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v2009.01.01 - Convex Optimization

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B.5. ORTHOGONAL MATRIX 593<br />

Figure 135: Gimbal: a mechanism imparting three degrees of dimensional<br />

freedom to a Euclidean body suspended at the device’s center. Each ring is<br />

free to rotate about one axis. (Courtesy of The MathWorks Inc.)<br />

(a hyperplane through the origin). We want an orthogonal matrix that<br />

rotates a list in the columns of matrix X ∈ R n+1×N through the dihedral<br />

angle between R n and R (2.4.3)<br />

( ) ( )<br />

(R n 〈en+1 , 1〉<br />

1<br />

, R) = arccos = arccos √ radians (1554)<br />

‖e n+1 ‖ ‖1‖ n+1<br />

The vertex-description of the nonnegative orthant in R n+1 is<br />

{[e 1 e 2 · · · e n+1 ]a | a ≽ 0} = {a ≽ 0} = R n+1<br />

+ ⊂ R n+1 (1555)<br />

Consider rotation of these vertices via orthogonal matrix<br />

Q ∆ = [1 1 √ n+1<br />

ΞV W ]Ξ ∈ R n+1×n+1 (1556)<br />

where permutation matrix Ξ∈ S n+1 is defined in (1608), and V W ∈ R n+1×n<br />

is the orthonormal auxiliary matrix defined inB.4.3. This particular<br />

orthogonal matrix is selected because it rotates any point in subspace R n<br />

about one axis of revolution onto R ; e.g., rotation Qe n+1 aligns the last<br />

standard basis vector with subspace normal R ⊥ = 1. The rotated standard<br />

basis vectors remaining are orthonormal spanning R .

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