vectors of this space, i.e., functions

Such systems of functions are called orthogonal systems of functions and play an important role in analysis. They are found in a wide variety of questions of mathematical physics, integral equations, approximate calculations, theory of functions of a real variable, etc. The ordering and unification of concepts related to such systems was one of the incentives that led at the beginning of the 20th century. towards the creation of a general concept of Hilbert space.

Let us give precise definitions. Function system

is called orthogonal if any two functions of this system are orthogonal to each other, i.e. if

In three-dimensional space, we required that the lengths of the system vectors be equal to one. Recalling the definition of vector length, we see that in the case of a Hilbert space this requirement is written as follows:

A system of functions that satisfies requirements (13) and (14) is called orthogonal and normalized.

Let us give examples of such systems of functions.

1. On the interval, consider the sequence of functions

Every two functions from this sequence are orthogonal to each other. This can be verified by simply calculating the corresponding integrals. The square of the length of a vector in a Hilbert space is the integral of the square of the function. Thus, the squared lengths of the sequence vectors

the essence of integrals

i.e. the sequence of our vectors is orthogonal, but not normalized. The length of the first vector of the sequence is equal to

the rest have length . By dividing each vector by its length, we obtain an orthogonal and normalized system of trigonometric functions

This system is historically one of the first and most important examples of orthogonal systems. It arose in the works of Euler, D. Bernoulli, and d'Alembert in connection with the problem of string vibrations. Her study played a significant role in the development of the entire analysis.

The appearance of an orthogonal system of trigonometric functions in connection with the problem of string vibrations is not accidental. Each problem about small oscillations of a medium leads to a certain system of orthogonal functions that describe the so-called natural oscillations of a given system (see § 4). For example, in connection with the problem of oscillations of a sphere, so-called spherical functions appear, in connection with the problem of oscillations of a round membrane or cylinder, so-called cylindrical functions appear, etc.

2. You can give an example of an orthogonal system of functions, each function of which is a polynomial. Such an example is the sequence of Legendre polynomials

i.e. there is (up to a constant factor) the order derivative of . Let's write down the first few polynomials of this sequence:

It is obvious that in general there is a polynomial of degree. We leave it to the reader to see for himself that these polynomials represent an orthogonal sequence on the interval

The general theory of orthogonal polynomials (the so-called orthogonal polynomials with weight) was developed by the remarkable Russian mathematician P. L. Chebyshev in the second half of the 19th century.

Expansion in orthogonal systems of functions. Just as in three-dimensional space each vector can be represented

as a linear combination of three pairwise orthogonal vectors of unit length

in the function space, the problem arises of expanding an arbitrary function into a series in an orthogonal and normalized system of functions, i.e., representing the function in the form

In this case, the convergence of series (15) to a function is understood in the sense of the distance between elements in the Hilbert space. This means that the root mean square deviation of the partial sum of the series from the function tends to zero as , i.e.

This convergence is usually called “convergence on average.”

Expansions in terms of certain systems of orthogonal functions are often found in analysis and are an important method for solving problems of mathematical physics. So, for example, if an orthogonal system is a system of trigonometric functions on the interval

then such an expansion is the classical expansion of a function in a trigonometric series

Let us assume that expansion (15) is possible for any function from the Hilbert space and find the coefficients of such expansion. To do this, let's multiply both sides of the equality scalarly by the same function of our system. We will get equality

from which, due to the fact that when the value of the coefficient is determined

We see that, as in ordinary three-dimensional space (see the beginning of this section), the coefficients are equal to the projections of the vector onto the directions of the vectors.

Recalling the definition of the scalar product, we find that the coefficients of the expansion of a function in an orthogonal and normalized system of functions

determined by formulas

As an example, consider the orthogonal normalized trigonometric system of functions given above:

We have obtained a formula for calculating the coefficients of the expansion of a function into a trigonometric series, assuming, of course, that this expansion is possible.

We have established the form of coefficients of expansion (18) of a function in an orthogonal system of functions under the assumption that such an expansion takes place. However, an infinite orthogonal system of functions may not be sufficient for it to be possible to expand any function from a Hilbert space. For such an expansion to be possible, the system of orthogonal functions must satisfy an additional condition - the so-called completeness condition.

An orthogonal system of functions is called complete if it is impossible to add to it a single non-identically zero function orthogonal to all functions of the system.

It is easy to give an example of an incomplete orthogonal system. To do this, let’s take some orthogonal system, for example the same

system of trigonometric functions, and eliminate one of the functions of this system, for example, Remaining infinite system of functions

will still be orthogonal, of course, it will not be complete, since the function we excluded is orthogonal to all functions of the system.

If a system of functions is not complete, then not every function from a Hilbert space can be expanded over it. Indeed, if we try to expand in such a system a zero function orthogonal to all functions of the system, then, by virtue of formulas (18), all coefficients will be equal to zero, while the function is not equal to zero.

The following theorem holds: if a complete orthogonal and normalized system of functions in a Hilbert space is given, then any function can be expanded into a series in terms of the functions of this system

In this case, the expansion coefficients are equal to the projections of the vectors onto the elements of the orthogonal normalized system

The Pythagorean theorem in § 2 in Hilbert space allows us to find an interesting relationship between the coefficients and the function. Let us denote by the difference between and the sum of the first terms of its series, i.e.

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