Orthogonalize two sets of vectors against one another
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Given two subspaces $U,Vsubset mathbb{R}^n$ and orthonomal bases $U = {u_1,ldots,u_p}$ and $V = {v_1,ldots, v_q}$ (wlog $pgeq q$) is there a fast way to compute an orthonormal basis for $U+V$?
The naieve approach is to use Gram-Schmidt to orthogonalize the smaller basis for $V$ against that of $U$. However this does not take advantage of the fact that we know an orthogonal basis for $V$.
I have talked to a couple professors and they weren't familiar with any algorithms for this problem, so if anyone has some resources which might be related I would be interested. Approximation algorithms and heuristics are very welcome too
Some simplifying assumptions we could make are
- $U cap V = 0$
- $p,q ll n$
- That we only need to add $k<q$ vectors to $U$ so that $U+{v_1,ldots, v_k}$ is contained in $U+V$
A related question is if there is a way to append some orthonormal vectors to $U$ with no restriction as to how that changes the span of the new set.
linear-algebra numerical-methods numerical-linear-algebra
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add a comment |
$begingroup$
Given two subspaces $U,Vsubset mathbb{R}^n$ and orthonomal bases $U = {u_1,ldots,u_p}$ and $V = {v_1,ldots, v_q}$ (wlog $pgeq q$) is there a fast way to compute an orthonormal basis for $U+V$?
The naieve approach is to use Gram-Schmidt to orthogonalize the smaller basis for $V$ against that of $U$. However this does not take advantage of the fact that we know an orthogonal basis for $V$.
I have talked to a couple professors and they weren't familiar with any algorithms for this problem, so if anyone has some resources which might be related I would be interested. Approximation algorithms and heuristics are very welcome too
Some simplifying assumptions we could make are
- $U cap V = 0$
- $p,q ll n$
- That we only need to add $k<q$ vectors to $U$ so that $U+{v_1,ldots, v_k}$ is contained in $U+V$
A related question is if there is a way to append some orthonormal vectors to $U$ with no restriction as to how that changes the span of the new set.
linear-algebra numerical-methods numerical-linear-algebra
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1
$begingroup$
When you wrote that $Ucap V=emptyset$, did you really mean that?
$endgroup$
– José Carlos Santos
Jan 13 at 16:09
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I think so. For example of $U = { (1,0,0), (0,1,0) }$ and $V = { (1,1,1) }$.
$endgroup$
– tch
Jan 13 at 16:16
$begingroup$
But you wrote that $U$ and $V$ are subspaces. And for any two subspaces, you always have $0$ in their intersection.
$endgroup$
– José Carlos Santos
Jan 13 at 16:20
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My mistake, I meant the intersection is trivial. I have edited this now.
$endgroup$
– tch
Jan 13 at 16:20
add a comment |
$begingroup$
Given two subspaces $U,Vsubset mathbb{R}^n$ and orthonomal bases $U = {u_1,ldots,u_p}$ and $V = {v_1,ldots, v_q}$ (wlog $pgeq q$) is there a fast way to compute an orthonormal basis for $U+V$?
The naieve approach is to use Gram-Schmidt to orthogonalize the smaller basis for $V$ against that of $U$. However this does not take advantage of the fact that we know an orthogonal basis for $V$.
I have talked to a couple professors and they weren't familiar with any algorithms for this problem, so if anyone has some resources which might be related I would be interested. Approximation algorithms and heuristics are very welcome too
Some simplifying assumptions we could make are
- $U cap V = 0$
- $p,q ll n$
- That we only need to add $k<q$ vectors to $U$ so that $U+{v_1,ldots, v_k}$ is contained in $U+V$
A related question is if there is a way to append some orthonormal vectors to $U$ with no restriction as to how that changes the span of the new set.
linear-algebra numerical-methods numerical-linear-algebra
$endgroup$
Given two subspaces $U,Vsubset mathbb{R}^n$ and orthonomal bases $U = {u_1,ldots,u_p}$ and $V = {v_1,ldots, v_q}$ (wlog $pgeq q$) is there a fast way to compute an orthonormal basis for $U+V$?
The naieve approach is to use Gram-Schmidt to orthogonalize the smaller basis for $V$ against that of $U$. However this does not take advantage of the fact that we know an orthogonal basis for $V$.
I have talked to a couple professors and they weren't familiar with any algorithms for this problem, so if anyone has some resources which might be related I would be interested. Approximation algorithms and heuristics are very welcome too
Some simplifying assumptions we could make are
- $U cap V = 0$
- $p,q ll n$
- That we only need to add $k<q$ vectors to $U$ so that $U+{v_1,ldots, v_k}$ is contained in $U+V$
A related question is if there is a way to append some orthonormal vectors to $U$ with no restriction as to how that changes the span of the new set.
linear-algebra numerical-methods numerical-linear-algebra
linear-algebra numerical-methods numerical-linear-algebra
edited Jan 13 at 16:21
tch
asked Jan 13 at 16:06
tchtch
783310
783310
1
$begingroup$
When you wrote that $Ucap V=emptyset$, did you really mean that?
$endgroup$
– José Carlos Santos
Jan 13 at 16:09
$begingroup$
I think so. For example of $U = { (1,0,0), (0,1,0) }$ and $V = { (1,1,1) }$.
$endgroup$
– tch
Jan 13 at 16:16
$begingroup$
But you wrote that $U$ and $V$ are subspaces. And for any two subspaces, you always have $0$ in their intersection.
$endgroup$
– José Carlos Santos
Jan 13 at 16:20
$begingroup$
My mistake, I meant the intersection is trivial. I have edited this now.
$endgroup$
– tch
Jan 13 at 16:20
add a comment |
1
$begingroup$
When you wrote that $Ucap V=emptyset$, did you really mean that?
$endgroup$
– José Carlos Santos
Jan 13 at 16:09
$begingroup$
I think so. For example of $U = { (1,0,0), (0,1,0) }$ and $V = { (1,1,1) }$.
$endgroup$
– tch
Jan 13 at 16:16
$begingroup$
But you wrote that $U$ and $V$ are subspaces. And for any two subspaces, you always have $0$ in their intersection.
$endgroup$
– José Carlos Santos
Jan 13 at 16:20
$begingroup$
My mistake, I meant the intersection is trivial. I have edited this now.
$endgroup$
– tch
Jan 13 at 16:20
1
1
$begingroup$
When you wrote that $Ucap V=emptyset$, did you really mean that?
$endgroup$
– José Carlos Santos
Jan 13 at 16:09
$begingroup$
When you wrote that $Ucap V=emptyset$, did you really mean that?
$endgroup$
– José Carlos Santos
Jan 13 at 16:09
$begingroup$
I think so. For example of $U = { (1,0,0), (0,1,0) }$ and $V = { (1,1,1) }$.
$endgroup$
– tch
Jan 13 at 16:16
$begingroup$
I think so. For example of $U = { (1,0,0), (0,1,0) }$ and $V = { (1,1,1) }$.
$endgroup$
– tch
Jan 13 at 16:16
$begingroup$
But you wrote that $U$ and $V$ are subspaces. And for any two subspaces, you always have $0$ in their intersection.
$endgroup$
– José Carlos Santos
Jan 13 at 16:20
$begingroup$
But you wrote that $U$ and $V$ are subspaces. And for any two subspaces, you always have $0$ in their intersection.
$endgroup$
– José Carlos Santos
Jan 13 at 16:20
$begingroup$
My mistake, I meant the intersection is trivial. I have edited this now.
$endgroup$
– tch
Jan 13 at 16:20
$begingroup$
My mistake, I meant the intersection is trivial. I have edited this now.
$endgroup$
– tch
Jan 13 at 16:20
add a comment |
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1
$begingroup$
When you wrote that $Ucap V=emptyset$, did you really mean that?
$endgroup$
– José Carlos Santos
Jan 13 at 16:09
$begingroup$
I think so. For example of $U = { (1,0,0), (0,1,0) }$ and $V = { (1,1,1) }$.
$endgroup$
– tch
Jan 13 at 16:16
$begingroup$
But you wrote that $U$ and $V$ are subspaces. And for any two subspaces, you always have $0$ in their intersection.
$endgroup$
– José Carlos Santos
Jan 13 at 16:20
$begingroup$
My mistake, I meant the intersection is trivial. I have edited this now.
$endgroup$
– tch
Jan 13 at 16:20