Lesson Objectives ▼ Define orthogonal vectors and orthonormal sets using the inner product. Understand the orthogonal complement of a subspace. Derive the formula for projecting a vector onto a line. Generalize projection to an arbitrary subspace using the projection matrix. See how orthogonal projection is exactly what the least squares method computes. Lesson Outline ▼ Orthogonal Vectors and Sets Orthogonal Complement Projection onto a Line Projection onto a Subspace Connection to Least Squares Examples Exercises Orthogonal Vectors and Sets Two vectors \( \mathbf{u} \) and \( \mathbf{v} \) are orthogonal when their inner product is zero: \[ \langle \mathbf{u}, \mathbf{v} \rangle = \mathbf{u}^T \mathbf{v} = 0 \] A set of vectors is orthogonal if every pair in it is orthogonal, and orthonormal if it is orthogonal and every vector also has unit l...