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For $Y\sim N(X\beta ,V_{\theta })$ and a full-column-rank design matrix $X\in {\mathbb{R}}^{n\times p}$, take $A\in {\mathbb{R}}^{n\times (n-p)}$ with $A^{T}A=I$ and $A^{T}X=0$. Then $A^{T}Y\sim N(0,A^T{V}_{\theta }A)$, so restricted maximum likelihood maximizesChanging the orthonormal basis by an orthogonal matrix leaves this expression unchanged.

A right singular vector $v_j$ is a unit vector in the input space satisfying $A^{\ast }A{v}_j={\sigma }_j^2{v}_j$. For positive singular values, $A{v}_j={\sigma }_j{u}_j$ determines the matching left singular vector. In the ellipse example, $A{v}_1=(5,0{)}^T$ is not parallel to $v_1$: a right singular vector need not be an eigenvector of $A$. Indeed, the characteristic polynomial of $A$ is ${\lambda }^2-(18/5)\lambda +5$, with eigenvalues $(9\pm i\sqrt{44})/5$ and no real eigenvectors. Nevertheless, its real right singular vectors give a complete orthonormal basis. Eigenvectors describe preserved directions; right singular vectors describe orthogonal input channels of stretching.^[ref]

An arbitrary input mixes these channels. For $x=c_1{v}_1+c_2{v}_2$, orthogonality gives $\Vert Ax{\Vert }_2^2=25|c_1{|}^2+|c_2{|}^2$, while $\Vert x{\Vert }_2^2=|c_1{|}^2+|c_2{|}^2$. Equal contributions, $c_1=c_2=1/\sqrt{2}$, produce output Euclidean norm $\sqrt{13}$ from a unit vector. Concentrating the entire input along $v_1$ produces the maximum $5$. This is why the right singular vectors give a direct reading of how any input will behave. For a compact operator, the same definition describes the positive terms of its singular value system.

A rotation matrix is an orthogonal matrix with determinant $1$.

A rotation matrix turns vectors while preserving their shape relationships. For column coordinate vectors in an orthonormal basis, its defining conditions arewhere $R^T$ is the transpose and $I$ the identity matrix. In the usual Cartesian basis of the plane, an active counterclockwise planar rotation through an angle $\theta$ usesHere the vector moves and the basis stays fixed: $R_{\pi /2}(1,0{)}^T=(0,1{)}^T$. Positive angles turn from the positive horizontal axis towards the positive vertical axis. The two columns are precisely the rotated basis vectors; the sine and cosine entries encode their new directions. Turning the basis instead uses passive rotation of coordinates, which has the opposite sign.

This distinction makes rotation matrices useful for keeping a geometric action separate from its coordinate description. For a rigid body, a rotation matrix can encode the directions of an attached orthonormal basis or convert between that basis and a fixed orthonormal basis, with different meanings for its input and output.^[ref]

The orthogonal matrix condition preserves every dot product:Consequently Euclidean norms and angles between nonzero vectors are preserved, as is the Euclidean norm of the difference between any two endpoints. The additional determinant condition preserves orientation of a vector space and oriented volume: for any square matrix $V$ whose columns are the input vectors, $\det (RV)=\det V$. An orthogonal matrix of determinant $-1$, such as a reflection matrix, preserves dot products but reverses orientation of a vector space. The matrix inverse is especially simple: $R^{-1}=R^T$.^[ref]

If an array specified in each orthonormal basis has invariant Frobenius inner product with every Cartesian second-rank tensor, it transforms as such a tensor. For a component change $R$, invariance says $(R^{T}A\prime R-A):B=0$ for every matrix $B$. Nondegeneracy of the Frobenius inner product forces the difference to vanish. Testing every tensor, rather than a single selected tensor, is essential.

A scaling function generates the approximation space $V_0$ of a multiresolution analysis by its integer translates. In an orthonormal construction those translates form an orthonormal basis, and ${\phi }_{j,k}(x)=2^{j/2}\phi (2^{j}x-k)$ generate $V_j$. Integrable orthonormal scaling functions have $|\hat{\phi }(0)|=1$, as follows from density and the MRA projection Fourier identity.

Nesting in an orthonormal multiresolution analysis expresses a scaling function in the finer-scale orthonormal basis. The associated low-pass symbol is $m(\xi )=2^{-1/2}{\sum }_k{h}_k{e}^{-ik\xi }$, and $\hat{\phi }(2\xi )=m(\xi )\hat{\phi }(\xi )$. If $\phi$ has compact support, only finitely many coefficients $h_k$ are nonzero. With $\hat{\phi }(0)=1$, iteration gives $\hat{\phi }(\xi )={\prod }_{j\ge 1}m(\xi /2^j)$ when the limit exists.

The Haar wavelet provides an explicit one-vanishing moment comparison:It cancels a constant polynomial, but not a nonconstant affine function. To obtain two vanishing moments by an equally transparent construction, take three adjacent unit intervals with heights proportional to $1,-2,1$:The L2 norm normalization follows from $1^2+(-2{)}^2+1^2=6$. Direct integration givesThus $\eta$ has exactly two vanishing moments. In fact its coefficient is a finite difference of adjacent local integrals:The weights are those of the second-order central difference. The first moment balances the centres of the three intervals; it is not enough merely to balance their signed areas.

This $\eta$ is a normalized analyzing function, with no orthonormal basis assertion. Indeed, its unit translate has nonzero L2 inner product:Hence these translates already fail orthogonality. The Daubechies wavelet construction imposes additional refinement and orthogonality requirements; two vanishing moments and unit L2 norm by themselves do not supply those requirements.

Second quantization describes identical-particle quantum states in Fock space using creation operators and annihilation operators. Relative to an orthonormal basis of one-particle states, a one-body operator becomes ${\sum }_{\alpha \beta }{h}_{\alpha \beta }{a}_{\alpha }^{†}{a}_{\beta }$. The canonical commutation relation implements bosonic statistics, while the canonical anticommutation relations implement fermionic statistics. Expanding the quantized field in a complete basis gives a delta-function equal-time bracket; restricting the expansion to finitely many modes replaces that delta function by the corresponding projection operator kernel.

The second-order central difference approximation to the fixed-end wave equation on $n$ interior points has normal modesHere $h=L/(n+1)$ and the endpoint displacements are zero. The eigenvectors form an orthonormal basis in the ordinary Euclidean norm, without an extra grid-spacing weight. They sample the continuous standing wave shapes exactly, while their angular frequencies differ from $k\pi c/L$ because of spatial discretization. For fixed $k$, the difference tends to zero as $h\to 0$.

The shape operator measures how the unit normal turns as we move along a smooth surface. A plane has a constant unit normal, whereas the outward unit normal of a sphere turns in every direction in the tangent plane. Keeping the direction of this change, rather than just its magnitude, lets one recover the principal curvatures and their principal directions.

Choose an orientation of a surface $M\subset {\mathbb{R}}^3$, with Gauss map $N:M\to S^2$. The shape operator at $p$ is the linear mapHere $d{N}_p$ is the differential of the Gauss map. Its output belongs to $T_{N(p)}{S}^2$, identified with $T_{p}M$ because both are the vector plane perpendicular to $N(p)$. The minus sign is our convention throughout this branch. ^[ref]

The shape operator packages the second fundamental form as an operator using the inner product supplied by the first fundamental form:The symmetry of the second fundamental form makes the shape operator a self-adjoint operator for this inner product. Thus an orthonormal basis of principal directions diagonalizes it. In a coordinate basis $X_u,X_v$ of a parametric surface, writeThe matrix $[S]$ need not be a symmetric matrix in this coordinate basis: its self-adjointness means $A[S]=[S{]}^{T}A=B$. Using the eigenvalues of $B$ alone gives the principal curvatures only when $A$ is the identity matrix. ^[ref]

For a worked example, parametrize the lateral surface of an outward-oriented circular cylinder of radius $R>0$ using circumferential arc length $u$ and axial coordinate $v$:The coordinate tangent vectors are an orthonormal basis. Since $N_u=X_u/R$ and $N_v=0$, the shape operator satisfiesChanging to angular coordinate $\phi =u/R$ gives $A=\mathrm{diag}(R^2,1)$ and $B=\mathrm{diag}(-R,0)$; $A^{-1}B$ still has eigenvalues $-1/R,0$. This is why the first fundamental form must participate in the calculation.

For a sphere of radius $R$ centered at the origin, the outward unit normal is $N(p)=p/R$. Hence $S_{p}v=-v/R$, so both principal curvatures are $-1/R$. For a plane, $dN=0$ and the shape operator vanishes. Reversing the unit normal negates the shape operator and both principal curvatures; the Gaussian curvature remains unchanged while the mean curvature changes sign, as in orientation reversal of surface curvature.

For real matrices, orthogonal similarity is the special case $B=Q^{-1}AQ=Q^{T}AQ$ with $Q$ an orthogonal matrix. Then a symmetric matrix remains symmetric, because $B^T=Q^T{A}^{T}Q=B$. The expression $QA{Q}^T$ describes the reverse conversion and has the same property. An orthonormal basis retains the ordinary dot product formula for its coordinate vectors.

An arbitrary change of basis need not preserve entrywise symmetry. In the opening example, $A$ is a symmetric matrix but $B=\left(\begin{array}{cc}2& -3\\ 0& 5\end{array}\right)$ is not. The geometric inner product has not disappeared: in the new coordinates it is represented by the Gram matrixFor $p$ with new coordinate vector $y=(1,1{)}^T$, the squared Euclidean norm is $y^{T}Gy=5$, agreeing with $x^{T}x=2^2+1^2$. The naive coordinate sum $y^{T}y=2$ would use the wrong inner product.

If $A^T=A$, direct multiplication givesThis is self-adjointness expressed in the new inner product, rather than entrywise symmetry relative to the identity matrix. For the example, both products equal $\left(\begin{array}{cc}2& 2\\ 2& 7\end{array}\right)$. Thus arbitrary matrix similarity preserves the linear operator, while its geometric interpretation requires transforming the Gram matrix as well. Matrix congruence supplies the corresponding rule for a bilinear form and should be distinguished from matrix similarity.

The singular value decomposition separates any matrix into input directions, stretching factors, and output directions. Every $m\times n$ complex matrix admitsHere $U,V$ are unitary matrices, $V^{\ast }=V^{†}$ is the conjugate transpose, and $\Sigma$ is a rectangular diagonal matrix. Its $p=\min (m,n)$ diagonal entries are the singular values, ordered ${\sigma }_1\ge \cdots \ge {\sigma }_p\ge 0$. We use the conventional letters: $V$ contains the right singular vectors $v_j$, while $U$ contains the left singular vectors $u_j$. Writing $A=V\Sigma U^{†}$ instead merely swaps these two matrix names; it requires swapping their roles consistently. For real matrices, choose orthogonal matrices and replace the conjugate transpose with the transpose.^[ref]

Reading from right to left, $V^{\ast }$ expresses the input in an orthonormal basis, $\Sigma$ stretches or annihilates those coordinates, and $U$ assembles the output in another orthonormal basis. Unlike matrix similarity, the input and output bases can differ, and even have different sizes. A $3\times 2$ matrix has full factors of sizes $3\times 3$, $3\times 2$, and $2\times 2$. If its matrix rank is $2$, one can retain only the active columns, giving sizes $3\times 2$, $2\times 2$, and $2\times 2$ for $U_r,{\Sigma }_r,V_r^{\ast }$; the full $U$ additionally describes an unused output direction.

For a fully computed nonsymmetric example, takeMultiplication gives $U\Sigma V^T=A$. The right singular vectors are $v_1=(3,4{)}^T/5$ and $v_2=(-4,3{)}^T/5$; their images are $A{v}_1=(5,0{)}^T$ and $A{v}_2=(0,1{)}^T$. Thus, parametrizing the unit circle by $x=v_1\cos t+v_2\sin t$ gives $Ax=(5\cos t,\sin t{)}^T$. Its image is the ellipse $y_1^2/25+y_2^2=1$. The two singular values are its semiaxis lengths, and the left singular vectors point along its axes. The singular value decomposition finds precisely the perpendicular input directions whose images stay perpendicular.

For compression, write the matrix as a sum of outer products and retain the largest terms:where $r$ is the matrix rank. Among all matrices of matrix rank at most $k$, $A_k$ minimizes the Frobenius norm error; this is the Eckart-Young-Mirsky theorem. The operator norm error is ${\sigma }_{k+1}$ for $k<r$. These statements concern specified norms, rather than guaranteeing that discarded details are visually or scientifically unimportant.^[ref]

Consider an $8\times 10$ brightness matrix $B=p{q}^T+a{b}^T/2$, withand $a_i=(-1{)}^{i-1}$, $b_j=(-1{)}^{j-1}$. The broad bright patch $p{q}^T$ and alternating checkerboard $a{b}^T/2$ have orthogonal row and column directions: $p^{T}a=q^{T}b=0$. Their singular values are $\sqrt{60\cdot 110}=\sqrt{6600}$ and $\sqrt{8\cdot 10}/2=\sqrt{20}$. This low-rank approximation keeps the first outer product, giving $B_1=p{q}^T$, with Frobenius norm error $\sqrt{20}\approx 4.472$ and relative error $\sqrt{20/6620}\approx 5.50\%$. For example, $B_{11}=1.5$ becomes $1$, and $B_{12}=1.5$ becomes $2$: every entry changes by $0.5$ in magnitude. The discarded pattern is small but entirely lost.

For this illustrative image compression, storing one normalized left singular vector, one normalized right singular vector, and one singular value requires $8+10+1=19$ scalars instead of $80$. This counts scalars at equal precision, before storage overhead. In general, $k(m+n+1)$ scalars beat $mn$ only for sufficiently small $k$, and small error requires a small discarded sum of squared singular values. The usefulness comes from measuring the tradeoff before throwing information away.^[ref]

For a nonzero real three-dimensional skew-symmetric matrix, choose real orthogonal vectors $u,v$ of equal length with $Au=\theta v$, $Av=-\theta u$ and $\theta >0$, and a real unit vector $e_3$ in its kernel. The matrix exponential acts by $e^{A}u=u\cos \theta +v\sin \theta$, $e^{A}v=v\cos \theta -u\sin \theta$ and $e^A{e}_3=e_3$. Its matrix in this orthonormal basis is a planar rotation matrix with an unchanged axis. A purely imaginary nonzero eigenvalue and its complex eigenvector give $u,v$ by taking real and imaginary parts; antisymmetry proves their equal norms and orthogonality.

Let $(w_m)$ be the orthonormal basis of Dirichlet eigenfunctions for a strictly positive Dirichlet realization of an elliptic operator, with eigenvalues ${\lambda }_m$. ThenFor integers $k$, these domains are the Sobolev domains of powers of an elliptic Dirichlet operator. At $k=0$ the condition is just Parseval identity and imposes no boundary condition. At $k=1,2$ it describes $H_0^1$ and $H^2\cap H_0^1$, respectively. Higher $k$ impose traces of powers of $L$, not only the trace of $u$. For $L=-d^2/d{x}^2$ on $(0,\pi )$, the smooth Dirichlet function $u=x(\pi -x)$ has sine coefficients proportional to $m^{-3}$ for odd $m$, so the weighted sum diverges at $k=3$ despite its ordinary $H^3$ regularity.

The spectral theorem represents a normal operator by multiplication by its spectral parameter. In a finite-dimensional inner product space, this is diagonalization in an orthonormal basis; for a self-adjoint operator on a Hilbert space, it uses a projection-valued measure. Unbounded operators additionally require their natural square-integrability domain.

Every real symmetric matrix has an orthonormal basis of real eigenvectors. Equivalently, it admits an orthogonal diagonalization $A=O^{T}DO$ with $D$ real diagonal and $O$ an orthogonal matrix.

This is the finite-dimensional real-symmetric case of the spectral theorem.

Let $v$ be a real unit vector in $d$-dimensional Euclidean space. Then $P=v{v}^{\mathsf{T}}$ is a rank-one orthogonal projection: $Pv=v$, while $Pw=0$ for $w$ orthogonal to $v$. Consequently the symmetric matrix $A=\alpha I+\beta P$ has eigenvalue $\alpha +\beta$ on the line spanned by $v$ and eigenvalue $\alpha$ on its orthogonal complement. Any orthonormal basis of that complement completes $v$ to an orthonormal eigenbasis. ThusThe trace and determinant formulas remain valid when one of these eigenvalues is zero. When $\beta =0$, all nonzero vectors have the same eigenvalue, and the chosen splitting is optional.

A radial deformation map preserving each particle's direction from a common centre. In an orthonormal basis of spherical coordinates, its deformation gradient has principal stretches $f^{\prime }(R),f(R)/R,f(R)/R$. Thus incompressibility gives $f^{\prime }(R)f(R{)}^2=R^2$, and integration gives $f(R{)}^3=R^3+C$.

Prepare the $J_1=+\hslash$ spin coherent state and evolve with Hamiltonian operator $H=\omega J_3$ for time $t$. In the descending-$J_3$ basis of the spin-one angular momentum matrices, the initial vector is $(1,\sqrt{2},1{)}^{\mathsf{T}}/2$ and the evolved vector is $(e^{-i\theta },\sqrt{2},e^{i\theta }{)}^{\mathsf{T}}/2$, where $\theta =\omega t$. The $J_1$ orthonormal basis has vectors $(1,\sqrt{2},1{)}^{\mathsf{T}}/2$, $(1,0,-1{)}^{\mathsf{T}}/\sqrt{2}$ and $(1,-\sqrt{2},1{)}^{\mathsf{T}}/2$. Taking their inner products with the evolved vector gives probability amplitudes $(1+\cos \theta )/2$, $-i\sin \theta /\sqrt{2}$ and $(\cos \theta -1)/2$. Their squared moduli give the Born rule probabilities in the title. At integer half-turns $\theta =\pi k$, the outcome is deterministically $(-1{)}^k\hslash$.

If two pure quantum states overlap by $(1/\sqrt{2}{)}^{1/n}$, their $n$-copy states have overlap $1/\sqrt{2}$. Each block spans an effective qubit, with orthonormal basis $e_0={\Psi }_1$ and $e_1=\sqrt{2}{\Psi }_2-{\Psi }_1$. Applying the two-block PBR exclusion measurement for zero and plus uses $2n$ independently prepared copies. A common single-copy ontic overlap of positive mass remains positive under this finite tensor power.