A 2×2 orthogonal matrix

The matrix

    \[U = \dfrac{1}{\sqrt{2}}\begin{pmatrix} 1 & 1 \\ 1 & -1 \end{pmatrix}\]

is orthogonal.

The vector x=(2, 1) is transformed by the orthogonal matrix above into

    \[Ux = \dfrac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ 3 \end{pmatrix}.\]

Thus, U corresponds to a rotation of angle 45 degrees counter-clockwise.

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Hyper-Textbook: Optimization Models and Applications Copyright © by L. El Ghaoui. All Rights Reserved.

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