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Signal & Weight Vector Spaces

Explore the rules and properties of vector spaces, including vector addition, scalar multiplication, zero vector, basis vectors, linear independence, spanning a space, inner product, and norms. See examples in 2D Euclidean space.

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Signal & Weight Vector Spaces

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  1. Signal & Weight Vector Spaces

  2. x 1 x x 2 = x n Notation Vectors in Ân. Generalized Vectors.

  3. Vector Space Ten RULES for being LINEAR VECTOR SPACE 1. An operation called vector addition is defined such that if x Î X and yÎ X then x+yÎ X. 2. x + y = y + x 3. (x + y) + z = x + (y + z) 4. There is a unique vector 0 Î X, called the zero vector, such that x + 0 = x for all x Î X. • For each vector there is a unique vector in X, to be called (-x ), such that x + (-x ) = 0 . 6. An operation, called multiplication, is defined such that for all scalars aÎ F, and all vectors x Î X, ax Î X. 7. For any x Î X , 1x = x (for scalar 1). 8. For any two scalars aÎ F and bÎ F, and any x Î X, a (bx) = (ab) x . 9. (a + b) x = ax + bx . 10. a (x + y)  = ax + ay

  4. Examples x2 1. Is standard 2-D Euclidean space R2a vector space? If it satisfies the 10 rules, it is. Let’s try. x1 • 1. An operation called vector addition is defined such that if x Î X and yÎ X then x+yÎ X. • x + y = y + x • (x + y) + z = x + (y + z) • There is a unique vector 0 Î X, called the zero vector, such that x + 0 = x for all x Î X. • For each vector there is a unique vector in X, to be called (-x ), such that x + (-x ) = 0 . • An operation, called multiplication, is defined such that for all scalars aÎ F, and all vectors x Î X, ax Î X. • For any x Î X , 1x = x (for scalar 1). • For any two scalars aÎ F and bÎ F, and any x Î X, a (bx) = (ab) x . • (a + b) x = ax + bx . • 10. a (x + y)  = ax + ay R2 space

  5. Examples x2 1. Is standard 2-D Euclidean space R2a vector space? If it satisfies the 10 rules, it is. Let’s try. x1 • 1. An operation called vector addition is defined such that if x Î X and yÎ X then x+yÎ X. • Sum of all points is another point in the R2space • 2. x + y = y + x • The order you add two points does not make any difference in the outcome • (x + y) + z = x + (y + z) • Same here • 4. There is a unique vector 0 Î X, called the zero vector, such that x + 0 = x for all x Î X. • A point that hasn’t been moved by a distance, still is sitting at its place • For each vector there is a unique vector in X, to be called (-x ), such that x + (-x ) = 0 . • For each point, there is a point at its opposite side which is a point in the same space • An operation, called multiplication, is defined such that for all scalars aÎ F, and all vectors x Î X, ax Î X. • By multiplying a point by a constant, we move it farther or closer depending on the value being larger or smaller than 1, but the resulting point is still in the same space. • 7. For any x Î X , 1x = x (for scalar 1). • Multiplying a point by 1 will result the same point • 8. For any two scalars aÎ F and bÎ F, and any x Î X, a (bx) = (ab) x . • Order of multiplication of a point by different constants will not change the result. • (a + b) x = ax + bx . 10. a (x + y)  = ax + ay • Same for these two. R2 space

  6. Examples • Is a subset of standard 2-D Euclidean space R2a vector space? • For example the gray area shown on this figure is a subset. • If it satisfies the 10 rules, it is. Let’s try. x2 Y X x1 R2 space

  7. Examples (Decision Boundaries) Is the p2,p3 plane a vector space? Is the line p1+2p2-2=0 a vector space?

  8. Other Vector Spaces Polynomials of degree 2 or less. Continuous functions in the interval [0,1].

  9. Linear Independence If implies that each then is a set of linearly independent vectors.

  10. Example (Banana and Apple) Let This can only be true if Therefore the vectors are independent.

  11. Spanning a Space A subset spans a space if every vector in the space can be written as a linear combination of the vectors in the subspace. Where X is a linear vector space and u = {u1, u2, …, um } is a subset of X. This subset spans if we can write: X = x1u1+ x2u2+…+ xmum For xias scalars.

  12. Basis Vectors • A set of basis vectors for the space X is a set of vectors which spans X and is linearly independent. • The dimension of a vector space, Dim(X), is equal to the number of vectors in the basis set. • Let X be a finite dimensional vector space, then every basis set of X has the same number of elements.

  13. Example Polynomials of degree 2 or less. Basis A: Basis B: (Any three linearly independent vectors in the space will work.) Both A and B spans X How can you represent the vector x = 1+2t using both basis sets?

  14. Inner Product / Norm • A scalar function of vectors x and y can be defined as • an inner product, (x ,y), provided the following are • satisfied (for real inner products): • (x , y) = (y , x) . • (x , ay1+by2) = a(x , y1) + b(x , y2) . • (x , x) >= 0 , where equality holds iff x = 0 . • A scalar function of a vector x is called a norm, ||x||, • provided the following are satisfied: • ||x|| >= 0 . • ||x|| = 0 iff x = 0 . • ||a x|| = |a| ||x|| for scalar a . • ||x + y|| =< ||x|| + ||y|| .

  15. Example Standard Euclidean Inner Product Standard Euclidean Norm ||x|| = (x , x)1/2 ||x|| = (xTx)1/2 = (x12 + x22 + ... + xn2) 1/2 Angle cos(q) = (x,y)/(||x||||y||)

  16. Example Consider the following two vectors, find the inner product: v1 = 4i + 3j and v2 = -2i + 2j + k Is ||v1|| a norm? What is the angle between these two vectors?

  17. Orthogonality Two vectors x ,y ÎX are orthogonal if (x ,y) = 0 . Example Any vector in the p2,p3 plane is orthogonal to the weight vector.

  18. Example Consider the following two vectors, are these two orthogonal? v1 = 4i + 3j and v2 = -2i + 2j + k 4*(-2) + 3*2 + 0 = -2 != 0 Not orthogonal

  19. Gram-Schmidt Orthogonalization Independent Vectors Orthogonal Vectors Step 1: Set first orthogonal vector to first independent vector. Step 2: Subtract the portion of y2 that is in the direction of v1. Where a is chosen so that v2 is orthogonal to v1:

  20. Gram-Schmidt (Cont.) Projection of y2 on v1: Step k: Subtract the portion of yk that is in the direction of all previous vi .

  21. Example Step 1.

  22. Example (Cont.) Step 2.

  23. Example The following two vectors are independent, use Gram-Schmidt Orthogonalization to convert them into a set of orthogonal vectors:

  24. Example The following two vectors are independent, use Gram-Schmidt Orthogonalization to convert them into a set of orthogonal vectors: Are v1 and v2 really orthogonal? Can we test?

  25. Vector Expansion If a vector space X has a basis set {v1, v2, ..., vn}, then any xÎX has a unique vector expansion: If the basis vectors are orthogonal, and we take the inner product of vj and x : Therefore the coefficients of the expansion can be computed:

  26. x 1 x x 2 = x n Column of Numbers The vector expansion provides a meaning for writing a vector as a column of numbers. To interpret x, we need to know what basis was used for the expansion.

  27. r v ( , ) = 0 i ¹ j i j = 1 i = j Reciprocal Basis Vectors Definition of reciprocal basis vectors, ri: where the basis vectors are {v1, v2, ..., vn}, and the reciprocal basis vectors are {r1, r2, ..., rn}. For vectors in Ân we can use the following inner product: Therefore, the equations for the reciprocal basis vectors become:

  28. r v r v r v ¼ ( , ) = ( , ) = = ( , ) = 0 1 2 1 3 1 n r v ( , ) = 1 1 1 Vector Expansion Take the inner product of the first reciprocal basis vector with the vector to be expanded: By definition of the reciprocal basis vectors: Therefore, the first coefficient in the expansion is: In general, we then have (even for nonorthogonal basis vectors):

  29. Example Basis Vectors: Vector to Expand: v2

  30. Example (Cont.) Reciprocal Basis Vectors: Expansion Coefficients: Matrix Form:

  31. x s s v v = ( – 1 ) + 2 = 2 - 1.5 1 2 1 2 2 v x = – 1.5 Example (Cont.) The interpretation of the column of numbers depends on the basis set used for the expansion.

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