Orthogonality
Orthogonality is an important property for relating two vectors, or two subspaces, or a vector and a plane. The math notation is ⊥, as in x ⊥ y.
Orthonormality is an expanded concept, requiring that the components be unit vectors.
Vectors
The concept of orthogonality is a generalization of perpendicularity from 2-dimensional space.
Put simply, vectors a and b are proven to be orthogonal if their dot product is 0.
More precisely: assuming orthogonality, vectors a and b will satisfy the Pythagorean theorem. The hypotenuse is Euclidean distance: (a+b)T(a+b). Simplifying from there:
aTa + bTb = (a+b)T(a+b)
aTa + bTb = aTa + bTb + aTb + bTa
0 = aTb + bTa
0 = 2(aTb)
0 = aTb
Subspaces
For a subspace S to be orthogonal to a subspace T, every vector in S must be orthogonal to every vector in T.
Vectors and Planes
The null space of a matrix A contains the vectors that are not in the row space. These vectors cancel out; they are not a linear combination of the rows; if the row space is a plane, then these vectors are not on that plane.
The null space of A (a.k.a. N(A)) is orthogonal to the row space of A (a.k.a. R(A)). The null space of AT (a.k.a. N(AT)) is orthogonal to the column space of A (a.k.a. C(A)). Commonly this means that the row and column spaces are planes while the null spaces of A and AT are vectors, but that isn't always true.
Matrices
If a matrix is composed of orthonormal columns, then it is a matrix with orthonormal columns. These are usually denoted as Q. This has an important property: QTQ = I.
The projection of A if A is a matrix with orthonormal columns simplifies from P = A(ATA-1)AT into P = QQT. Correspondingly, the system of normal equations simplifies from ATAx̂ = ATb into x̂ = QTb.
If a matrix with orthonormal columns is also square, only then can it be called an orthogonal matrix. This has an additional important property: QT = Q-1.
For example, if Q is square, then the projection matrix further simplifies to P = I.