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Mathematics / orthogonal-complement

Orthogonal complement

The orthogonal complement of a subset of an inner product space consists of all vectors perpendicular to every vector in that subset.

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The orthogonal complement of a subset of a vector space equipped with an inner product is the set of all vectors orthogonal to every member of that subset. Written S⊥S^\perp, it describes the directions perpendicular to SS within a specified ambient space. The concept connects geometric perpendicularity with subspace decomposition in linear algebra and extends to infinite-dimensional spaces in functional analysis. (ocw.mit.edu)

Definition and elementary properties

Let VV be an inner product space over the real numbers or complex numbers, and let S⊆VS\subseteq V. Its orthogonal complement is

S⊥={v∈V:⟨v,s⟩=0 for every s∈S}.S^\perp=\{v\in V:\langle v,s\rangle=0 \text{ for every }s\in S\}.

In complex spaces, conjugate symmetry makes the condition independent of which argument is written first. The ambient space and inner product are essential: changing either can change the orthogonal complement. (people.math.harvard.edu)

Even when SS is not a subspace, S⊥S^\perp is a linear subspace. Indeed, the inner product conditions are preserved under addition and scalar multiplication. Orthogonality to all members of SS also implies orthogonality to every linear combination of those members, so

S⊥=(span⁡S)⊥,S^\perp=(\operatorname{span}S)^\perp,

where span⁡S\operatorname{span}S denotes the linear span. (people.math.harvard.edu)

For subspaces U,W⊆VU,W\subseteq V, the defining equations give

U⊆W  ⟹  W⊥⊆U⊥,(U+W)⊥=U⊥∩W⊥.U\subseteq W\implies W^\perp\subseteq U^\perp, \qquad (U+W)^\perp=U^\perp\cap W^\perp.

Thus taking an orthogonal complement reverses inclusion. Moreover,

W∩W⊥={0},W\cap W^\perp=\{0\},

because a vector in the intersection satisfies ⟨w,w⟩=0\langle w,w\rangle=0, which forces w=0w=0. These identities follow directly from the definition and positive definiteness of the inner product. (people.math.harvard.edu)

Finite-dimensional geometry and decomposition

If VV has finite dimension nn, and WW has dimension kk, then

dim⁡W⊥=n−k,(W⊥)⊥=W,V=W⊕W⊥.\dim W^\perp=n-k,\qquad (W^\perp)^\perp=W, \qquad V=W\oplus W^\perp.

The last expression is an orthogonal direct sum: every vector has a unique decomposition into a component in WW and a component in W⊥W^\perp. Orthogonality alone does not make two subspaces complementary; together they must also span the ambient space. (ocw.mit.edu)

In three-dimensional Euclidean space, for example, consider the line

W=span⁡{(1,2,3)}.W=\operatorname{span}\{(1,2,3)\}.

Applying the definition gives

W⊥={(x,y,z):x+2y+3z=0}=span⁡{(−2,1,0),(−3,0,1)}.W^\perp=\{(x,y,z):x+2y+3z=0\} =\operatorname{span}\{(-2,1,0),(-3,0,1)\}.

Its orthogonal complement is therefore a plane through the origin. Conversely, that plane’s orthogonal complement is the original line. More generally, a nonzero vector determines a perpendicular hyperplane through the origin. This example illustrates the line–plane relationship described by the dimension formula. (ocw.mit.edu)

An orthogonal complement is not a set-theoretic complement. It contains the zero vector, as does every subspace, and usually contains only some of the vectors outside WW. (people.math.harvard.edu)

Matrix characterization and computation

Suppose the columns of a matrix BB span a subspace W⊆RnW\subseteq\mathbb R^n. A vector xx is perpendicular to every column exactly when

BTx=0.B^{\mathsf T}x=0.

Consequently,

W⊥=ker⁡BT,W^\perp=\ker B^{\mathsf T},

where BTB^{\mathsf T} is the transpose and the kernel is its null space. Computing W⊥W^\perp therefore reduces to solving a homogeneous system of linear equations. A basis of its solutions can be found by Gaussian elimination. (ericdarve.github.io)

For a real m×nm\times n matrix AA, the four fundamental subspaces form two complementary pairs:

row⁡(A)⊥=ker⁡A,col⁡(A)⊥=ker⁡AT.\operatorname{row}(A)^\perp=\ker A, \qquad \operatorname{col}(A)^\perp=\ker A^{\mathsf T}.

The first pair lies in Rn\mathbb R^n, the second in Rm\mathbb R^m. If AA has rank rr, their dimensions are respectively r,n−rr,n-r and r,m−rr,m-r, consistent with the rank–nullity theorem. (ericdarve.github.io)

Alternatively, extend an orthonormal basis of WW to one of VV; the added vectors form an orthonormal basis of W⊥W^\perp. In finite dimensions this can be carried out using the Gram–Schmidt process. (github.com)

Orthogonal projection and least squares

The decomposition v=w+zv=w+z, with w∈Ww\in W and z∈W⊥z\in W^\perp, defines the orthogonal projection PWv=wP_Wv=w. The residual v−PWvv-P_Wv lies in W⊥W^\perp, and PWvP_Wv is the unique vector of WW nearest to vv. The complementary projection satisfies

PW⊥=I−PW.P_{W^\perp}=I-P_W.

These statements hold in finite-dimensional inner product spaces and for closed subspaces of Hilbert spaces. (people.math.harvard.edu)

For a real matrix BB whose columns form a basis of WW,

PW=B(BTB)−1BT.P_W=B(B^{\mathsf T}B)^{-1}B^{\mathsf T}.

If those columns are orthonormal, this simplifies to PW=BBTP_W=BB^{\mathsf T}. In ordinary least squares, minimizing ∥Ax−b∥2\|Ax-b\|^2 requires the residual to belong to col⁡(A)⊥\operatorname{col}(A)^\perp. This yields the normal equations

AT(b−Ax^)=0,ATAx^=ATb.A^{\mathsf T}(b-A\hat x)=0, \qquad A^{\mathsf T}A\hat x=A^{\mathsf T}b.

The fitted vector is unique even when its coefficient representation is not. (github.com)

Infinite-dimensional spaces

In any inner product space, an orthogonal complement is a closed set in the topology induced by the inner-product norm. Each orthogonality condition is preserved under limits, and intersecting all such conditions produces a closed subspace. (people.math.harvard.edu)

For a subspace WW of a Hilbert space HH, completeness gives

(W⊥)⊥=W‾,H=W‾⊕W⊥,(W^\perp)^\perp=\overline W, \qquad H=\overline W\oplus W^\perp,

where W‾\overline W is the closure of WW. Hence H=W⊕W⊥H=W\oplus W^\perp holds precisely when WW is closed. A proper dense subspace has orthogonal complement {0}\{0\}, demonstrating why the finite-dimensional double-complement identity needs a closure in infinite dimensions. Without completeness, the Hilbert-space decomposition theorem cannot generally be assumed. (ocw.mit.edu)