Transforming back and forth between reference frames using orthogonal transformation matrices Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Q: Bases and Frames using Fourier SeriesQuestion about orthogonal transformation / orthogonal matricesHow can I interpret $2 times 2$ and $3 times 3$ transformation matrices geometrically?How to compute determinant (or eigenvalues) of this matrix?Properties of orthogonal, singular and antisymmetric matrices.Linear transformation matrix with respect to basis, using transition matricesTransformation Between Polynomials and Matrices Using Basis VectorsEuler representation of rotation matrix and its uniquenessProjective Transformation between two matched 3D point setsAre the transformation matrices the relation between basis $beta$ and $beta'$?
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Transforming back and forth between reference frames using orthogonal transformation matrices
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Q: Bases and Frames using Fourier SeriesQuestion about orthogonal transformation / orthogonal matricesHow can I interpret $2 times 2$ and $3 times 3$ transformation matrices geometrically?How to compute determinant (or eigenvalues) of this matrix?Properties of orthogonal, singular and antisymmetric matrices.Linear transformation matrix with respect to basis, using transition matricesTransformation Between Polynomials and Matrices Using Basis VectorsEuler representation of rotation matrix and its uniquenessProjective Transformation between two matched 3D point setsAre the transformation matrices the relation between basis $beta$ and $beta'$?
$begingroup$
The transformation of a covariance matrix $C$ from reference frame 1 to reference frame 2 is described as
beginequation
C_2 = R_12C_1R_12^T
endequation
using the (orthogonal) transformation matrix $R_12$, where the superscript $T$ denotes the transpose. In this case, I know what $C_2$ is and I want to find $C_1$. How do I use these transformation matrices in order to get $C_1$?
linear-algebra linear-transformations orthogonal-matrices
$endgroup$
add a comment |
$begingroup$
The transformation of a covariance matrix $C$ from reference frame 1 to reference frame 2 is described as
beginequation
C_2 = R_12C_1R_12^T
endequation
using the (orthogonal) transformation matrix $R_12$, where the superscript $T$ denotes the transpose. In this case, I know what $C_2$ is and I want to find $C_1$. How do I use these transformation matrices in order to get $C_1$?
linear-algebra linear-transformations orthogonal-matrices
$endgroup$
$begingroup$
Multiply by inverses on both sides and use the fact that for an orthogonal matrix $R^T=R^-1$.
$endgroup$
– amd
Mar 26 at 23:06
$begingroup$
So how does that look like mathematically? I am not sure on the notation... Would the equation then be $C_1$ = $R_12^TC_2R_12$?
$endgroup$
– Wouter
Mar 27 at 7:18
$begingroup$
Just so. I’ll write that up as an answer.
$endgroup$
– amd
Mar 27 at 17:49
add a comment |
$begingroup$
The transformation of a covariance matrix $C$ from reference frame 1 to reference frame 2 is described as
beginequation
C_2 = R_12C_1R_12^T
endequation
using the (orthogonal) transformation matrix $R_12$, where the superscript $T$ denotes the transpose. In this case, I know what $C_2$ is and I want to find $C_1$. How do I use these transformation matrices in order to get $C_1$?
linear-algebra linear-transformations orthogonal-matrices
$endgroup$
The transformation of a covariance matrix $C$ from reference frame 1 to reference frame 2 is described as
beginequation
C_2 = R_12C_1R_12^T
endequation
using the (orthogonal) transformation matrix $R_12$, where the superscript $T$ denotes the transpose. In this case, I know what $C_2$ is and I want to find $C_1$. How do I use these transformation matrices in order to get $C_1$?
linear-algebra linear-transformations orthogonal-matrices
linear-algebra linear-transformations orthogonal-matrices
asked Mar 26 at 16:43
WouterWouter
31
31
$begingroup$
Multiply by inverses on both sides and use the fact that for an orthogonal matrix $R^T=R^-1$.
$endgroup$
– amd
Mar 26 at 23:06
$begingroup$
So how does that look like mathematically? I am not sure on the notation... Would the equation then be $C_1$ = $R_12^TC_2R_12$?
$endgroup$
– Wouter
Mar 27 at 7:18
$begingroup$
Just so. I’ll write that up as an answer.
$endgroup$
– amd
Mar 27 at 17:49
add a comment |
$begingroup$
Multiply by inverses on both sides and use the fact that for an orthogonal matrix $R^T=R^-1$.
$endgroup$
– amd
Mar 26 at 23:06
$begingroup$
So how does that look like mathematically? I am not sure on the notation... Would the equation then be $C_1$ = $R_12^TC_2R_12$?
$endgroup$
– Wouter
Mar 27 at 7:18
$begingroup$
Just so. I’ll write that up as an answer.
$endgroup$
– amd
Mar 27 at 17:49
$begingroup$
Multiply by inverses on both sides and use the fact that for an orthogonal matrix $R^T=R^-1$.
$endgroup$
– amd
Mar 26 at 23:06
$begingroup$
Multiply by inverses on both sides and use the fact that for an orthogonal matrix $R^T=R^-1$.
$endgroup$
– amd
Mar 26 at 23:06
$begingroup$
So how does that look like mathematically? I am not sure on the notation... Would the equation then be $C_1$ = $R_12^TC_2R_12$?
$endgroup$
– Wouter
Mar 27 at 7:18
$begingroup$
So how does that look like mathematically? I am not sure on the notation... Would the equation then be $C_1$ = $R_12^TC_2R_12$?
$endgroup$
– Wouter
Mar 27 at 7:18
$begingroup$
Just so. I’ll write that up as an answer.
$endgroup$
– amd
Mar 27 at 17:49
$begingroup$
Just so. I’ll write that up as an answer.
$endgroup$
– amd
Mar 27 at 17:49
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
Isolate $C_1$ by multiplying by the appropriate inverses on both sides: $$C_1 = R_12^-1C_2R_12^-T$$ and then, since $R_12$ is orthogonal so that $R_12^-1=R_12^T$, $$C_1 = R_12^TC_2R_12.$$
$endgroup$
add a comment |
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$begingroup$
Isolate $C_1$ by multiplying by the appropriate inverses on both sides: $$C_1 = R_12^-1C_2R_12^-T$$ and then, since $R_12$ is orthogonal so that $R_12^-1=R_12^T$, $$C_1 = R_12^TC_2R_12.$$
$endgroup$
add a comment |
$begingroup$
Isolate $C_1$ by multiplying by the appropriate inverses on both sides: $$C_1 = R_12^-1C_2R_12^-T$$ and then, since $R_12$ is orthogonal so that $R_12^-1=R_12^T$, $$C_1 = R_12^TC_2R_12.$$
$endgroup$
add a comment |
$begingroup$
Isolate $C_1$ by multiplying by the appropriate inverses on both sides: $$C_1 = R_12^-1C_2R_12^-T$$ and then, since $R_12$ is orthogonal so that $R_12^-1=R_12^T$, $$C_1 = R_12^TC_2R_12.$$
$endgroup$
Isolate $C_1$ by multiplying by the appropriate inverses on both sides: $$C_1 = R_12^-1C_2R_12^-T$$ and then, since $R_12$ is orthogonal so that $R_12^-1=R_12^T$, $$C_1 = R_12^TC_2R_12.$$
answered Mar 27 at 17:52
amdamd
31.8k21053
31.8k21053
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$begingroup$
Multiply by inverses on both sides and use the fact that for an orthogonal matrix $R^T=R^-1$.
$endgroup$
– amd
Mar 26 at 23:06
$begingroup$
So how does that look like mathematically? I am not sure on the notation... Would the equation then be $C_1$ = $R_12^TC_2R_12$?
$endgroup$
– Wouter
Mar 27 at 7:18
$begingroup$
Just so. I’ll write that up as an answer.
$endgroup$
– amd
Mar 27 at 17:49