Let $U\in\mathbb{R}^{D\times D}$ be an orthogonal basis,
$x:=\sum_{i=1}^D u_i$
Is there an easy way to see that
$\|x\|_2 = \sqrt{D}$
?
Let $U\in\mathbb{R}^{D\times D}$ be an orthogonal basis,
$x:=\sum_{i=1}^D u_i$
Is there an easy way to see that
$\|x\|_2 = \sqrt{D}$
?
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We have:
$$\|x\|_2^2 = \langle x , x \rangle = \sum_{1\le i, j\le D} \langle u_i,u_j\rangle$$
Since $u_i$ are orthonormal, $\langle u_i, u_j\rangle = \delta_{ij}$. So $\|x\|^2 = \sum_{i=1}^D 1 = D \therefore \|x\|_2 = \sqrt{D}$.