Exercise 3.4.9. Given the three orthonormal vectors ,
, and
, what linear combination of
and
is the least distance from
?
Answer: Any linear combination of and
is in the plane formed by
and
. The combination closest to
is simply the projection of
onto that plane. But because
is orthogonal to both
and
it is orthogonal to that plane, and its projection onto the plane is the zero vector. So the linear combination of
and
closest to
is
.
NOTE: This continues a series of posts containing worked out exercises from the (out of print) book Linear Algebra and Its Applications, Third Edition by Gilbert Strang.
If you find these posts useful I encourage you to also check out the more current Linear Algebra and Its Applications, Fourth Edition, Dr Strang’s introductory textbook Introduction to Linear Algebra, Fifth Edition
and the accompanying free online course, and Dr Strang’s other books
.