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




  1. $U cap V = 0$

  2. $p,q ll n$

  3. 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.










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$endgroup$








  • 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


















0












$begingroup$


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




  1. $U cap V = 0$

  2. $p,q ll n$

  3. 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.










share|cite|improve this question











$endgroup$








  • 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
















0












0








0





$begingroup$


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




  1. $U cap V = 0$

  2. $p,q ll n$

  3. 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.










share|cite|improve this question











$endgroup$




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




  1. $U cap V = 0$

  2. $p,q ll n$

  3. 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






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








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
















  • 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












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