Transpose operator
AT
A
flips the matrix across it's diagonal.
A=a11a12a21a22
A
a
1
1
a
1
2
a
2
1
a
2
2
AT=a11a21a12a22
A
a
1
1
a
2
1
a
1
2
a
2
2
Column
i
i of
A
A is row
i
i of
AT
A
Recall, inner product
x=
x
0
x
1
⋮
x
n
-
1
x
x
0
x
1
⋮
x
n
-
1
y=
y
0
y
1
⋮
y
n
-
1
y
y
0
y
1
⋮
y
n
-
1
xTy=
x
0
x
1
…
x
n
-
1
y
0
y
1
⋮
y
n
-
1
=∑xiyi=<y,x>
x
y
x
0
x
1
…
x
n
-
1
y
0
y
1
⋮
y
n
-
1
i
x
i
y
i
y
x
on
ℝn
n
Hermitian transpose
AH
A
, transpose and conjugate
AH=AT¯
A
A
<y,x>=xHy=∑xiyi¯
y
x
x
y
i
x
i
y
i
on
ℂn
n
Now, let
b0b1…b
n
-
1
b
0
b
1
…
b
n
-
1
be an orthonormal basis for
ℂn
n
∀i,:i=01…n-1<bi,bi>=1
i
i
0
1
…
n
1
b
i
b
i
1
i≠j
<bi,bj>=bjHbi=0
i
j
b
i
b
j
b
j
b
i
0
Basis matrix:
B=⋮⋮⋮b0b1…b
n
-
1
⋮⋮⋮
B
⋮
⋮
⋮
b
0
b
1
…
b
n
-
1
⋮
⋮
⋮
Now,
BHB=…b0H……b1H…⋮…b
n
-
1
H…⋮⋮⋮b0b1…b
n
-
1
⋮⋮⋮=b0Hb0b0Hb1…b0Hb
n
-
1
b1Hb0b1Hb1…b1Hb
n
-
1
⋮b
n
-
1
Hb0b
n
-
1
Hb1…b
n
-
1
Hb
n
-
1
B
B
…
b
0
…
…
b
1
…
⋮
…
b
n
-
1
…
⋮
⋮
⋮
b
0
b
1
…
b
n
-
1
⋮
⋮
⋮
b
0
b
0
b
0
b
1
…
b
0
b
n
-
1
b
1
b
0
b
1
b
1
…
b
1
b
n
-
1
⋮
b
n
-
1
b
0
b
n
-
1
b
1
…
b
n
-
1
b
n
-
1
For orthonormal basis with basis matrix
B
B
BH=B-1
B
B
(
BT=B-1
B
B
in
ℝn
n
)
BH
B
is easy to calculate while
B-1
B
is hard to calculate.
So, to find
α
0
α
1
…
α
n
-
1
α
0
α
1
…
α
n
-
1
such that
x=∑
α
i
b
i
x
i
α
i
b
i
Calculate
α=B-1x⇒α=BHx
α
B
x
α
B
x
Using an orthonormal basis we rid ourselves of the inverse operation.
"My introduction to signal processing course at Rice University."