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I know a set of orthogonal vectors is a set where vectors have a null dot product pairwise, whatever their norms, and a set of orthonormal vectors is a set of orthogonal vectors where all vectors have a norm equal to 1.

Now I'm trying to dig into SVD decomposition $\small X=U \Sigma V^T$ introduced by San José University and read about U and V:

there exist two orthogonal matrices

So I'm trying to understand what are orthogonal matrices.

Wikipedia says:

In linear algebra, an orthogonal matrix, or orthonormal matrix, is a real square matrix whose columns and rows are orthonormal vectors

So Wikipedia implies orthogonal matrix is synonymous for orthonormal matrix, and a matrix cannot be orthogonal if a row or a column is a vector with a norm different of 1.

This site says:

For matrices, an orthogonal matrix has orthogonal rows and columns. This means that the dot product of any two rows or columns is zero

An orthonormal matrix, on the other hand, not only has orthogonal rows and columns but also has orthonormal rows and columns. This means that each row and column is a unit vector

On the other hand this answer here states:

There is no thing as an "orthonormal" matrix

I'm confused about the difference between orthogonal and orthonormal matrices. Can this be clarified:

  1. Is there a definition for orthogonal matrix and/or orthonormal matrix?
  2. Can a matrix be orthogonal without being orthonormal?
  3. Does that depend on whether the matrix is square or not?

Please focus on these three questions, not adding further confusion.

Related, but not helpful: Difference between orthogonal and orthonormal matrices

mins
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    Unfortunately, this is just an example of vocabulary that mathematicians don't use consistently. Mathematically, the columns of matrix can be orthogonal to each other and either have unit norm or not. Personally, I like the distinguish between orthogonal and orthonormal but not everyone does and so you have to know (perhaps from context) what someone says when they say (or write) "orthogonal." – roundsquare Nov 01 '23 at 11:33
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    I believe most would agree with the answer you quote that "there is no such thing as an orthonormal matrix." The term orthogonal matrix is quite well established to mean columns and rows are orthonormal. But indeed, it should be clear from the context – Neckverse Herdman Nov 01 '23 at 11:36
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    While I agree with @NeckverseHerdman that matrices with orthogonal columns whose lengths are not necessarily one do not, in most of mathematics, have a name, and I'll even say that choosing the name "orthogonal" for matrices with orthonormal columns was unfortunate, it's fairly well established. If you find yourself needing a name for "matrices whose columns are orthogonal, but not necessarily unit-vectors," your best bet is to create your own name: "rigid", "semi-orthogonal", or anything else that's distinct and memorable for the length of whatever work you're producing. – John Hughes Nov 01 '23 at 12:07
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    Orthogonal matrices are not defined by properties of their entries, but by their property to map vectors to image vectors preserving all scalar poducts. Othogonal matrices look very ugly, if non-orthonormaal bases are used to represent it. By this standard definition, they form the orthogonal groups O(n) with subgroup SO(n) free of reflexions. Standard representation of a matrix with pairwise orthogonal rows are stretch diagonal matrices, that change lengths at different scale in each of the orthogonal basis. Transforming the representation to its rows a basis, its the unit matrix. – Roland F Nov 01 '23 at 12:18

2 Answers2

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Edit: in the definition of SVD, “orthogonal matrices” is meant in the usual sense, i.e., as in Wikipedia webpage.

I think that what the Wikipedia page writes is the terminology that most people use and is somewhat standard. Of course, the definition of “orthonormal matrix” given by the website collimator.ai coincides with the standard definition of orthogonal matrix, but I have never encountered the combination of words “orthonormal matrix” in a mathematical context before, and it is definitely not a universally accepted terminology. Nevertheless, people in different areas (geometry, computer science, algebra,…) could use different terminology, so in general it is always best to be careful and refer to the definitions stated in the book/article you are reading. It is unavoidable that people with different backgrounds use different languages.

I wanted to add that the notion of orthogonal matrix given in the website collimator.ai is not invariant under changes of orthonormal basis. For instance, the matrix $\operatorname{diag}(1,2)$ is equivalent to $$ \left[\begin{array}{} 3/2&-1/2\\-1/2&3/2\end{array}\right] $$ via a 45 degree rotation of the basis, if I am not wrong. In the first matrix the columns are orthogonal, while in the second matrix the scalar product between the columns is $-3/2$. This of course does not mean that the definition is “wrong”, but it suggests that the definition of orthogonal matrix given by the website collimator.ai is not that natural as a mathematical definition, and it is maybe useful only in some restricted or more applied settings (e.g., I can imagine this being a reasonable definition in computer science).

On the other hand, the notion of orthogonal matrix as in the Wikipedia page is invariant under an orthonormal change of basis (which is a consequence of the fact that the set of orthogonal matrices equipped with the matrix product is a group). That definition is more natural and universal in a sense, in fact you can generalize it and define orthogonal linear transformations in general vector spaces equipped with a scalar product. So it is not surprising that this definition is important in mathematics and there is a general agreement on the terminology used.

Final note: the word “orthogonal” comes from “right angle”. Matrices that simply have all columns orthogonal but not orthonormal don’t leave all right angles invariant (for instance, take again $A:=\operatorname{diag}(1,2)$, and consider the vectors (1,1),(1,-1). They are orthogonal, but their images under the matrix $A$ are not orthogonal). In fact, any linear transformation that leaves all right angles invariant is an orthogonal transformation (in the wikipedia sense) multiplied by a non-zero scalar. So maybe a more natural term for orthogonal matrices (as in the Wikipedia page) would be “unitary orthogonal” matrices/transformations, that is, transformations that leave right angles invariant and also leave unitary vectors unitary (so there is no free choice anymore of multiplication by a non-zero scalar). The latter condition actually implies the first one in the case of linear transformations and makes the orthogonal term redundant (in fact, in the complex case these kinds of matrices/transformations are simply called “unitary”). After all, maybe “orthonormal” would be a more accurate word to describe orthogonal matrices, but the words “orthogonal matrix” and “orthogonal group” have become standard and widely accepted by now (or at least, to my experience, this is the case in pure mathematics).

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Matrices with orthonormal columns are called "orthogonal" because they are elements of what is known as the orthogonal group $O(n)$. Such terminology is well established; the related special orthogonal group $SO(n)$ is the subgroup of matrices of positive determinant.

Mikhail Katz
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  • So if I try to answer my 3 questions with the elements of your post: 1/ for matrices orthogonal is syn. of orthonormal, hence 2/ is not meaningful and 3/ orthogonal/orthonormal matrices are square matrices by definition. Is that correct? or can you provide the correct answers in your post. Thanks. – mins Nov 01 '23 at 12:54
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    @mins, the site that claims that "an orthogonal matrix has orthogonal rows and columns" is incompatible with the standard usage of the term. The matrix [[1 0] [0 2]] is not called orthogonal in any textbook that I am familiar with. The terminology of "orthonormal matrix" is not used by anybody I know. – Mikhail Katz Nov 01 '23 at 12:56