multivariate-statistics/figures/schemes/vector_orthogonality.tex

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\documentclass[margin=0.5cm]{standalone}
\usepackage{tikz}
\usepackage{tkz-euclide}
\usepackage{mathtools}
\begin{document}
\begin{tikzpicture}
\coordinate (A) at (0.5, 1) {};
\coordinate (B) at (-0.5, -1) {};
\coordinate (C) at (1.25, -0.70) {};
\coordinate (0) at (0, 0) {};
% left angle
\tkzMarkRightAngle[draw=black,size=0.1](A,0,C);
\draw[lightgray,very thin] (A) -- (C);
% Curly brace annotation for ||u-v||
\draw[decorate,decoration={brace,
amplitude=10pt},xshift=0pt,yshift=4pt,very thin] (A) -- (C) node [black,midway,xshift=27pt,yshift=0.5em] {$\lVert u-v \rVert$};
\draw[lightgray,very thin] (B) -- (C);
% axis lines
\draw[->] (0) -- (A) node[above] {$u$};
\draw[->] (0) -- (B) node[below] {$-u$};
\draw[->] (0) -- (C) node[right] {$v$};
\end{tikzpicture}
\end{document}