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AcceptedTheorem · Statement with omitted proof

Orthonormal matrices preserve Euclidean length

Multiplication by a matrix with orthonormal columns preserves the Euclidean norm.

Drineas & Mahoney ↗
Source label: thm:orthonormal-isometry

Formal statement. The assumptions and conclusion are explicit; the theorem proof is omitted (sorry).

01 / MATHEMATICAL STATEMENT

Meaning & conditions

Mathematical summary

Multiplication by a matrix with orthonormal columns preserves the Euclidean norm.

∥Vx∥2=∥x∥2,∥x⊤V⊤∥2=∥x∥2\|Vx\|_2=\|x\|_2,\qquad \|x^\top V^\top\|_2=\|x\|_2

Assumptions & context

  • V is real m × n, m ≥ n and VᵀV = I; x is an n-vector.

Source

Drineas & Mahoney. Lectures on randomized numerical linear algebra.

Source label: thm:orthonormal-isometry

02 / LEAN REPRESENTATION

Formal statement

Statement with omitted proof. Expand the complete file below to read imports, local definitions and surrounding context.

theorem orthonormal_isometry (m n : ℕ) (x : Fin n → ℝ)
    (V : Matrix (Fin m) (Fin n) ℝ) (hmn : n ≤ m) (hV : Vᵀ * V = 1) :
    l2Norm (V *ᵥ x) = l2Norm x ∧ l2Norm (x ᵥ* Vᵀ) = l2Norm x := by
  sorry
Complete Lean file and local definitions
import RNLAPhaseB.B3Base
import RNLAPhaseB.Complexity

open MeasureTheory
open scoped Matrix
open scoped Matrix.Norms.L2Operator
open scoped BigOperators
open scoped ENNReal

namespace RNLAPhaseB.DM2017OrthonormalIsometry

/-- dm2017 thm:orthonormal-isometry. Given `x ∈ ℝ^n` and `V ∈ ℝ^{m×n}` with `m ≥ n`
and `Vᵀ V = I_n`, we have `‖V x‖₂ = ‖x‖₂` and `‖xᵀ Vᵀ‖₂ = ‖x‖₂`.
The vector 2-norm is the `p = 2` vector norm `(∑ |x_i|^2)^{1/2}`, realized by the
base's `l2Norm`. The row vector `xᵀ Vᵀ ∈ ℝ^{1×m}` is represented by its entries as
the vector-matrix product `x ᵥ* Vᵀ : Fin m → ℝ`; its 2-norm is the vector 2-norm of
those entries. -/
theorem orthonormal_isometry (m n : ℕ) (x : Fin n → ℝ)
    (V : Matrix (Fin m) (Fin n) ℝ) (hmn : n ≤ m) (hV : Vᵀ * V = 1) :
    l2Norm (V *ᵥ x) = l2Norm x ∧ l2Norm (x ᵥ* Vᵀ) = l2Norm x := by
  sorry

end RNLAPhaseB.DM2017OrthonormalIsometry

How to read the formalization

  • Both column-vector and row-vector formulations are retained.
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