v2010.10.26 - Convex Optimization
v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization
54 CHAPTER 2. CONVEX GEOMETRYTR 2 R 3dim domT = dim R(T)Figure 18: Linear injective mapping Tx=Ax : R 2 → R 3 of Euclidean bodyremains two-dimensional under mapping represented by skinny full-rankmatrix A∈ R 3×2 ; two bodies are isomorphic by Definition 2.2.1.0.1.2.2.1.1.1 Definition. Isometric isomorphism.An isometric isomorphism of a vector space having a metric defined on it is alinear bijective mapping T that preserves distance; id est, for all x,y ∈dom T‖Tx − Ty‖ = ‖x − y‖ (47)Then isometric isomorphism T is called a bijective isometry.Unitary linear operator Q : R k → R k , represented by orthogonal matrixQ∈ R k×k (B.5), is an isometric isomorphism; e.g., discrete Fourier transformvia (836). Suppose T(X)= UXQ is a bijective isometry where U isa dimensionally compatible orthonormal matrix. 2.13 Then we also sayFrobenius’ norm is orthogonally invariant; meaning, for X,Y ∈ R p×k‖U(X −Y )Q‖ F = ‖X −Y ‖ F (48)⎡ ⎤1 0Yet isometric operator T : R 2 → R 3 , represented by A = ⎣ 0 1 ⎦on R 2 ,0 0is injective but not a surjective map to R 3 . [227,1.6,2.6] This operator Tcan therefore be a bijective isometry only with respect to its range.2.13 any matrix U whose columns are orthonormal with respect to each other (U T U = I);these include the orthogonal matrices.△
2.2. VECTORIZED-MATRIX INNER PRODUCT 55BR 3PTR 3PT(B)xPTxFigure 19: Linear noninjective mapping PTx=A † Ax : R 3 → R 3 ofthree-dimensional Euclidean body B has affine dimension 2 under projectionon rowspace of fat full-rank matrix A∈ R 2×3 . Set of coefficients of orthogonalprojection T B = {Ax |x∈ B} is isomorphic with projection P(T B) [sic].Any linear injective transformation on Euclidean space is uniquelyinvertible on its range. In fact, any linear injective transformation has arange whose dimension equals that of its domain. In other words, for anyinvertible linear transformation T [ibidem]dim dom(T) = dim R(T) (49)e.g., T represented by skinny-or-square full-rank matrices. (Figure 18) Animportant consequence of this fact is:Affine dimension, of any n-dimensional Euclidean body in domain ofoperator T , is invariant to linear injective transformation.2.2.1.2 Noninjective linear operatorsMappings in Euclidean space created by noninjective linear operators can becharacterized in terms of an orthogonal projector (E). Consider noninjectivelinear operator Tx =Ax : R n → R m represented by fat matrix A∈ R m×n(m< n). What can be said about the nature of this m-dimensional mapping?
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54 CHAPTER 2. CONVEX GEOMETRYTR 2 R 3dim domT = dim R(T)Figure 18: Linear injective mapping Tx=Ax : R 2 → R 3 of Euclidean bodyremains two-dimensional under mapping represented by skinny full-rankmatrix A∈ R 3×2 ; two bodies are isomorphic by Definition 2.2.1.0.1.2.2.1.1.1 Definition. Isometric isomorphism.An isometric isomorphism of a vector space having a metric defined on it is alinear bijective mapping T that preserves distance; id est, for all x,y ∈dom T‖Tx − Ty‖ = ‖x − y‖ (47)Then isometric isomorphism T is called a bijective isometry.Unitary linear operator Q : R k → R k , represented by orthogonal matrixQ∈ R k×k (B.5), is an isometric isomorphism; e.g., discrete Fourier transformvia (836). Suppose T(X)= UXQ is a bijective isometry where U isa dimensionally compatible orthonormal matrix. 2.13 Then we also sayFrobenius’ norm is orthogonally invariant; meaning, for X,Y ∈ R p×k‖U(X −Y )Q‖ F = ‖X −Y ‖ F (48)⎡ ⎤1 0Yet isometric operator T : R 2 → R 3 , represented by A = ⎣ 0 1 ⎦on R 2 ,0 0is injective but not a surjective map to R 3 . [227,1.6,2.6] This operator Tcan therefore be a bijective isometry only with respect to its range.2.13 any matrix U whose columns are orthonormal with respect to each other (U T U = I);these include the orthogonal matrices.△