Continued matrices-valued function
$begingroup$
Given $d<k$. Let ${cal M}_{dtimes k}(mathbb{R})$ denotes the set of all $dtimes k$ real matrices and suppose that $H:mathbb{R}^krightarrow {cal M}_{dtimes k}(mathbb{R})$ is a continuous matrices-valued function such that $H(x)$ is full rank for every $x in mathbb{R}^k$.
I'd like to construct a continuous function $K:mathbb{R}^krightarrow {cal M}_{ktimes (k-d)}(mathbb{R})$ such that $K(x)$ is full rank and
begin{equation}
H(x)K(x)=0, quad forall x in mathbb{R}^k.
end{equation}
Can we do that?
I've tried defining $K$ as follows: for every $x_0$ define $K(x_0)$ by such matrix with columns are all element in the basis of the subspace ${y in mathbb{R}^k :H(x_0)y=0}$. Of course $K(x_0)in {cal M}_{ktimes (k-d)}(mathbb{R})$ since ${y in mathbb{R}^k :H(x_0)y=0}$ has dimension $k-d$. But the problem was on the continuity because we can choose arbritary basis of the above subspace. Can anyone give advice in constructing $K$? Thanks in advance.
real-analysis matrices continuity banach-spaces grassmannian
$endgroup$
|
show 7 more comments
$begingroup$
Given $d<k$. Let ${cal M}_{dtimes k}(mathbb{R})$ denotes the set of all $dtimes k$ real matrices and suppose that $H:mathbb{R}^krightarrow {cal M}_{dtimes k}(mathbb{R})$ is a continuous matrices-valued function such that $H(x)$ is full rank for every $x in mathbb{R}^k$.
I'd like to construct a continuous function $K:mathbb{R}^krightarrow {cal M}_{ktimes (k-d)}(mathbb{R})$ such that $K(x)$ is full rank and
begin{equation}
H(x)K(x)=0, quad forall x in mathbb{R}^k.
end{equation}
Can we do that?
I've tried defining $K$ as follows: for every $x_0$ define $K(x_0)$ by such matrix with columns are all element in the basis of the subspace ${y in mathbb{R}^k :H(x_0)y=0}$. Of course $K(x_0)in {cal M}_{ktimes (k-d)}(mathbb{R})$ since ${y in mathbb{R}^k :H(x_0)y=0}$ has dimension $k-d$. But the problem was on the continuity because we can choose arbritary basis of the above subspace. Can anyone give advice in constructing $K$? Thanks in advance.
real-analysis matrices continuity banach-spaces grassmannian
$endgroup$
$begingroup$
Stupid question: $forall x: K(x)=0$ (zero matrix) is OK?
$endgroup$
– Martín-Blas Pérez Pinilla
Jan 20 '14 at 7:16
$begingroup$
Oh no... It has to be full rank for each $x$. I've made an edit now. Thanks @Martín-BlasPérezPinilla
$endgroup$
– Jlamprong
Jan 20 '14 at 7:39
1
$begingroup$
I think I see a way how to construct such function locally. You take a point $x_0$ and pick any $(k-d)$ linear independent vectors that are not in linear span of $hat{H}(x_0) = H^{T}(x_0)$. Let's call them $hat{K}$, $hat{K} in mathbb{R}^{k times (k-d)}$. You can apply something like Gramm-Schmidt procedure to these vectors to make them orthogonal to $H(x)$: formula $K(x) = hat{K} - hat{H}(x) left (hat{H}^{T}(x) hat{H}(x) right)^{-1} hat{H}^{T}(x) hat{K}$ does the job. This formula works in some neighbourhood of point $x_0$.
$endgroup$
– Evgeny
Jan 20 '14 at 9:25
$begingroup$
... but this reasoning heavily depends on continuity of inverse of $hat{H}^{T}(x) hat{H}(x)$
$endgroup$
– Evgeny
Jan 20 '14 at 9:37
$begingroup$
OK thanks @Evgeny. How is about my construction?
$endgroup$
– Jlamprong
Jan 20 '14 at 9:56
|
show 7 more comments
$begingroup$
Given $d<k$. Let ${cal M}_{dtimes k}(mathbb{R})$ denotes the set of all $dtimes k$ real matrices and suppose that $H:mathbb{R}^krightarrow {cal M}_{dtimes k}(mathbb{R})$ is a continuous matrices-valued function such that $H(x)$ is full rank for every $x in mathbb{R}^k$.
I'd like to construct a continuous function $K:mathbb{R}^krightarrow {cal M}_{ktimes (k-d)}(mathbb{R})$ such that $K(x)$ is full rank and
begin{equation}
H(x)K(x)=0, quad forall x in mathbb{R}^k.
end{equation}
Can we do that?
I've tried defining $K$ as follows: for every $x_0$ define $K(x_0)$ by such matrix with columns are all element in the basis of the subspace ${y in mathbb{R}^k :H(x_0)y=0}$. Of course $K(x_0)in {cal M}_{ktimes (k-d)}(mathbb{R})$ since ${y in mathbb{R}^k :H(x_0)y=0}$ has dimension $k-d$. But the problem was on the continuity because we can choose arbritary basis of the above subspace. Can anyone give advice in constructing $K$? Thanks in advance.
real-analysis matrices continuity banach-spaces grassmannian
$endgroup$
Given $d<k$. Let ${cal M}_{dtimes k}(mathbb{R})$ denotes the set of all $dtimes k$ real matrices and suppose that $H:mathbb{R}^krightarrow {cal M}_{dtimes k}(mathbb{R})$ is a continuous matrices-valued function such that $H(x)$ is full rank for every $x in mathbb{R}^k$.
I'd like to construct a continuous function $K:mathbb{R}^krightarrow {cal M}_{ktimes (k-d)}(mathbb{R})$ such that $K(x)$ is full rank and
begin{equation}
H(x)K(x)=0, quad forall x in mathbb{R}^k.
end{equation}
Can we do that?
I've tried defining $K$ as follows: for every $x_0$ define $K(x_0)$ by such matrix with columns are all element in the basis of the subspace ${y in mathbb{R}^k :H(x_0)y=0}$. Of course $K(x_0)in {cal M}_{ktimes (k-d)}(mathbb{R})$ since ${y in mathbb{R}^k :H(x_0)y=0}$ has dimension $k-d$. But the problem was on the continuity because we can choose arbritary basis of the above subspace. Can anyone give advice in constructing $K$? Thanks in advance.
real-analysis matrices continuity banach-spaces grassmannian
real-analysis matrices continuity banach-spaces grassmannian
edited Jan 21 '14 at 8:38
Jlamprong
asked Jan 20 '14 at 7:05
JlamprongJlamprong
1,292822
1,292822
$begingroup$
Stupid question: $forall x: K(x)=0$ (zero matrix) is OK?
$endgroup$
– Martín-Blas Pérez Pinilla
Jan 20 '14 at 7:16
$begingroup$
Oh no... It has to be full rank for each $x$. I've made an edit now. Thanks @Martín-BlasPérezPinilla
$endgroup$
– Jlamprong
Jan 20 '14 at 7:39
1
$begingroup$
I think I see a way how to construct such function locally. You take a point $x_0$ and pick any $(k-d)$ linear independent vectors that are not in linear span of $hat{H}(x_0) = H^{T}(x_0)$. Let's call them $hat{K}$, $hat{K} in mathbb{R}^{k times (k-d)}$. You can apply something like Gramm-Schmidt procedure to these vectors to make them orthogonal to $H(x)$: formula $K(x) = hat{K} - hat{H}(x) left (hat{H}^{T}(x) hat{H}(x) right)^{-1} hat{H}^{T}(x) hat{K}$ does the job. This formula works in some neighbourhood of point $x_0$.
$endgroup$
– Evgeny
Jan 20 '14 at 9:25
$begingroup$
... but this reasoning heavily depends on continuity of inverse of $hat{H}^{T}(x) hat{H}(x)$
$endgroup$
– Evgeny
Jan 20 '14 at 9:37
$begingroup$
OK thanks @Evgeny. How is about my construction?
$endgroup$
– Jlamprong
Jan 20 '14 at 9:56
|
show 7 more comments
$begingroup$
Stupid question: $forall x: K(x)=0$ (zero matrix) is OK?
$endgroup$
– Martín-Blas Pérez Pinilla
Jan 20 '14 at 7:16
$begingroup$
Oh no... It has to be full rank for each $x$. I've made an edit now. Thanks @Martín-BlasPérezPinilla
$endgroup$
– Jlamprong
Jan 20 '14 at 7:39
1
$begingroup$
I think I see a way how to construct such function locally. You take a point $x_0$ and pick any $(k-d)$ linear independent vectors that are not in linear span of $hat{H}(x_0) = H^{T}(x_0)$. Let's call them $hat{K}$, $hat{K} in mathbb{R}^{k times (k-d)}$. You can apply something like Gramm-Schmidt procedure to these vectors to make them orthogonal to $H(x)$: formula $K(x) = hat{K} - hat{H}(x) left (hat{H}^{T}(x) hat{H}(x) right)^{-1} hat{H}^{T}(x) hat{K}$ does the job. This formula works in some neighbourhood of point $x_0$.
$endgroup$
– Evgeny
Jan 20 '14 at 9:25
$begingroup$
... but this reasoning heavily depends on continuity of inverse of $hat{H}^{T}(x) hat{H}(x)$
$endgroup$
– Evgeny
Jan 20 '14 at 9:37
$begingroup$
OK thanks @Evgeny. How is about my construction?
$endgroup$
– Jlamprong
Jan 20 '14 at 9:56
$begingroup$
Stupid question: $forall x: K(x)=0$ (zero matrix) is OK?
$endgroup$
– Martín-Blas Pérez Pinilla
Jan 20 '14 at 7:16
$begingroup$
Stupid question: $forall x: K(x)=0$ (zero matrix) is OK?
$endgroup$
– Martín-Blas Pérez Pinilla
Jan 20 '14 at 7:16
$begingroup$
Oh no... It has to be full rank for each $x$. I've made an edit now. Thanks @Martín-BlasPérezPinilla
$endgroup$
– Jlamprong
Jan 20 '14 at 7:39
$begingroup$
Oh no... It has to be full rank for each $x$. I've made an edit now. Thanks @Martín-BlasPérezPinilla
$endgroup$
– Jlamprong
Jan 20 '14 at 7:39
1
1
$begingroup$
I think I see a way how to construct such function locally. You take a point $x_0$ and pick any $(k-d)$ linear independent vectors that are not in linear span of $hat{H}(x_0) = H^{T}(x_0)$. Let's call them $hat{K}$, $hat{K} in mathbb{R}^{k times (k-d)}$. You can apply something like Gramm-Schmidt procedure to these vectors to make them orthogonal to $H(x)$: formula $K(x) = hat{K} - hat{H}(x) left (hat{H}^{T}(x) hat{H}(x) right)^{-1} hat{H}^{T}(x) hat{K}$ does the job. This formula works in some neighbourhood of point $x_0$.
$endgroup$
– Evgeny
Jan 20 '14 at 9:25
$begingroup$
I think I see a way how to construct such function locally. You take a point $x_0$ and pick any $(k-d)$ linear independent vectors that are not in linear span of $hat{H}(x_0) = H^{T}(x_0)$. Let's call them $hat{K}$, $hat{K} in mathbb{R}^{k times (k-d)}$. You can apply something like Gramm-Schmidt procedure to these vectors to make them orthogonal to $H(x)$: formula $K(x) = hat{K} - hat{H}(x) left (hat{H}^{T}(x) hat{H}(x) right)^{-1} hat{H}^{T}(x) hat{K}$ does the job. This formula works in some neighbourhood of point $x_0$.
$endgroup$
– Evgeny
Jan 20 '14 at 9:25
$begingroup$
... but this reasoning heavily depends on continuity of inverse of $hat{H}^{T}(x) hat{H}(x)$
$endgroup$
– Evgeny
Jan 20 '14 at 9:37
$begingroup$
... but this reasoning heavily depends on continuity of inverse of $hat{H}^{T}(x) hat{H}(x)$
$endgroup$
– Evgeny
Jan 20 '14 at 9:37
$begingroup$
OK thanks @Evgeny. How is about my construction?
$endgroup$
– Jlamprong
Jan 20 '14 at 9:56
$begingroup$
OK thanks @Evgeny. How is about my construction?
$endgroup$
– Jlamprong
Jan 20 '14 at 9:56
|
show 7 more comments
1 Answer
1
active
oldest
votes
$begingroup$
Here are some thoughts on this question that are too lengthy for a comment. First, if you know any procedure that generates orthogonal vector for a given system of vectors and this procedure depends continuously on vectors of set (and depends only on vectors of this set) — it'll work here. You take vectors which are rows of $H(x)$, generate orthogonal vector $K_1$ and obtain matrix $( H; vert ; K_1)^{T}$ which is continuous w.r.t. to $x$. Then you repeat procedure and obtain vector $K_2$, append it again and repeat until you construct matrice $K(x) = (K_1, K_2, dots, K_{k-d})$. I've tried to find such procedure, but hasn't succeed yet.
Also there's a further development of idea from comments, but it has a flaw. I'll use following notation:
each point $x in mathbb{R}^k$ is equipped with $d$ vectors that form columns of matrix $hat{H}(x) = H^{T}(x)$, $H(x) in mathbb{R}^{d times k} $, $hat{H}(x) in mathbb{R}^{k times d} $;
by $E$ denote the identity matrix, $E in mathbb{R}^{ktimes k}$;
- by $Gamma (x)$ denote Gramm matrix, $Gamma(x) = H(x)cdot H^{T}(x)$, $Gamma(x) in {mathbb R}^{d times d}$.
Then you do the following. For each point compute matrix $hat{K}(x) = E - hat{H}(x) cdot Gamma^{-1}(x) hat{H}^{T}(x)$. This transformation just takes a standard basis at each point $x$ (it corresponds to matrix $E$), subtracts from each basis vector its orthogonal projection on $hat{H}(x)$ and makes a set of vectors from $hat{H}^{perp}(x)$. Matrix $hat{K}(x)$ depends continuously on $x$ (multiplications/additions are continuous, inversion is continuous too). Also, it satisfies $hat{H}(x)hat{K}(x) equiv 0$. The only problem (and this is the flaw that I've mentioned) is that $hat{K}(x)$ is from $mathbb{R}^{k times k}$ instead of $mathbb{R}^{k times (k-d)}$; but it surely has rank $(k-d)$. The problem that I'm struggling here is that I still don't know a way how to continuously "extract" some basis from set of columns of matrix $hat{K}(x)$.
EDIT: Probably, that's not always possible. I wonder if OP's original can be solved by any other method.
$endgroup$
$begingroup$
Thank you very much for your help @Evgeny. Now, I have general idea in constructing such function. I'll think further about it. In my view, the gist of this problem is finding the $k-d$ vectors which are orthogonal with the rows of $H$, isn't it?
$endgroup$
– Jlamprong
Jan 23 '14 at 9:06
$begingroup$
Kind of. Orthogonal interpretation was closer for me, so I've chosen it. The problem with last method is that it generates set of vectors which spans orthogonal complement to the span of matrix $H(x)$ rows, but this set is bigger than the basis set.
$endgroup$
– Evgeny
Jan 23 '14 at 12:01
add a comment |
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1 Answer
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$begingroup$
Here are some thoughts on this question that are too lengthy for a comment. First, if you know any procedure that generates orthogonal vector for a given system of vectors and this procedure depends continuously on vectors of set (and depends only on vectors of this set) — it'll work here. You take vectors which are rows of $H(x)$, generate orthogonal vector $K_1$ and obtain matrix $( H; vert ; K_1)^{T}$ which is continuous w.r.t. to $x$. Then you repeat procedure and obtain vector $K_2$, append it again and repeat until you construct matrice $K(x) = (K_1, K_2, dots, K_{k-d})$. I've tried to find such procedure, but hasn't succeed yet.
Also there's a further development of idea from comments, but it has a flaw. I'll use following notation:
each point $x in mathbb{R}^k$ is equipped with $d$ vectors that form columns of matrix $hat{H}(x) = H^{T}(x)$, $H(x) in mathbb{R}^{d times k} $, $hat{H}(x) in mathbb{R}^{k times d} $;
by $E$ denote the identity matrix, $E in mathbb{R}^{ktimes k}$;
- by $Gamma (x)$ denote Gramm matrix, $Gamma(x) = H(x)cdot H^{T}(x)$, $Gamma(x) in {mathbb R}^{d times d}$.
Then you do the following. For each point compute matrix $hat{K}(x) = E - hat{H}(x) cdot Gamma^{-1}(x) hat{H}^{T}(x)$. This transformation just takes a standard basis at each point $x$ (it corresponds to matrix $E$), subtracts from each basis vector its orthogonal projection on $hat{H}(x)$ and makes a set of vectors from $hat{H}^{perp}(x)$. Matrix $hat{K}(x)$ depends continuously on $x$ (multiplications/additions are continuous, inversion is continuous too). Also, it satisfies $hat{H}(x)hat{K}(x) equiv 0$. The only problem (and this is the flaw that I've mentioned) is that $hat{K}(x)$ is from $mathbb{R}^{k times k}$ instead of $mathbb{R}^{k times (k-d)}$; but it surely has rank $(k-d)$. The problem that I'm struggling here is that I still don't know a way how to continuously "extract" some basis from set of columns of matrix $hat{K}(x)$.
EDIT: Probably, that's not always possible. I wonder if OP's original can be solved by any other method.
$endgroup$
$begingroup$
Thank you very much for your help @Evgeny. Now, I have general idea in constructing such function. I'll think further about it. In my view, the gist of this problem is finding the $k-d$ vectors which are orthogonal with the rows of $H$, isn't it?
$endgroup$
– Jlamprong
Jan 23 '14 at 9:06
$begingroup$
Kind of. Orthogonal interpretation was closer for me, so I've chosen it. The problem with last method is that it generates set of vectors which spans orthogonal complement to the span of matrix $H(x)$ rows, but this set is bigger than the basis set.
$endgroup$
– Evgeny
Jan 23 '14 at 12:01
add a comment |
$begingroup$
Here are some thoughts on this question that are too lengthy for a comment. First, if you know any procedure that generates orthogonal vector for a given system of vectors and this procedure depends continuously on vectors of set (and depends only on vectors of this set) — it'll work here. You take vectors which are rows of $H(x)$, generate orthogonal vector $K_1$ and obtain matrix $( H; vert ; K_1)^{T}$ which is continuous w.r.t. to $x$. Then you repeat procedure and obtain vector $K_2$, append it again and repeat until you construct matrice $K(x) = (K_1, K_2, dots, K_{k-d})$. I've tried to find such procedure, but hasn't succeed yet.
Also there's a further development of idea from comments, but it has a flaw. I'll use following notation:
each point $x in mathbb{R}^k$ is equipped with $d$ vectors that form columns of matrix $hat{H}(x) = H^{T}(x)$, $H(x) in mathbb{R}^{d times k} $, $hat{H}(x) in mathbb{R}^{k times d} $;
by $E$ denote the identity matrix, $E in mathbb{R}^{ktimes k}$;
- by $Gamma (x)$ denote Gramm matrix, $Gamma(x) = H(x)cdot H^{T}(x)$, $Gamma(x) in {mathbb R}^{d times d}$.
Then you do the following. For each point compute matrix $hat{K}(x) = E - hat{H}(x) cdot Gamma^{-1}(x) hat{H}^{T}(x)$. This transformation just takes a standard basis at each point $x$ (it corresponds to matrix $E$), subtracts from each basis vector its orthogonal projection on $hat{H}(x)$ and makes a set of vectors from $hat{H}^{perp}(x)$. Matrix $hat{K}(x)$ depends continuously on $x$ (multiplications/additions are continuous, inversion is continuous too). Also, it satisfies $hat{H}(x)hat{K}(x) equiv 0$. The only problem (and this is the flaw that I've mentioned) is that $hat{K}(x)$ is from $mathbb{R}^{k times k}$ instead of $mathbb{R}^{k times (k-d)}$; but it surely has rank $(k-d)$. The problem that I'm struggling here is that I still don't know a way how to continuously "extract" some basis from set of columns of matrix $hat{K}(x)$.
EDIT: Probably, that's not always possible. I wonder if OP's original can be solved by any other method.
$endgroup$
$begingroup$
Thank you very much for your help @Evgeny. Now, I have general idea in constructing such function. I'll think further about it. In my view, the gist of this problem is finding the $k-d$ vectors which are orthogonal with the rows of $H$, isn't it?
$endgroup$
– Jlamprong
Jan 23 '14 at 9:06
$begingroup$
Kind of. Orthogonal interpretation was closer for me, so I've chosen it. The problem with last method is that it generates set of vectors which spans orthogonal complement to the span of matrix $H(x)$ rows, but this set is bigger than the basis set.
$endgroup$
– Evgeny
Jan 23 '14 at 12:01
add a comment |
$begingroup$
Here are some thoughts on this question that are too lengthy for a comment. First, if you know any procedure that generates orthogonal vector for a given system of vectors and this procedure depends continuously on vectors of set (and depends only on vectors of this set) — it'll work here. You take vectors which are rows of $H(x)$, generate orthogonal vector $K_1$ and obtain matrix $( H; vert ; K_1)^{T}$ which is continuous w.r.t. to $x$. Then you repeat procedure and obtain vector $K_2$, append it again and repeat until you construct matrice $K(x) = (K_1, K_2, dots, K_{k-d})$. I've tried to find such procedure, but hasn't succeed yet.
Also there's a further development of idea from comments, but it has a flaw. I'll use following notation:
each point $x in mathbb{R}^k$ is equipped with $d$ vectors that form columns of matrix $hat{H}(x) = H^{T}(x)$, $H(x) in mathbb{R}^{d times k} $, $hat{H}(x) in mathbb{R}^{k times d} $;
by $E$ denote the identity matrix, $E in mathbb{R}^{ktimes k}$;
- by $Gamma (x)$ denote Gramm matrix, $Gamma(x) = H(x)cdot H^{T}(x)$, $Gamma(x) in {mathbb R}^{d times d}$.
Then you do the following. For each point compute matrix $hat{K}(x) = E - hat{H}(x) cdot Gamma^{-1}(x) hat{H}^{T}(x)$. This transformation just takes a standard basis at each point $x$ (it corresponds to matrix $E$), subtracts from each basis vector its orthogonal projection on $hat{H}(x)$ and makes a set of vectors from $hat{H}^{perp}(x)$. Matrix $hat{K}(x)$ depends continuously on $x$ (multiplications/additions are continuous, inversion is continuous too). Also, it satisfies $hat{H}(x)hat{K}(x) equiv 0$. The only problem (and this is the flaw that I've mentioned) is that $hat{K}(x)$ is from $mathbb{R}^{k times k}$ instead of $mathbb{R}^{k times (k-d)}$; but it surely has rank $(k-d)$. The problem that I'm struggling here is that I still don't know a way how to continuously "extract" some basis from set of columns of matrix $hat{K}(x)$.
EDIT: Probably, that's not always possible. I wonder if OP's original can be solved by any other method.
$endgroup$
Here are some thoughts on this question that are too lengthy for a comment. First, if you know any procedure that generates orthogonal vector for a given system of vectors and this procedure depends continuously on vectors of set (and depends only on vectors of this set) — it'll work here. You take vectors which are rows of $H(x)$, generate orthogonal vector $K_1$ and obtain matrix $( H; vert ; K_1)^{T}$ which is continuous w.r.t. to $x$. Then you repeat procedure and obtain vector $K_2$, append it again and repeat until you construct matrice $K(x) = (K_1, K_2, dots, K_{k-d})$. I've tried to find such procedure, but hasn't succeed yet.
Also there's a further development of idea from comments, but it has a flaw. I'll use following notation:
each point $x in mathbb{R}^k$ is equipped with $d$ vectors that form columns of matrix $hat{H}(x) = H^{T}(x)$, $H(x) in mathbb{R}^{d times k} $, $hat{H}(x) in mathbb{R}^{k times d} $;
by $E$ denote the identity matrix, $E in mathbb{R}^{ktimes k}$;
- by $Gamma (x)$ denote Gramm matrix, $Gamma(x) = H(x)cdot H^{T}(x)$, $Gamma(x) in {mathbb R}^{d times d}$.
Then you do the following. For each point compute matrix $hat{K}(x) = E - hat{H}(x) cdot Gamma^{-1}(x) hat{H}^{T}(x)$. This transformation just takes a standard basis at each point $x$ (it corresponds to matrix $E$), subtracts from each basis vector its orthogonal projection on $hat{H}(x)$ and makes a set of vectors from $hat{H}^{perp}(x)$. Matrix $hat{K}(x)$ depends continuously on $x$ (multiplications/additions are continuous, inversion is continuous too). Also, it satisfies $hat{H}(x)hat{K}(x) equiv 0$. The only problem (and this is the flaw that I've mentioned) is that $hat{K}(x)$ is from $mathbb{R}^{k times k}$ instead of $mathbb{R}^{k times (k-d)}$; but it surely has rank $(k-d)$. The problem that I'm struggling here is that I still don't know a way how to continuously "extract" some basis from set of columns of matrix $hat{K}(x)$.
EDIT: Probably, that's not always possible. I wonder if OP's original can be solved by any other method.
edited Dec 28 '18 at 18:38
answered Jan 23 '14 at 8:19
EvgenyEvgeny
4,77521022
4,77521022
$begingroup$
Thank you very much for your help @Evgeny. Now, I have general idea in constructing such function. I'll think further about it. In my view, the gist of this problem is finding the $k-d$ vectors which are orthogonal with the rows of $H$, isn't it?
$endgroup$
– Jlamprong
Jan 23 '14 at 9:06
$begingroup$
Kind of. Orthogonal interpretation was closer for me, so I've chosen it. The problem with last method is that it generates set of vectors which spans orthogonal complement to the span of matrix $H(x)$ rows, but this set is bigger than the basis set.
$endgroup$
– Evgeny
Jan 23 '14 at 12:01
add a comment |
$begingroup$
Thank you very much for your help @Evgeny. Now, I have general idea in constructing such function. I'll think further about it. In my view, the gist of this problem is finding the $k-d$ vectors which are orthogonal with the rows of $H$, isn't it?
$endgroup$
– Jlamprong
Jan 23 '14 at 9:06
$begingroup$
Kind of. Orthogonal interpretation was closer for me, so I've chosen it. The problem with last method is that it generates set of vectors which spans orthogonal complement to the span of matrix $H(x)$ rows, but this set is bigger than the basis set.
$endgroup$
– Evgeny
Jan 23 '14 at 12:01
$begingroup$
Thank you very much for your help @Evgeny. Now, I have general idea in constructing such function. I'll think further about it. In my view, the gist of this problem is finding the $k-d$ vectors which are orthogonal with the rows of $H$, isn't it?
$endgroup$
– Jlamprong
Jan 23 '14 at 9:06
$begingroup$
Thank you very much for your help @Evgeny. Now, I have general idea in constructing such function. I'll think further about it. In my view, the gist of this problem is finding the $k-d$ vectors which are orthogonal with the rows of $H$, isn't it?
$endgroup$
– Jlamprong
Jan 23 '14 at 9:06
$begingroup$
Kind of. Orthogonal interpretation was closer for me, so I've chosen it. The problem with last method is that it generates set of vectors which spans orthogonal complement to the span of matrix $H(x)$ rows, but this set is bigger than the basis set.
$endgroup$
– Evgeny
Jan 23 '14 at 12:01
$begingroup$
Kind of. Orthogonal interpretation was closer for me, so I've chosen it. The problem with last method is that it generates set of vectors which spans orthogonal complement to the span of matrix $H(x)$ rows, but this set is bigger than the basis set.
$endgroup$
– Evgeny
Jan 23 '14 at 12:01
add a comment |
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$begingroup$
Stupid question: $forall x: K(x)=0$ (zero matrix) is OK?
$endgroup$
– Martín-Blas Pérez Pinilla
Jan 20 '14 at 7:16
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Oh no... It has to be full rank for each $x$. I've made an edit now. Thanks @Martín-BlasPérezPinilla
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– Jlamprong
Jan 20 '14 at 7:39
1
$begingroup$
I think I see a way how to construct such function locally. You take a point $x_0$ and pick any $(k-d)$ linear independent vectors that are not in linear span of $hat{H}(x_0) = H^{T}(x_0)$. Let's call them $hat{K}$, $hat{K} in mathbb{R}^{k times (k-d)}$. You can apply something like Gramm-Schmidt procedure to these vectors to make them orthogonal to $H(x)$: formula $K(x) = hat{K} - hat{H}(x) left (hat{H}^{T}(x) hat{H}(x) right)^{-1} hat{H}^{T}(x) hat{K}$ does the job. This formula works in some neighbourhood of point $x_0$.
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– Evgeny
Jan 20 '14 at 9:25
$begingroup$
... but this reasoning heavily depends on continuity of inverse of $hat{H}^{T}(x) hat{H}(x)$
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– Evgeny
Jan 20 '14 at 9:37
$begingroup$
OK thanks @Evgeny. How is about my construction?
$endgroup$
– Jlamprong
Jan 20 '14 at 9:56