Biorthogonal system
In mathematics, a biorthogonal system is a pair of indexed families of vectors
- in E and in F
such that
where E and F form a pair of topological vector spaces that are in duality, ⟨,⟩ is a bilinear mapping and is the Kronecker delta.
A biorthogonal system in which E = F and is an orthonormal system.
An example is the pair of sets of respectively left and right eigenvectors of a matrix, indexed by eigenvalue.
Projection
Related to a biorthogonal system is the projection
- ,
where ; its image is the linear span of , and the kernel is .
Construction
Given a possibly non-orthogonal set of vectors and the projection related is
- ,
where is the matrix with entries .
- , and then is an orthogonal system.