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Chapter 3 Formula Sheet

Reference, not teaching. Each entry names the book’s equation or definition number, states the result, and says when to reach for it. Read the concept pages first; come back here when you are working.

Add an inner product to a vector space and everything else follows:

x,y    x=x,x    d(x,y)=xy,cosω=x,yxy\langle\mathbf{x},\mathbf{y}\rangle \;\Longrightarrow\; \lVert\mathbf{x}\rVert = \sqrt{\langle\mathbf{x},\mathbf{x}\rangle} \;\Longrightarrow\; d(\mathbf{x},\mathbf{y}) = \lVert\mathbf{x}-\mathbf{y}\rVert, \qquad \cos\omega = \frac{\langle\mathbf{x},\mathbf{y}\rangle}{\lVert\mathbf{x}\rVert\lVert\mathbf{y}\rVert}
resultstatementwhen
Def 3.1 norm axiomsabsolutely homogeneous λx=λx\lVert\lambda\mathbf{x}\rVert = \lvert\lambda\rvert\lVert\mathbf{x}\rVert; triangle x+yx+y\lVert\mathbf{x}+\mathbf{y}\rVert \leq \lVert\mathbf{x}\rVert + \lVert\mathbf{y}\rVert; positive definitechecking a candidate “length”
Eq 3.3 Manhattanx1=ixi\lVert\mathbf{x}\rVert_1 = \sum_i \lvert x_i\rvertLasso, robust loss, sparse recovery
Eq 3.4 Euclideanx2=xx\lVert\mathbf{x}\rVert_2 = \sqrt{\mathbf{x}^\top\mathbf{x}}the book’s default everywhere after §3.1
maximumx=maxixi\lVert\mathbf{x}\rVert_\infty = \max_i\lvert x_i\rvertadversarial budgets, worst-case bounds
pp-normxp=(ixip)1/p\lVert\mathbf{x}\rVert_p = \left(\sum_i\lvert x_i\rvert^p\right)^{1/p}, p1p \geq 1theory; rarely used directly
orderingxxqxpx1\lVert\mathbf{x}\rVert_\infty \leq \lVert\mathbf{x}\rVert_q \leq \lVert\mathbf{x}\rVert_p \leq \lVert\mathbf{x}\rVert_1 for 1pq1 \leq p \leq qsanity-checking a computation
why p1p \geq 1e1+e2p=21/p>2\lVert\mathbf{e}_1+\mathbf{e}_2\rVert_p = 2^{1/p} > 2 when p<1p < 1the triangle inequality fails; ball not convex
python
np.linalg.norm(x, 1)        # l1
np.linalg.norm(x)           # l2 for a vector, FROBENIUS for a matrix
np.linalg.norm(x, np.inf)   # maximum
np.linalg.norm(A, 2)        # matrix 2-norm: largest singular value
resultstatementwhen
bilinearlinear in each argument separately (Eq 3.6, 3.7)automatic for xAy\mathbf{x}^\top\mathbf{A}\mathbf{y}
Def 3.2 symmetricΩ(x,y)=Ω(y,x)\Omega(\mathbf{x},\mathbf{y}) = \Omega(\mathbf{y},\mathbf{x})     \iff A=A\mathbf{A} = \mathbf{A}^\topthe condition Exercise 3.2 breaks
Def 3.2 positive definitexAx>0\mathbf{x}^\top\mathbf{A}\mathbf{x} > 0 for x0\mathbf{x} \neq \mathbf{0} (Eq 3.8)makes the induced norm real
Def 3.3 inner productbilinear + symmetric + positive definitethe whole definition
Eq 3.10 matrix formx,y=x^Ay^\langle\mathbf{x},\mathbf{y}\rangle = \hat{\mathbf{x}}^\top\mathbf{A}\hat{\mathbf{y}} with Aij=bi,bjA_{ij} = \langle\mathbf{b}_i,\mathbf{b}_j\ranglecomputing anything
Theorem 3.5inner product     \iff symmetric positive definite A\mathbf{A} exists (Eq 3.15)there are no other kinds
SPD consequencestrivial null space; every diagonal entry positivenecessary, not sufficient
the testCholesky succeeds     \iff positive definitenot eigvalsh(A) >= 0, which accepts semidefinite
python
np.allclose(A, A.T)         # symmetry
np.linalg.cholesky(A)       # raises LinAlgError iff not positive definite
np.linalg.eigvalsh(A)       # eigenvalues, if you want to see them
resultstatementwhen
Eq 3.16 induced normx:=x,x\lVert\mathbf{x}\rVert := \sqrt{\langle\mathbf{x},\mathbf{x}\rangle}every inner product gives a norm
Eq 3.17 Cauchy-Schwarzx,yxy\lvert\langle\mathbf{x},\mathbf{y}\rangle\rvert \leq \lVert\mathbf{x}\rVert\lVert\mathbf{y}\rVert, equality iff parallelmakes the cosine well defined; gives the triangle inequality
Def 3.6 distanced(x,y):=xyd(\mathbf{x},\mathbf{y}) := \lVert\mathbf{x}-\mathbf{y}\rVert (Eq 3.21)the length of a difference, nothing more
metric axiomspositive definite, symmetric (Eq 3.22), triangle (Eq 3.23)a metric needs no vector space
the hierarchyinner products \subset norms \subset metricswhich structure you actually have
parallelogram lawx+y2+xy2=2x2+2y2\lVert\mathbf{x}+\mathbf{y}\rVert^2 + \lVert\mathbf{x}-\mathbf{y}\rVert^2 = 2\lVert\mathbf{x}\rVert^2 + 2\lVert\mathbf{y}\rVert^2test whether a norm comes from an inner product
Remarkinner product and metric run in opposite directionssimilar = large inner product, small distance
expansionxy2=x22x,y+y2\lVert\mathbf{x}-\mathbf{y}\rVert^2 = \lVert\mathbf{x}\rVert^2 - 2\langle\mathbf{x},\mathbf{y}\rangle + \lVert\mathbf{y}\rVert^2why dot-product ranking \neq distance ranking
Mahalanobis(xy)Σ1(xy)\sqrt{(\mathbf{x}-\mathbf{y})^\top\Sigma^{-1}(\mathbf{x}-\mathbf{y})}distances that respect correlation
resultstatementwhen
Eq 3.24, 3.25cosω=x,yxy\cos\omega = \dfrac{\langle\mathbf{x},\mathbf{y}\rangle}{\lVert\mathbf{x}\rVert\lVert\mathbf{y}\rVert}, ω[0,π]\omega \in [0,\pi]unsigned angle; always clip before arccos
cosine similaritythe same ratiocomparing embeddings; scale-free
Def 3.7 orthogonalx,y=0\langle\mathbf{x},\mathbf{y}\rangle = 0, written xy\mathbf{x}\perp\mathbf{y}0\mathbf{0} is orthogonal to everything
Def 3.7 orthonormalorthogonal and both of unit lengththe extra half §3.5 needs
Def 3.8 orthogonal matrixAA=I=AA\mathbf{A}\mathbf{A}^\top = \mathbf{I} = \mathbf{A}^\top\mathbf{A}, so A1=A\mathbf{A}^{-1} = \mathbf{A}^\top (Eq 3.29, 3.30)free inverse, no conditioning cost
Eq 3.31Ax=x\lVert\mathbf{A}\mathbf{x}\rVert = \lVert\mathbf{x}\rVertlengths preserved
Eq 3.32angles preservedboth from AA=I\mathbf{A}^\top\mathbf{A} = \mathbf{I}
concentrationsd(cosω)1/d\mathrm{sd}(\cos\omega) \approx 1/\sqrt{d} for random pairswhy cosine works in high dimensions

Orthogonality is relative to the inner product. Example 3.7: (1,1)(1,1) and (1,1)(-1,1) are at 90°90° under the dot product and at 109.4712°109.4712° under diag(2,1)\mathrm{diag}(2,1), with cosω=13\cos\omega = -\tfrac13.

resultstatementwhen
Def 3.9 ONBbi,bj=0\langle\mathbf{b}_i,\mathbf{b}_j\rangle = 0 for iji \neq j (Eq 3.33), bi,bi=1\langle\mathbf{b}_i,\mathbf{b}_i\rangle = 1 (Eq 3.34)orthogonal alone gives only Eq 3.33
Gram matrixBB=I\mathbf{B}^\top\mathbf{B} = \mathbf{I}both conditions in one equation
coordinatesλ=Bx\boldsymbol{\lambda} = \mathbf{B}^\top\mathbf{x}, i.e. λi=bi,x\lambda_i = \langle\mathbf{b}_i,\mathbf{x}\rangleO(n2)O(n^2), no solve, independent per coordinate
Parsevalx2=iλi2\lVert\mathbf{x}\rVert^2 = \sum_i \lambda_i^2fails off an ONB; the basis of “variance explained”
orthogonal but not normalλi=bi,x/bi,bi\lambda_i = \langle\mathbf{b}_i,\mathbf{x}\rangle / \langle\mathbf{b}_i,\mathbf{b}_i\ranglethe division Fourier coefficients carry
numericsclassical Gram-Schmidt loses orthogonality like εκ2\varepsilon\kappa^2use np.linalg.qr (Householder)

At κ=1010\kappa = 10^{10}: classical Gram-Schmidt gives QQI=1.013\lVert\mathbf{Q}^\top\mathbf{Q}-\mathbf{I}\rVert = 1.013 (orthogonality entirely gone), modified 2.507×1072.507\times10^{-7}, Householder 5.774×10165.774\times10^{-16}.

resultstatementwhen
definitionU={v:v,u=0 uU}U^\perp = \{\mathbf{v} : \langle\mathbf{v},\mathbf{u}\rangle = 0 \ \forall\,\mathbf{u}\in U\}it is a subspace
dimensiondimU+dimU=D\dim U + \dim U^\perp = Dthe accounting that makes truncation exact
intersectionUU={0}U \cap U^\perp = \{\mathbf{0}\}from positive definiteness
checkingorthogonal to a basis of UU sufficesUU^\perp = null space of UU‘s basis as rows
Eq 3.36x=mλmbm+jψjbj\mathbf{x} = \sum_m \lambda_m\mathbf{b}_m + \sum_j \psi_j\mathbf{b}_j^\perp, uniquelythe split PCA relies on
Pythagorasx2=p2+q2\lVert\mathbf{x}\rVert^2 = \lVert\mathbf{p}\rVert^2 + \lVert\mathbf{q}\rVert^2because p,q=0\langle\mathbf{p},\mathbf{q}\rangle = 0
normal vectordimU=1\dim U^\perp = 1: one vector w\mathbf{w} describes all of UUhyperplanes, Ch 12
point-to-planed(x,U)=w,xwd(\mathbf{x},U) = \dfrac{\lvert\langle\mathbf{w},\mathbf{x}\rangle\rvert}{\lVert\mathbf{w}\rVert}SVM margin
residual operatorIP\mathbf{I} - \mathbf{P}; rank =dimU= \dim U^\perpkeeps what P\mathbf{P} discards
resultstatementwhen
Eq 3.37u,v=abu(x)v(x)dx\langle u,v\rangle = \displaystyle\int_a^b u(x)v(x)\,dxthe interval is part of the definition
normu=abu(x)2dx\lVert u\rVert = \sqrt{\int_a^b u(x)^2\,dx}L2L^2 norm
Example 3.9sin,cos=0\langle\sin,\cos\rangle = 0 on [π,π][-\pi,\pi]the product is odd; exact cancellation
Eq 3.38{1,cosx,cos2x,,sinx,sin2x,}\{1, \cos x, \cos 2x, \dots, \sin x, \sin 2x, \dots\} pairwise orthogonalthe Fourier basis
squared norms12=2π\lVert 1\rVert^2 = 2\pi, coskx2=sinkx2=π\lVert\cos kx\rVert^2 = \lVert\sin kx\rVert^2 = \piorthogonal, not orthonormal
coefficientck=1πππf(x)sin(kx)dxc_k = \dfrac{1}{\pi}\displaystyle\int_{-\pi}^{\pi} f(x)\sin(kx)\,dxthe 1/π1/\pi is 1/sinkx21/\lVert\sin kx\rVert^2
truncation errortotal energy minus the energy keptParseval, predictive
caveatL2L^2 convergence \neq pointwise; Gibbs overshoot 1.179\to \approx 1.179reconstructing edges

The section to memorise.

resultstatementwhen
Def 3.10π2=π\pi^2 = \pi, i.e. Pπ2=Pπ\mathbf{P}_\pi^2 = \mathbf{P}_\piidempotence alone permits oblique projections
orthogonal projectionidempotent and symmetricthe closest point
Eq 3.40 line, coordinateλ=bxbb\lambda = \dfrac{\mathbf{b}^\top\mathbf{x}}{\mathbf{b}^\top\mathbf{b}}one direction
Eq 3.42 line, projectionπU(x)=λb\pi_U(\mathbf{x}) = \lambda\mathbf{b}
Eq 3.44πU(x)=cosωx\lVert\pi_U(\mathbf{x})\rVert = \lvert\cos\omega\rvert\,\lVert\mathbf{x}\rVertgeometric reading
Eq 3.46 line, matrixPπ=bbbb\mathbf{P}_\pi = \dfrac{\mathbf{b}\mathbf{b}^\top}{\mathbf{b}^\top\mathbf{b}}symmetric, rank 1
Eq 3.56 normal equationBBλ=Bx\mathbf{B}^\top\mathbf{B}\boldsymbol{\lambda} = \mathbf{B}^\top\mathbf{x}the whole of §3.8.2
Eq 3.57 pseudo-inverseλ=(BB)1Bx\boldsymbol{\lambda} = (\mathbf{B}^\top\mathbf{B})^{-1}\mathbf{B}^\top\mathbf{x}needs B\mathbf{B} of full column rank
Eq 3.58 projectionπU(x)=B(BB)1Bx\pi_U(\mathbf{x}) = \mathbf{B}(\mathbf{B}^\top\mathbf{B})^{-1}\mathbf{B}^\top\mathbf{x}
Eq 3.59 matrixPπ=B(BB)1B\mathbf{P}_\pi = \mathbf{B}(\mathbf{B}^\top\mathbf{B})^{-1}\mathbf{B}^\topderivations, not computation
Eq 3.63 projection errorxπU(x)\lVert\mathbf{x} - \pi_U(\mathbf{x})\rVertthe objective PCA minimises
Eq 3.65, 3.66 ONB caseπU(x)=BBx\pi_U(\mathbf{x}) = \mathbf{B}\mathbf{B}^\top\mathbf{x}, λ=Bx\boldsymbol{\lambda} = \mathbf{B}^\top\mathbf{x}always prefer this
spectrumeigenvalues {0,1}\in \{0,1\}; rank=trace=dimU\mathrm{rank} = \mathrm{trace} = \dim Ufastest diagnostic
Eq 3.67, 3.68 Gram-Schmidtu1:=b1\mathbf{u}_1 := \mathbf{b}_1; uk:=bkπspan[u1..uk1](bk)\mathbf{u}_k := \mathbf{b}_k - \pi_{\mathrm{span}[\mathbf{u}_1..\mathbf{u}_{k-1}]}(\mathbf{b}_k)building an ONB
Eq 3.72 affineπL(x)=x0+πU(xx0)\pi_L(\mathbf{x}) = \mathbf{x}_0 + \pi_U(\mathbf{x}-\mathbf{x}_0)shift, project, shift back
Eq 3.73 affine distanced(x,L)=d(xx0, πU(xx0))d(\mathbf{x},L) = d(\mathbf{x}-\mathbf{x}_0,\ \pi_U(\mathbf{x}-\mathbf{x}_0))translation preserves distance
ridge / jitterBB+εI\mathbf{B}^\top\mathbf{B} + \varepsilon\mathbf{I}stabilises the solve; no longer a projection
general inner productBABλ=BAx\mathbf{B}^\top\mathbf{A}\mathbf{B}\boldsymbol{\lambda} = \mathbf{B}^\top\mathbf{A}\mathbf{x}Exercise 3.6; P\mathbf{P} is then not symmetric
python
lam, *_ = np.linalg.lstsq(B, x, rcond=None)   # the right default: tolerates rank deficiency
proj = B @ lam
Q, _ = np.linalg.qr(B); proj = Q @ (Q.T @ x)  # same answer, explicit ONB
P = B @ np.linalg.inv(B.T @ B) @ B.T          # for a derivation, not production

Never form BB\mathbf{B}^\top\mathbf{B} in production: κ(BB)=κ(B)2\kappa(\mathbf{B}^\top\mathbf{B}) = \kappa(\mathbf{B})^2. On a degree-11 monomial design (κ(B)=1.2×108\kappa(\mathbf{B}) = 1.2\times10^{8}) the normal-equation projection is 0.0480.048 away from the QR answer.

resultstatementwhen
rotationorthogonal and det=+1\det = +1orientation preserved; det=1\det = -1 is a reflection
Eq 3.76 R2\mathbb{R}^2R(θ)=[cosθsinθsinθcosθ]\mathbf{R}(\theta) = \begin{bmatrix}\cos\theta & -\sin\theta\\ \sin\theta & \cos\theta\end{bmatrix}columns are the images of e1,e2\mathbf{e}_1, \mathbf{e}_2
composition in R2\mathbb{R}^2R(α)R(β)=R(α+β)\mathbf{R}(\alpha)\mathbf{R}(\beta) = \mathbf{R}(\alpha+\beta)Abelian group
Eq 3.77 about e1\mathbf{e}_1[1000cosθsinθ0sinθcosθ]\begin{bmatrix}1&0&0\\0&\cos\theta&-\sin\theta\\0&\sin\theta&\cos\theta\end{bmatrix}fixes x1x_1
Eq 3.78 about e2\mathbf{e}_2[cosθ0sinθ010sinθ0cosθ]\begin{bmatrix}\cos\theta&0&\sin\theta\\0&1&0\\-\sin\theta&0&\cos\theta\end{bmatrix}signs reversed — not a typo
Eq 3.79 about e3\mathbf{e}_3[cosθsinθ0sinθcosθ0001]\begin{bmatrix}\cos\theta&-\sin\theta&0\\\sin\theta&\cos\theta&0\\0&0&1\end{bmatrix}the 2-D case, padded
Def 3.11 Givensthe identity with rii=cosθr_{ii}=\cos\theta, rij=sinθr_{ij}=-\sin\theta, rji=sinθr_{ji}=\sin\theta, rjj=cosθr_{jj}=\cos\theta (Eq 3.80, 3.81)rotate one plane, fix n2n-2 dimensions
parameter countn(n1)/2n(n-1)/2 angles1, 3, 6, 45 for n=2,3,4,10n = 2,3,4,10
§3.9.4 propertiespreserve distances; preserve angles; not commutative in R3\mathbb{R}^{\geq 3}; group only about a shared fixed pointEuler-angle ordering matters

Measured: R1(35°)R3(70°)R3(70°)R1(35°)F=0.961059\lVert\mathbf{R}_1(35°)\mathbf{R}_3(70°) - \mathbf{R}_3(70°)\mathbf{R}_1(35°)\rVert_F = 0.961059 in space, against 1.570×10161.570\times10^{-16} in the plane.

The determinant as a one-glance diagnostic

Section titled “The determinant as a one-glance diagnostic”
detA\det\mathbf{A}with AA=I\mathbf{A}^\top\mathbf{A} = \mathbf{I}what it is
+1+1yesrotation
1-1yesreflection
00nosingular; a projection if also idempotent
cnc^nnouniform scaling by cc
11noarea-preserving but distorting — a shear
quantityvaluefrom
(1.6,0.9)1,2,\lVert(1.6, 0.9)\rVert_1, \lVert\cdot\rVert_2, \lVert\cdot\rVert_\infty2.52.5, 1.8357561.835756, 1.61.6Norms
e1+e20.6\lVert\mathbf{e}_1+\mathbf{e}_2\rVert_{0.6} vs 223.1748023.174802 vs 22 — failsNorms
eigenvalues of [9665]\begin{bmatrix}9&6\\6&5\end{bmatrix}, [9663]\begin{bmatrix}9&6\\6&3\end{bmatrix}(0.675,13.325)(0.675, 13.325), (0.708,12.708)(-0.708, 12.708)Example 3.4
boundary of [966a]\begin{bmatrix}9&6\\6&a\end{bmatrix}a=4a = 4 exactlyInner Products
(1,1)\lVert(1,1)\rVert under dot, Eq 3.192=1.414214\sqrt2 = 1.414214, exactly 11Example 3.5
Example 3.6 anglecos=3/10\cos = 3/\sqrt{10}, ω=18.434949°\omega = 18.434949°§3.4
Example 3.7 angle90°90° then 109.4712°109.4712°, cos=1/3\cos = -1/3§3.4
sd(cosω)\mathrm{sd}(\cos\omega) at d=104d = 10^40.009811/d0.00981 \approx 1/\sqrt{d}Angles
classical Gram-Schmidt at κ=1010\kappa = 10^{10}QQI=1.013\lVert\mathbf{Q}^\top\mathbf{Q}-\mathbf{I}\rVert = 1.013ONB
digits datarank 6161 of 6464; 2121 components for 90%90\%Complement, Projections
digits complementspan of pixels 00, 3232, 3939Complement
square wave c1c_1, c3c_34/π=1.2732404/\pi = 1.273240, 4/(3π)=0.4244134/(3\pi) = 0.424413Functions
Gibbs overshoot1.179\to 1.179, not 11Functions
Example 3.10P=19[122244244]\mathbf{P} = \tfrac19\begin{bmatrix}1&2&2\\2&4&4\\2&4&4\end{bmatrix}, π(x)=19(5,10,10)\pi(\mathbf{x}) = \tfrac19(5,10,10)§3.8.1
Example 3.11λ=(5,3)\boldsymbol{\lambda} = (5,-3), π=(5,2,1)\pi = (5,2,-1), error 6\sqrt6§3.8.2
Example 3.11 matrixP=16[521222125]\mathbf{P} = \tfrac16\begin{bmatrix}5&2&-1\\2&2&2\\-1&2&5\end{bmatrix}§3.8.2
Exercise 3.5π=(1,5,1,2,3)\pi = (1,-5,-1,-2,3), d=60d = \sqrt{60}, rank 33 not 44Exercises
Exercise 3.6πU(e2)=(0.5,0,0.5)\pi_U(\mathbf{e}_2) = (0.5, 0, -0.5), d=1d = 1 exactlyExercises
Book Eq 3.74det=0.9908\det = 0.9908 — the printed matrix is not orthogonalRotations
3-D commutator at 35°,70°35°, 70°0.9610590.961059Rotations
from Chapter 3used in
norms (§3.1)Ch 7 regularised objectives; Ch 9 ridge and Lasso
inner products (§3.2)Ch 12 kernels; Ch 6 covariance
distances (§3.3)Ch 11 clustering; nearest-neighbour anything
angles (§3.4)embedding comparison; whitening
ONB (§3.5)Ch 4 — eigendecomposition and SVD produce them
complement (§3.6)Ch 10 discarded directions; Ch 9 residual space
function inner products (§3.7)Ch 6 — the analogous move for random variables
projections (§3.8)Ch 9 least squares; Ch 10 PCA
affine projections (§3.8.4)Ch 12 separating hyperplane
rotations (§3.9)Ch 4 — the outer factors of an SVD

The five mistakes this chapter is designed to prevent

Section titled “The five mistakes this chapter is designed to prevent”
  1. Assuming the dot product. Orthogonality, length, angle and projection all depend on the inner product. Exercise 3.6 gives three different wrong answers from three different versions of this assumption.
  2. Testing definiteness and calling it an inner product. Symmetry is a separate condition, and Exercise 3.2’s matrix passes the definiteness test.
  3. Testing eigvalsh(A) >= 0. That accepts positive semidefinite matrices, where a nonzero vector has length zero. Use Cholesky.
  4. Applying Equation 3.59 to a spanning set. It needs a basis. Exercise 3.5’s four vectors have rank 3, and the Gram matrix’s condition number is 2×10172\times10^{17}.
  5. Forming BB\mathbf{B}^\top\mathbf{B} in production code. It squares the condition number. Use lstsq or QR.
pch.quizTag Sheet check
  1. You need to project onto a subspace given by a matrix B whose columns may be linearly dependent. Which call?

    pch.quizShowAnswer

    B — np.linalg.lstsq(B, x, rcond=None), because it uses a minimum-norm pseudo-inverse and does not require full column rank — Equation 3.59 requires a basis, and a rank-deficient B makes B-transpose B singular. lstsq returns the correct projection regardless, and it also avoids squaring the condition number.

  2. Which single number tells you the dimension of the subspace a projection matrix projects onto?

    pch.quizShowAnswer

    B — Its trace, which equals its rank because the eigenvalues are only 0 and 1 — P squared equals P forces lambda squared equals lambda for every eigenvalue, so each is 0 or 1. The trace is their sum and the rank is the count of nonzeros, so both equal the dimension.

  3. A colleague reports that a norm they wrote satisfies the parallelogram law. What does that tell you?

    pch.quizShowAnswer

    B — That it comes from an inner product, so it has angles, orthogonality and projections attached — which l1 and l-infinity do not — The parallelogram law is exactly the test. Among the standard p-norms only p = 2 passes, which is why ridge has a closed-form solution and Lasso does not.

  • One inner product generates the whole chapter: length is its square root on the diagonal, distance is the length of a difference, and the cosine is it divided by two lengths.
  • Theorem 3.5 is an if and only if — every inner product on a finite-dimensional real space is a symmetric positive definite matrix, and testing a candidate means testing that matrix.
  • Cholesky is the definiteness test, because comparing eigenvalues to zero accepts the semidefinite boundary case.
  • The projection recipe is three steps: solve the normal equation for the coordinates, multiply by the basis for the projection, and sandwich the inverse Gram matrix for the projection matrix — and all three collapse when the basis is orthonormal.
  • A projection matrix has eigenvalues zero and one only, so its rank and trace both equal the dimension it projects onto.
  • A rotation is an orthogonal matrix of determinant plus one, needs n(n−1)/2 angles in n dimensions, and does not commute beyond the plane.
  • Never form B-transpose B in production: it squares the condition number, which is the same failure behind classical Gram-Schmidt.

Back to: Analytic Geometry Overview — or forward to Chapter 4, where the orthonormal bases of §3.5 turn out to be what every decomposition produces.

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