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Orthogonal matrix

In linear algebra, an orthogonal matrix is a real Q whose columns and rows form an orthonormal set of vectors, equivalently satisfying Q^T Q = I_n, where Q^T denotes the of Q and I_n is the n \times n . This condition implies that Q is invertible with equal to its , Q^{-1} = Q^T. Orthogonal matrices preserve the Euclidean inner product, ensuring that \| Q \mathbf{v} \| = \| \mathbf{v} \| for any \mathbf{v} and that angles between vectors are maintained up to sign, thus representing isometries such as rotations and reflections in . The of an orthogonal matrix is either +1 or -1, with those having +1 forming the special orthogonal group SO(n), which consists of proper rotations. The collection of all n \times n orthogonal matrices constitutes the orthogonal group O(n), a that is compact and plays a central role in the study of symmetries and transformations. Eigenvalues of orthogonal matrices lie on the unit circle in the , with 1. Orthogonal matrices are essential in for algorithms like and reflections, which stabilize computations by preserving norms and . They also arise in applications such as for axis rotations and reductions, as well as in for modeling motions.

Definition and Fundamentals

Definition

An orthogonal matrix is a square matrix Q over the real numbers such that its Q^T, obtained by interchanging the rows and columns of Q, satisfies Q^T Q = I, where I is the of the same . This condition is equivalent to the columns (and similarly the rows) of Q forming an for the , meaning each column has Euclidean norm 1 and the inner product between distinct columns is zero, with the inner product defined as \langle x, y \rangle = x^T y for real vectors x and y. A direct consequence of this definition is that orthogonal matrices preserve the Euclidean norm of vectors, so \| Q x \| = \| x \| for all vectors x, where the Euclidean norm is \| x \| = \sqrt{\langle x, x \rangle}. In the complex case, the analogous concept is a , which satisfies Q^* Q = I where Q^* is the , serving as the complex extension of orthogonal matrices while preserving the Hermitian inner product.

Basic Properties

A square Q is orthogonal if it satisfies Q^T Q = I, where I is the and Q^T denotes the of Q. This condition implies that the columns of Q are orthonormal. From this defining relation, it follows that Q is invertible, with the inverse given by Q^{-1} = Q^T. The proof proceeds by noting that Q^T Q = I establishes Q^T as a left inverse of Q; since Q is square, this left inverse is also the right inverse, confirming invertibility. A symmetric consequence of the definition is the relation Q Q^T = I, which similarly shows that the rows of Q are orthonormal and reinforces the invertibility property. The orthogonality condition leads to the preservation of the Euclidean inner product: for any vectors x and y, \langle Qx, Qy \rangle = (Qx)^T (Qy) = x^T Q^T Q y = x^T y = \langle x, y \rangle. Setting y = x yields norm preservation: \| Qx \| = \| x \|, since \| Qx \|^2 = \langle Qx, Qx \rangle = \langle x, x \rangle = \| x \|^2. This inner product preservation also implies that angles between vectors are maintained, as the cosine of the angle \theta between x and y is \cos \theta = \frac{\langle x, y \rangle}{\| x \| \| y \|}, and each component remains unchanged under the transformation by Q. The determinant of an orthogonal matrix satisfies |\det(Q)| = 1, so \det(Q) = \pm 1. This follows from \det(Q^T Q) = \det(I) = 1 and the property that \det(Q^T) = \det(Q), yielding [\det(Q)]^2 = 1. Regarding eigenvalues, if Q v = \lambda v for some nonzero v and scalar \lambda, then norm preservation gives \| Q v \| = \| v \|, so |\lambda| \| v \| = \| v \|, implying |\lambda| = 1. Thus, the eigenvalues of Q lie on the unit circle in the .

Examples and Interpretations

Concrete Examples

The I of any dimension is the simplest orthogonal matrix, satisfying I^T I = I by definition, and it preserves the Euclidean norm of vectors as \|I \mathbf{v}\| = \|\mathbf{v}\| for any vector \mathbf{v}. A fundamental example in two dimensions is the Q = \begin{pmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \end{pmatrix}, which is orthogonal because its is Q^T = \begin{pmatrix} \cos \theta & \sin \theta \\ -\sin \theta & \cos \theta \end{pmatrix}, and their product yields Q^T Q = \begin{pmatrix} \cos^2 \theta + \sin^2 \theta & 0 \\ 0 & \sin^2 \theta + \cos^2 \theta \end{pmatrix} = \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix} = I, using the Pythagorean identity \cos^2 \theta + \sin^2 \theta = 1. For reflections, consider the matrix Q = \begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix}, which flips the sign of the second coordinate; it is orthogonal since Q^T = Q and Q^2 = I, confirming Q^T Q = I. This arises as a Householder reflection with \mathbf{a} = (0, 1)^T, via Q = I - 2 \mathbf{a} \mathbf{a}^T. Permutation matrices form another class of orthogonal matrices with determinant \pm 1; for instance, the 2×2 matrix Q = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} swaps coordinates and satisfies because each row and column has a single 1 with zeros elsewhere, ensuring Q^T Q = I.

Geometric Interpretations

Orthogonal matrices represent linear isometries of \mathbb{R}^n, which are transformations that preserve distances between points, thereby maintaining the geometric structure of the space. Specifically, multiplication by an orthogonal matrix Q defines a T: \mathbb{R}^n \to \mathbb{R}^n given by T(\mathbf{x}) = Q\mathbf{x} that satisfies \|T(\mathbf{x}) - T(\mathbf{y})\| = \|\mathbf{x} - \mathbf{y}\| for all \mathbf{x}, \mathbf{y} \in \mathbb{R}^n. These isometries encompass both rotations and reflections: the special SO(n), consisting of orthogonal matrices with 1, corresponds to proper rotations that rigidly turn the space without flipping it, while the full O(n), including matrices with -1, incorporates reflections that reverse . The determinant of an orthogonal matrix distinguishes between orientation-preserving and orientation-reversing transformations. Matrices in SO(n) with \det Q = 1 preserve the orientation of \mathbb{R}^n, meaning they map positively oriented bases to positively oriented bases, akin to rotations in 3D space that do not mirror objects. In contrast, those with \det Q = -1 reverse orientation, effectively including a reflection component that swaps the direction of right-handed coordinate systems. This distinction arises because the determinant measures the signed volume scaling factor, which remains \pm 1 for orthogonal matrices but indicates whether the transformation inverts spatial handedness. Orthogonal matrices act on the unit S^{n-1} = \{\mathbf{x} \in \mathbb{R}^n : \|\mathbf{x}\| = 1\} by mapping it to itself, as they preserve the \|\mathbf{x}\| = 1 for all vectors on the sphere. This of the sphere highlights their role in maintaining angular relationships and surface without distortion. For instance, matrices in SO(n) interpret as pure rotations of vectors around the origin, altering directions but not lengths or angles between them, which geometrically corresponds to spinning objects in space while keeping their shape intact.

Constructions

Elementary Operations

One fundamental way to construct orthogonal matrices is through reflections, which are reflections across hyperplanes orthogonal to a given . The orthogonal projector onto the span of a nonzero \mathbf{v} \in \mathbb{R}^n is given by P = \frac{\mathbf{v} \mathbf{v}^T}{\mathbf{v}^T \mathbf{v}}, which projects vectors onto the line spanned by \mathbf{v}. The corresponding reflection matrix is then H = I - 2P, where I is the n \times n , resulting in an orthogonal matrix that reflects vectors across the hyperplane perpendicular to \mathbf{v}. For a \mathbf{u} (so \mathbf{u}^T \mathbf{u} = 1), this simplifies to the general form H = I - 2 \mathbf{u} \mathbf{u}^T. Such reflections are symmetric (H^T = H) and involutory (H^2 = I), confirming their orthogonality. Another elementary construction involves s, which generalize 2D rotation matrices to higher dimensions by rotating within specific planes. A matrix G is an obtained by modifying the in the (i,j) and (j,i) positions with cosine c and sine s values satisfying c^2 + s^2 = 1, leaving all other entries unchanged; for example, in the i-th and j-th rows/columns, G = \begin{pmatrix} \cdots & & c & & s & \\ \cdots & -s & & c & & \\ \cdots & & & \cdots & & \cdots \end{pmatrix}. These are constructed to zero out specific entries in vectors or matrices, such as setting c = a / \sqrt{a^2 + b^2} and s = b / \sqrt{a^2 + b^2} for entries a and b. In higher dimensions, a acts as the identity outside the chosen 2D plane spanned by the i-th and j-th vectors, preserving since the columns remain orthonormal. The orthogonal group O(n) can be generated by products of these elementary orthogonal matrices, specifically Householder reflections and Givens rotations. By the Cartan–Dieudonné theorem, every matrix in O(n) is a product of at most n reflections ( matrices), and rotations (Givens matrices) can be expressed as products of two reflections, allowing full generation of O(n) from these building blocks. This decomposition is particularly useful for algorithmic constructions of orthogonal matrices.

Low-Dimensional Cases

In two dimensions, orthogonal matrices with determinant 1, known as elements of the special orthogonal group SO(2), can be parameterized by a single angle θ, representing rotations around the origin. The takes the form \begin{pmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \end{pmatrix}, where θ ranges from 0 to 2π, and this parameterization identifies SO(2) with the circle group, as the group operation corresponds to addition of angles modulo 2π. In three dimensions, rotations belonging to SO(3) require three parameters for parameterization, with common methods including and unit quaternions. (φ, θ, ψ) describe a sequence of rotations: first by φ about the z-axis, then by θ about the new x-axis, and finally by ψ about the new z-axis, yielding the overall as the product of the individual axis matrices. Alternatively, unit quaternions q = (cos(θ/2), n sin(θ/2)), where n is a along the axis and θ is the angle, represent rotations via conjugation: a vector p is mapped to q p q^, with q^ the quaternion conjugate, offering a compact and singularity-free parameterization for SO(3). A direct formula for 3D rotation matrices is provided by , which constructs the matrix R for a rotation by θ about a unit axis vector ω = (ω_x, ω_y, ω_z) as R = I + \sin \theta \, K + (1 - \cos \theta) K^2, where I is the 3×3 and K is the skew-symmetric cross-product matrix K = \begin{pmatrix} 0 & -\omega_z & \omega_y \\ \omega_z & 0 & -\omega_x \\ -\omega_y & \omega_x & 0 \end{pmatrix}. This formula efficiently computes the rotation while preserving and 1. Orthogonal matrices with determinant -1 in 3D include reflections across planes, which can be constructed using the Householder reflection formula. For a plane with unit normal vector v, the reflection matrix H is H = I - 2 \frac{v v^T}{v^T v}, where v v^T is the outer product; this matrix reflects vectors across the plane perpendicular to v, fixing the plane pointwise while reversing the component along v.

Higher-Dimensional Generalizations

One approach to constructing orthogonal matrices in higher dimensions involves block-diagonal forms, where the matrix is assembled as a of smaller orthogonal matrices. Specifically, if Q_1, Q_2, \dots, Q_k are orthogonal matrices of sizes n_1 \times n_1, n_2 \times n_2, \dots, n_k \times n_k with n_1 + \dots + n_k = n, then the block-diagonal matrix Q = \operatorname{diag}(Q_1, Q_2, \dots, Q_k) satisfies Q Q^T = I_n, making it orthogonal. This leverages known lower-dimensional constructions to build scalable higher-dimensional examples, though it preserves the overall structure without introducing novel interactions between blocks. Hadamard matrices provide another explicit construction for certain dimensions, particularly powers of 2. A H_n of order n is a square with entries \pm 1 such that H_n H_n^T = n I_n, implying that \frac{1}{\sqrt{n}} H_n is an orthogonal matrix. The Sylvester construction recursively builds these matrices: starting from H_1 = {{grok:render&&&type=render_inline_citation&&&citation_id=1&&&citation_type=wikipedia}}, H_{2m} = \begin{pmatrix} H_m & H_m \\ H_m & -H_m \end{pmatrix}, yielding orthogonal matrices (up to scaling) for n = 2^k. Existence for other orders remains conjectural, with the Hadamard conjecture positing availability for all multiples of 4, but verified only up to moderate sizes. Clifford algebras offer a algebraic framework for generating orthogonal matrices, particularly through representations of the . The Clifford algebra Cl(n) over \mathbb{R}^n with the standard is generated by an \{e_i\} satisfying e_i e_j + e_j e_i = -2 \delta_{ij}, and its even subalgebra yields the \operatorname{Spin}(n), a double cover of SO(n). Elements of \operatorname{Spin}(n) act on \mathbb{R}^n via the twisted , producing rotations as products of even numbers of reflections, in line with the Cartan-Dieudonné theorem; exponentiating bivectors like \exp(\theta/2 \, e_i e_j) generates plane rotations that combine into full orthogonal matrices. This approach is systematic for arbitrary n, facilitating computational generation in specific signatures. Parameterizing general orthogonal matrices in dimensions n \geq 4 presents significant challenges compared to lower dimensions. While SO(n) has n(n-1)/2, allowing parameterization by that many angles via successive plane rotations (generalized ), no simple, singularity-free analogue to the three of SO(3) exists; instead, decompositions like products of Givens rotations introduce complexities in uniformity and computational stability. Rational parameterizations are possible but often require solving Diophantine equations, limiting explicit constructions.

Core Properties

Matrix and Vector Properties

Orthogonal matrices play a fundamental role in preserving key structural properties of matrices and vectors under linear transformations. Specifically, if Q is an orthogonal matrix, then for any square matrix A, the transformation Q^T A Q is a similarity transformation, which preserves the eigenvalues of A. This follows from the general property of similarity transformations with invertible matrices, and since orthogonal matrices are invertible with Q^{-1} = Q^T, they maintain the spectrum of A. For symmetric matrices, this preservation is particularly significant. Consider a symmetric matrix A, so A = A^T. The eigenvalues of Q^T A Q are identical to those of A, as the similarity ensures that the characteristic polynomial remains unchanged: \det(\lambda I - Q^T A Q) = \det(Q^T (\lambda I - A) Q) = \det(\lambda I - A). This property allows orthogonal transformations to diagonalize symmetric matrices while retaining their spectral information, a cornerstone in applications like . Beyond eigenvalues, orthogonal matrices exhibit invariance properties that extend to vector norms and matrix traces. For any vector \mathbf{x}, the Euclidean norm is preserved under multiplication by an orthogonal matrix Q, satisfying \| Q \mathbf{x} \|_2 = \| \mathbf{x} \|_2. This arises because Q^T Q = I, ensuring that inner products and lengths remain unchanged, which geometrically corresponds to rotations or reflections in . Similarly, the trace of a matrix is invariant under orthogonal conjugation: \operatorname{tr}(Q^T A Q) = \operatorname{tr}(A). This cyclic property of the trace, combined with the orthogonality condition, implies that such transformations do not alter the sum of the diagonal elements, providing a robust invariant for analyzing matrix similarities. Orthogonal matrices are integral to the singular value decomposition (SVD) of any real matrix M, expressed as M = U \Sigma V^T, where U and V are orthogonal matrices and \Sigma is a diagonal matrix containing the singular values. The orthogonal factors U and V capture the rotational components of the transformation, separating the scaling effects encoded in \Sigma, which enables efficient computations in data analysis and compression.

Group and Algebraic Structure

The orthogonal group O(n) is the set of all n \times n real matrices Q such that Q^T Q = I_n, forming a group under since the product of two such matrices remains orthogonal: for Q_1, Q_2 \in O(n), (Q_1 Q_2)^T (Q_1 Q_2) = Q_2^T Q_1^T Q_1 Q_2 = Q_2^T Q_2 = I_n. The inverse of any Q \in O(n) is its Q^T, which is also orthogonal, ensuring the group axioms of closure under inversion and the I_n. A key subgroup is the special orthogonal group SO(n) = \{ Q \in O(n) \mid \det Q = 1 \}, which is in O(n) because the determinant is a continuous \det: O(n) \to \{ \pm 1 \} satisfying \det(Q_1 Q_2) = \det Q_1 \cdot \det Q_2, thereby preserving the multiplicative structure of \{ \pm 1 \}. As a , O(n) is compact with two s distinguished by the sign of the , where SO(n) forms the connected component of the for n \geq 2. The irreducible representations of O(n) encompass the standard action on \mathbb{R}^n and its exterior powers, featuring weights like \pm \omega_1, \dots, \pm \omega_n in the defining representation, with the having highest weight \omega_1 + \omega_2 for types B_n and D_n. The associated , which governs the structure of these representations through its action on weights via permutations and sign changes, is the hyperoctahedral group S_n \ltimes (\mathbb{Z}_2)^n for SO(2n+1) and S_n \ltimes (\mathbb{Z}_2)^{n-1} for SO(2n).

Canonical Forms

Over the real numbers, every orthogonal matrix Q \in O(n) is orthogonally similar to a block-diagonal matrix consisting of 1×1 blocks with entries \pm 1 and 2×2 blocks of the form \begin{pmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \end{pmatrix} for \theta \in [0, \pi). This form arises from the real adapted to the normal structure of orthogonal matrices, where the eigenvalues are on the unit circle, leading to real eigenvalues \pm 1 on the diagonal for 1×1 blocks and pairs corresponding to the 2×2 blocks. The number of 1×1 blocks with +1 and -1, along with the angles \theta in the 2×2 blocks, classify the equivalence class under orthogonal similarity. The Cartan-Dieudonné theorem provides another canonical decomposition, stating that every in O(n, \mathbb{R}) (except the ) is the composition of at most n about . are involutory orthogonal matrices represented by transformations, and the theorem follows by on the , reducing to cases where the transformation fixes a hyperplane or maps no nonzero vector to itself. Thus, any Q \in O(n) can be expressed as Q = s_1 s_2 \cdots s_k where each s_i is a matrix and k \leq n, with the parity of k determining the of Q. Involutory orthogonal matrices, satisfying Q^2 = I, form a special subclass where the canonical form simplifies further. Such matrices are symmetric (Q = Q^T) and diagonalizable by an orthogonal matrix to a diagonal form \operatorname{diag}(I_r, -I_{n-r}) for some r \in \{0, 1, \dots, n\}, consisting solely of 1×1 blocks with \pm 1 and no 2×2 rotation blocks. The integer r (the number of +1 eigenvalues) classifies these matrices up to orthogonal similarity, and they correspond to reflections or products of disjoint reflections.

Advanced Mathematical Aspects

Lie Algebra Connections

The Lie algebra , denoted \mathfrak{so}(n), consists of all n \times n real skew-symmetric matrices, i.e., matrices A satisfying A^T = -A. This , , forms the tangent space at the identity element of SO(n) and captures the infinitesimal generators of rotations. The Lie bracket on \mathfrak{so}(n) is given by the matrix commutator [A, B] = AB - BA, which endows it with the structure of a and encodes the non-commutativity of the group operation near the identity. The exponential map provides a fundamental connection between \mathfrak{so}(n) and SO(n), defined by \exp: \mathfrak{so}(n) \to \mathrm{SO}(n), where for a skew-symmetric matrix A, \exp(A) = \sum_{k=0}^\infty \frac{A^k}{k!}. This map is a surjective Lie group homomorphism, ensuring that every rotation matrix in SO(n) arises as the exponential of some element in its Lie algebra. In particular, for a skew-symmetric matrix K and scalar \theta, the one-parameter subgroup Q(\theta) = \exp(\theta K) generates a continuous family of rotations, preserving lengths and angles infinitesimally. The adjoint representation of SO(n) acts on \mathfrak{so}(n) by conjugation: for Q \in \mathrm{SO}(n) and X \in \mathfrak{so}(n), \mathrm{Ad}(Q)(X) = Q X Q^{-1}, which preserves the skew-symmetry and thus maps \mathfrak{so}(n) to itself. At the Lie algebra level, the infinitesimal adjoint action is \mathrm{ad}(X)(Y) = [X, Y] for X, Y \in \mathfrak{so}(n), reflecting how infinitesimal rotations transform the generators of the algebra via commutators. This representation, of dimension \frac{n(n-1)}{2}, is irreducible for n \geq 3 except for n=4, where it decomposes as the direct sum of two 3-dimensional irreducible representations, and plays a key role in understanding symmetries in .

Spin and Pin Extensions

The spin group Spin(n) serves as the universal double cover of the special SO(n), capturing the simply connected topology required for representing rotations in higher dimensions where SO(n) is not simply connected for n ≥ 3. It is constructed within the even subalgebra of the Cl(n) associated to the ℝⁿ, consisting of those invertible even-grade elements that preserve the underlying under the twisted action and have norm ±1. This embedding reflects the double-covering from Spin(n) to SO(n), where rotations by angle θ in SO(n) correspond to elements in Spin(n) that trace paths closing after 4π rather than 2π, essential for consistent spin representations in physics. The pin group Pin(n) extends this construction to a double cover of the full O(n), incorporating both rotations and reflections. Defined as a of the of the Cl(n), Pin(n) includes elements of both even and odd grades that normalize the via the twisted action, with the map to O(n) having {±1}. Reflections in O(n), generated by householder transformations orthogonal to unit vectors, lift to odd-grade elements like the basis vectors in the , enabling Pin(n) to represent improper orthogonal transformations such as inversions. Spin(n) arises as the even-grade of Pin(n), distinguishing pure rotations from those combined with reflections. Spinor representations arise as the faithful irreducible representations of Spin(n) that do not factor through SO(n), transforming the Clifford module spaces under the . These representations act on —vectors in the spinor space S, typically of dimension 2^{⌊n/2⌋}—via left multiplication in the , where an element g ∈ Spin(n) maps a spinor ψ to gψ. Under the covering map to SO(n), spinors acquire a projective character, changing sign under 2π rotations, which resolves the half-integer spin of fermions in . For even n = 2m, the spinor space decomposes into two chiral half-spinor representations, each of dimension 2^{m-1}, while for odd n = 2m+1, there is a single irreducible spinor representation of dimension 2^m. The development of spinors gained physical prominence in the late 1920s through Paul Dirac's formulation of the relativistic for electrons, which naturally incorporated particles using four-component spinors transforming under the , a extension of orthogonal transformations in . This post-1928 work unified with , predicting and laying the foundation for , where spinors describe fields under orthogonal and Lorentz boosts.

Numerical and Computational Uses

Computational Advantages

Orthogonal matrices offer significant advantages in numerical computations primarily due to their inherent . The \kappa_2(Q) of an orthogonal matrix Q, defined as the ratio of the largest to smallest , equals 1 in the (2-)norm, which is the minimal possible value for any nonsingular matrix. This property ensures that perturbations in the input lead to proportionally small changes in the output, preventing the amplification of rounding errors that is common in computations with ill-conditioned matrices. As a result, algorithms involving orthogonal transformations, such as those in linear algebra routines, maintain high accuracy even in finite-precision arithmetic. In , multiplication by an orthogonal matrix preserves the relative error bound of the input vectors. Specifically, if x is a vector with relative error bounded by the \epsilon, then the computed Qx satisfies \|Qx - \mathrm{fl}(Qx)\| / \|Qx\| \approx \epsilon, because orthogonal transformations preserve the Euclidean norm \|Qx\| = \|x\|. Unlike multiplications with general matrices, where the \kappa(A) > 1 can cause errors to grow exponentially with repeated operations, orthogonal matrix multiplications exhibit no such growth, keeping errors bounded by O(n \epsilon) for an n \times n matrix in the worst case. This stability is particularly beneficial in iterative processes, such as optimization algorithms and physical simulations, where repeated applications of transformations accumulate errors minimally over many steps. The preservation of norms and inner products by orthogonal matrices further enhances their utility in computational settings, ensuring that geometric interpretations and distances remain accurate without distortion from numerical artifacts.

Decompositions and Algorithms

One key decomposition involving orthogonal matrices is the , which factors an m \times n matrix A (with m \geq n) into A = QR, where Q is an m \times m orthogonal matrix and R is an m \times n upper . This factorization can be obtained via the classical Gram-Schmidt process, which orthogonalizes the columns of A sequentially by subtracting projections onto the spanned by prior columns to produce the columns of Q, with R storing the corresponding coefficients. The Gram-Schmidt approach, while conceptually straightforward, can suffer from numerical instability due to subtractive cancellation in finite precision. A more robust alternative employs reflections, which triangularize A through a series of orthogonal transformations that zero out elements below the diagonal in each column. Each reflection is defined by a v such that the Householder matrix H = I - 2 \frac{v v^T}{v^T v} is orthogonal and symmetric, applied from the left to progressively eliminate subdiagonal entries. The product of these n Householder matrices yields Q, and the accumulated transformations produce R. This method, introduced by Householder in 1958, ensures better preservation of in . Another fundamental decomposition is the (SVD), which expresses A as A = U \Sigma V^T, where U and V are orthogonal matrices whose columns are the left and right singular vectors, respectively, and \Sigma is a with non-negative singular values on the diagonal in decreasing order. The SVD's theoretical foundation traces to the late , with independent discoveries by Beltrami in 1873 for the real case and in 1874 for the general case, revealing A's action as a , scaling, and another . Computationally, the SVD is often derived via iterative methods like the Golub-Reinsch algorithm, which builds on bidiagonalization followed by orthogonal transformations to diagonalize. Orthogonal matrices play a central role in eigenvalue algorithms through similarities that preserve eigenvalues while simplifying structure. The QR algorithm, a cornerstone for computing all eigenvalues and eigenvectors, relies on repeated QR decompositions to generate a sequence of orthogonal similarities converging to upper triangular (Schur) form. Developed by Francis in 1961, the basic unshifted iteration starts with a matrix A_0 = A, computes its QR factorization A_k = Q_k R_k, and sets A_{k+1} = R_k Q_k, ensuring A_{k+1} is similar to A_k via the orthogonal Q_k. For symmetric real matrices, efficiency is enhanced by first reducing A to symmetric using Householder transformations, which eliminate off-tridiagonal elements while preserving symmetry and eigenvalues. The subsequent QR iterations on the then deflate as eigenvalues appear on the diagonal. The iterative step on the tridiagonal T_k is \begin{aligned} T_k &= Q_k R_k, \\ T_{k+1} &= R_k Q_k, \end{aligned} where Q_k is orthogonal and bidiagonal (from Givens rotations or similar), promoting quadratic convergence near eigenvalues. Shifts, such as Wilkinson shifts, accelerate global convergence by targeting the bottom-right eigenvalue at each step.

Approximation Techniques

One common method for generating random orthogonal matrices distributed according to the on the involves constructing a matrix with independent standard Gaussian entries and applying the , retaining only the orthogonal factor . This approach ensures uniformity because the QR factorization of a Gaussian random matrix yields an orthogonal Q that is Haar-distributed, a property rooted in the invariance of the Gaussian distribution under orthogonal transformations. The resulting Q satisfies Q^T Q = I and is widely used in simulations and randomized algorithms for its computational efficiency and statistical properties. A key approximation problem is finding the nearest orthogonal matrix Q to a given A, which minimizes the Frobenius norm ||A - Q||_F subject to Q^T Q = I; this is known as the (unbalanced) orthogonal Procrustes problem. The solution is the unitary factor in the of A, providing the optimal orthogonal approximation in the Frobenius sense. Specifically, when A is invertible, this orthogonal factor is given by Q = A (A^T A)^{-1/2}, where (A^T A)^{-1/2} denotes the unique positive definite of A^T A. This approximation is unique and arises in applications such as data alignment and attitude determination, where preserving while minimizing deviation from A is essential. The Cayley transform provides another technique for parameterizing and approximating orthogonal matrices by mapping skew-symmetric matrices to the special orthogonal group, excluding matrices with -1 as an eigenvalue. For a skew-symmetric matrix S (S^T = -S), the transform is defined as Q = (I - S)(I + S)^{-1}, yielding Q^T Q = I and det(Q) = 1, provided I + S is invertible. This mapping is bijective onto the special orthogonal matrices without -1 eigenvalues and is useful for optimization and geodesic computations on the orthogonal manifold due to its rational form and avoidance of trigonometric functions.

Generalizations

Rectangular Orthogonal Matrices

A rectangular orthogonal matrix, also known as a , extends the notion of to non-square matrices. Consider an m \times n matrix Q where m \neq n. If m \geq n (a tall matrix), Q satisfies Q^\top Q = I_n, ensuring its columns form an orthonormal set in \mathbb{R}^m. Conversely, if m \leq n (a fat matrix), Q satisfies Q Q^\top = I_m, ensuring its rows form an orthonormal set in \mathbb{R}^n. For the tall case, the defining equation is Q^\top Q = I_n, which implies that the columns of Q are orthonormal, as the (i,j)-th entry of Q^\top Q equals the inner product of the i-th and j-th columns, yielding the \delta_{ij}. This extends to the fat case analogously for rows. These matrices exhibit partial properties, preserving norms within their defined subspaces. For a tall Q, left-multiplication by Q acts as an from \mathbb{R}^n to the column space of Q: for any \mathbf{x} \in \mathbb{R}^n, \| Q \mathbf{x} \|_2 = \| \mathbf{x} \|_2, since \| Q \mathbf{x} \|_2^2 = \mathbf{x}^\top Q^\top Q \mathbf{x} = \mathbf{x}^\top I_n \mathbf{x} = \| \mathbf{x} \|_2^2. A similar preservation holds for the row space in the fat case. Rectangular orthogonal matrices find key applications in numerical methods for overdetermined systems and . In solving problems \min_{\mathbf{x}} \| A \mathbf{x} - \mathbf{b} \|_2 for an m \times n A with m > n and full column rank, the thin A = Q R—where Q is m \times n rectangular orthogonal and R is n \times n upper triangular—yields the by forward in R \mathbf{x} = Q^\top \mathbf{b}. This leverages the of Q for and efficiency. They also play a central role in data reduction techniques, such as , by providing an for projecting high-dimensional data onto a lower-dimensional while maintaining inner products within that subspace. In (), the leading principal components form the columns of a tall rectangular orthogonal matrix that captures the maximum variance when projecting the data. Unitary matrices represent the complex generalization of orthogonal matrices, extending the preservation of the Euclidean inner product from real vector spaces to complex ones. Specifically, a complex square matrix U is unitary if it satisfies U^\dagger U = I, where U^\dagger denotes the , analogous to how an orthogonal matrix Q satisfies Q^T Q = I for real entries. This generalization allows unitary matrices to preserve the Hermitian inner product in \mathbb{C}^n, mirroring the length-preserving property of orthogonal matrices in \mathbb{R}^n. Symplectic matrices, in contrast, preserve a specific type of nondegenerate alternating rather than the standard inner product. Defined over even-dimensional real or complex vector spaces, a matrix S is if S^T J S = J, where J is the standard , ensuring the invariance of the symplectic form \omega(u, v) = u^T J v. This structure arises in and transformations, distinguishing symplectic matrices from orthogonal ones by their focus on area-preserving rather than length-preserving maps. The Stiefel manifold provides a geometric framework encompassing orthogonal matrices as the space of orthonormal frames in Euclidean space. Denoted V_{k,n}(\mathbb{R}), it consists of all ordered sets of k orthonormal vectors in \mathbb{R}^n (with k \leq n), which can be represented by n \times k matrices with orthonormal columns; when k = n, this reduces to the orthogonal group O(n). This manifold generalizes the concept of orthogonal matrices to rectangular cases, serving as a foundational structure in differential geometry and optimization. Orthogonal matrices form a special case of normal matrices, which are square matrices A satisfying A^\dagger A = A A^\dagger, ensuring simultaneous diagonalization by a unitary matrix. Since real orthogonal matrices are unitary (with conjugate transpose reducing to transpose) and thus commute with their adjoint, they inherit the spectral properties of normal matrices, such as having orthogonal eigenvectors.

References

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    [PDF] RES.18-011 (Fall 2021) Lecture 12: Orthogonal Matrices
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