There are two types of projections: a vector projection and an orthogonal (i.e., plane) projection.
Vector Projection: Given two vectors and in the same -dimensional vector space, the vector projection measures how much contains the element of (i.e., filtering by ). In the example of Figureย 3a, โs projection on is , where the length of is geometrically . Let be a unit vector of , that is . Then, . Thus, .
Orthogonal Projection: Given the vector and a set of mutually orthogonal vectors which span the plane (or subspace) , the orthogonal projection measures how much element of plane is contained in (i.e., filtering by plane ). In the example of Figureย 3b, vector โs projection on plane is shown as a red arrow, which is computed by summing the projection of on each of the mutually orthogonal vectors that span plane . This is equivalent to . The computation of can be thought of transforming into a different coordinate system that expresses the vector space in terms of mutually orthogonal vectors.
Definitionย A-10.4 Vector and Orthogonal Projections
Vector Projection: Given two vectors and in the same vector space, the vector projection of on is:
Orthogonal Basis: If the -dimensional plane (or subspace) is spanned by the mutually orthogonal -dimensional vectors ,
then the matrix is defined to be an orthogonal basis of plane .
Orthogonal Projection: Given the orthogonal basis matrix ,
vector โs orthogonal projection on is:
Based on the definition of orthogonal projection, the following properties are derived:
Orthogonal Basis: In an -dimensional vector space, any mutually orthogonal vectors in the vector space span a plane (or subspace) that is identical to the entire vector space. Further, an orthogonal projection of any vector in the vector space on is guaranteed to be a unique vector.
Non-orthogonal Basis: In an -dimensional vector space, suppose some non-orthogonal vectors satisfy the following two conditions: (i) they span the entire vector space; (ii) they are linearly independent (i.e., one vector cannot be expressed as a linear combination of the other vectors). Then, the matrix comprised of these vectors forms a basis of the entire vector space , and the matrix-to-vector multiplication for each in the vector space is guaranteed to give a unique vector. However, the formula is not a valid geometric projection of the vector on , because the basis vectors are non-orthogonal. Yet, the computation of can be thought of as uniquely transforming into a different coordinate system that expresses the vector space in respect to non-orthogonal vectors in .
Theoremย A-10.4 Uniqueness of Transformed Vectors