Assume I have a set of vectors $ a_1, ..., a_d $ that are orthonormal to each other. Now, I want to find another vector $ a_{d+1} $ that is orthogonal to all the other vectors.
Is there an efficient algorithm to achieve this? I can only think of adding a random vector to the end, and then applying gram-schmidt.
Is there a python library which already achieves this?
Related. Can't speak to optimality, but here is a working solution. The good thing is that numpy.linalg
does all of the heavy lifting, so this may be speedier and more robust than doing Gram-Schmidt by hand. Besides, this suggests that the complexity is not worse than Gram-Schmidt.
The idea:
O
.O
. Generically O
will remain a full-rank matrix. b = [0, 0, ..., 0, 1]
with len(b) = d + 1
.x O = b
. Then, x
is guaranteed to be non-zero and orthogonal to all original columns of O
.import numpy as np
from numpy.linalg import lstsq
from scipy.linalg import orth
# random matrix
M = np.random.rand(10, 5)
# get 5 orthogonal vectors in 10 dimensions in a matrix form
O = orth(M)
def find_orth(O):
rand_vec = np.random.rand(O.shape[0], 1)
A = np.hstack((O, rand_vec))
b = np.zeros(O.shape[1] + 1)
b[-1] = 1
return lstsq(A.T, b)[0]
res = find_orth(O)
if all(np.abs(np.dot(res, col)) < 10e-9 for col in O.T):
print("Success")
else:
print("Failure")