A unit vector has length exactly 1. Dividing every element of a vector by its length produces the corresponding unit vector, which represents direction while removing magnitude. Unit vectors are conventionally written with a hat, such as x̂, and satisfy x̂ᵀx̂ = ||x̂||² = 1. section 2.5.5 section 4.2.1
This constraint makes direction the object of optimization. Without it, scaling a vector could make a quadratic form arbitrarily large or small; restricting x̂ to unit length instead asks which direction optimizes x̂ᵀAx̂. section 4.2.1
Unit vectors organize several geometric and machine-learning constructions:
- Use a unit direction vector l̂ to obtain data components through dot products, l̂ᵀx. section 4.4.1
- Find the maximum data spread by maximizing l̂ᵀCl̂; the maximizing unit vector is the eigenvector associated with the largest covariance-matrix eigenvalue. section 4.4.1
- Measure a matrix’s greatest amplification by maximizing ||Ax̂|| over unit vectors; this leads to the spectral norm and singular values. section 4.3.1
Direction without magnitude
If a vector is normalized by dividing each element by its length, the result points in the same direction but has length 1. In PCA, the selected unit vector identifies a direction through the data; in matrix analysis, it identifies a direction that a matrix amplifies most or least. section 2.5.5 section 4.4.1 section 4.3.1
Equation 4.2
| Q = x̂TAx̂ = x̂TSΛSTx̂ = ŷTΛŷ |
Follow the quadratic-form transformation showing how a unit vector becomes coordinates in an eigenvector basis. section 4.2.1
