LINEAR-ALGEBRA Β· Unit 15 Β· Video 1 Β· Interactive Practice

How One Matrix Splits Every Vector Into Two Perfect Pieces

IKey Formulas

Formula Name When it matters
P=A(A⊀A)βˆ’1A⊀P = A(A^\top A)^{-1}A^\top Projection matrix Projects any b\mathbf{b} onto C(A)C(A)
b=Pb+(Iβˆ’P)b\mathbf{b} = P\mathbf{b} + (I - P)\mathbf{b} Orthogonal decomposition Splits b\mathbf{b} into two βŠ₯\perp pieces
P2=PP^2 = P, P⊀=PP^\top = P Idempotent & symmetric Both required for orthogonal projection
(Iβˆ’P)2=Iβˆ’P(I-P)^2 = I-P, (Iβˆ’P)⊀=Iβˆ’P(I-P)^\top = I-P Complement properties Iβˆ’PI-P projects onto N(A⊀)N(A^\top)

IIVisualization 1 β€” The Orthogonal Split: p + e = b

Every b\mathbf{b} breaks into p=Pb\mathbf{p} = P\mathbf{b} inside C(A)C(A) plus e=(Iβˆ’P)b\mathbf{e} = (I-P)\mathbf{b} perpendicular to it.

IIIVisualization 2 β€” Energy Shifts Between the Two Extremes

As b\mathbf{b} rotates from C(A)C(A) toward N(A⊀)N(A^\top), the energy βˆ₯bβˆ₯2\|\mathbf{b}\|^2 drains from one component into the other.

πŸ’‘ Challenge: find the angle where the two energies are equal.

IVVisualization 3 β€” Idempotency: Project Once, Project Forever

Projecting again changes nothing β€” P2=PP^2 = P β€” so the fan freezes after the first application.

VQuiz Questions

Question 1

If b\mathbf{b} is already in the column space C(A)C(A) β€” meaning b=Ax\mathbf{b} = A\mathbf{x} for some vector x\mathbf{x} β€” what is PbP\mathbf{b}?

βœ… Correct! A vector already in the column space is unchanged by projection.

❌ Not quite. Think about what happens when the vector is already lying flat on the subspace β€” does its shadow differ from itself?

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Solution:

Since b=Ax\mathbf{b} = A\mathbf{x}, substitute into the projection formula:

Pb=A(A⊀A)βˆ’1A⊀(Ax)=Aβ‹…(A⊀A)βˆ’1(A⊀A)⏟=Iβ‹…x=Ax=bP\mathbf{b} = A(A^\top A)^{-1}A^\top (A\mathbf{x}) = A \cdot \underbrace{(A^\top A)^{-1}(A^\top A)}_{= I} \cdot \mathbf{x} = A\mathbf{x} = \mathbf{b}

The inverse cancels with its matrix, leaving the identity. Projecting a vector that's already in the column space returns the vector unchanged β€” the shadow perfectly matches the original.

Question 2

True or False: Every idempotent matrix (M2=MM^2 = M) is an orthogonal projection matrix.

βœ… Correct! Idempotency alone gives a projection, but you also need symmetry (M⊀=MM^\top = M) for it to be orthogonal.

❌ Not quite. Recall from the video: what additional property (besides M2=MM^2 = M) is needed to ensure the projection is orthogonal?

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Solution: False

An orthogonal projection matrix must satisfy two properties:

  1. Idempotent: M2=MM^2 = M (projecting twice = projecting once)
  2. Symmetric: M⊀=MM^\top = M (the decomposition is into perpendicular pieces)

A non-symmetric idempotent matrix produces an oblique projection β€” it still splits vectors into two components, but those components are not perpendicular to each other. Both conditions together are necessary for an orthogonal projection.

Question 3

Suppose Pb=(312)P\mathbf{b} = \begin{pmatrix} 3 \\ 1 \\ 2 \end{pmatrix} and b=(431)\mathbf{b} = \begin{pmatrix} 4 \\ 3 \\ 1 \end{pmatrix}. What is (Iβˆ’P)b(I - P)\mathbf{b}?

βœ… Correct! The perpendicular component is simply b βˆ’ Pb.

❌ Not quite. Use the decomposition: (I βˆ’ P)b = b βˆ’ Pb. Subtract component by component.

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Solution:

From the decomposition b=Pb+(Iβˆ’P)b\mathbf{b} = P\mathbf{b} + (I-P)\mathbf{b}, rearrange:

(Iβˆ’P)b=bβˆ’Pb=(431)βˆ’(312)=(12βˆ’1)(I-P)\mathbf{b} = \mathbf{b} - P\mathbf{b} = \begin{pmatrix} 4 \\ 3 \\ 1 \end{pmatrix} - \begin{pmatrix} 3 \\ 1 \\ 2 \end{pmatrix} = \begin{pmatrix} 1 \\ 2 \\ -1 \end{pmatrix}

The perpendicular component is simply b\mathbf{b} minus its projection β€” no need to know PP explicitly!

Why the other options are wrong:

  • (7,4,3)(7, 4, 3): This is b+Pb\mathbf{b} + P\mathbf{b} (added instead of subtracted)
  • (3,1,2)(3, 1, 2): This is PbP\mathbf{b} itself, not the perpendicular part
  • (0,0,0)(0, 0, 0): This would mean b∈C(A)\mathbf{b} \in C(A), but bβ‰ Pb\mathbf{b} \neq P\mathbf{b} here

Question 4

The matrix Iβˆ’PI - P is itself a projection matrix. Which subspace does Iβˆ’PI - P project onto?

βœ… Correct! I βˆ’ P projects onto the orthogonal complement of C(A), which is the left null space N(Aα΅€).

❌ Not quite. Think about which vectors satisfy (I βˆ’ P)b = b. These are vectors that P sends to zero β€” where do they live?

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Solution:

Iβˆ’PI - P projects onto N(A⊀)N(A^\top), the left null space β€” the orthogonal complement of the column space.

Why? If b∈N(A⊀)\mathbf{b} \in N(A^\top), then A⊀b=0A^\top \mathbf{b} = \mathbf{0}. Substituting into the projection formula:

Pb=A(A⊀A)βˆ’1A⊀b⏟=0=0P\mathbf{b} = A(A^\top A)^{-1} \underbrace{A^\top \mathbf{b}}_{= \mathbf{0}} = \mathbf{0}

So (Iβˆ’P)b=bβˆ’0=b(I - P)\mathbf{b} = \mathbf{b} - \mathbf{0} = \mathbf{b}. The matrix Iβˆ’PI - P preserves vectors in N(A⊀)N(A^\top) and annihilates vectors in C(A)C(A) β€” the exact mirror image of what PP does.

Together, PP and Iβˆ’PI - P give a complete orthogonal decomposition:

  • Pβ†’C(A)P \to C(A)
  • Iβˆ’Pβ†’N(A⊀)I - P \to N(A^\top)

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