Biorthogonal system

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In mathematics, a biorthogonal system is a pair of indexed families of vectors v~i in E and u~i in F such that ⟨v~i,u~j⟩=δi,j, where E and F form a pair of topological vector spaces that are in duality, ⟨⋅,⋅⟩ is a bilinear mapping and δi,j is the Kronecker delta.

An example is the pair of sets of respectively left and right eigenvectors of a matrix, indexed by eigenvalue, if the eigenvalues are distinct.[1]

A biorthogonal system in which E=F and v~i=u~i is an orthonormal system.

Projection

Related to a biorthogonal system is the projection P:=∑i∈Iu~i⊗v~i, where (u⊗v)(x):=u⟨v,x⟩; its image is the linear span of {u~i:i∈I}, and the kernel is {⟨v~i,⋅⟩=0:i∈I}.

Construction

Given a possibly non-orthogonal set of vectors 𝐮=(ui) and 𝐯=(vi) the projection related is P=∑i,jui(⟨𝐯,𝐮⟩−1)j,i⊗vj, where ⟨𝐯,𝐮⟩ is the matrix with entries (⟨𝐯,𝐮⟩)i,j=⟨vi,uj⟩.

  • u~i:=(I−P)ui, and v~i:=(I−P)*vi then is a biorthogonal system.

See also

References

Template:Duality and spaces of linear maps