Linear and multilinear algebra; matrix theory Inner product spaces Concept
Gram–Schmidt process
Summary
Let be an inner product space over or , and let be linearly independent. The Gram–Schmidt process defines vectors by and, for , Then the vectors form an orthonormal family with the same span as for each .
Remarks
Each step subtracts from its projections on the earlier vectors . For and in , it gives and . In floating point arithmetic, the modified Gram–Schmidt process is more stable. In matrix form, the process gives the QR decomposition.
Reading path
To understand this page from the ground up, read these 9 pages in order. The foundations come first.
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- no evidence level
- Vector space definition
- Inner product definition
- Linear combination definition
- Linear subspace definition
- Orthogonal vectors definition
- Linear independence definition
- Linear span definition
- Orthonormal family definition
- Gram–Schmidt process concept
Where this leads
16 pages build on this one.
- QR decomposition
- Gram–Schmidt vectors are orthogonal
- Existence of an orthonormal basis
- Derivation of the conjugate gradient method
- Conjugate residual method
- Minimal residual method
- QR algorithm
- Hadamard's inequality in Fredholm theory
- Generalized minimal residual method
- Hadamard's inequality
- Arnoldi iteration
- Hadamard's maximal determinant problem
- Biconjugate gradient stabilized method
- Numerical methods for linear least squares
- Three-term recurrence for orthogonal polynomials
- Bareiss algorithm
Further reading
About this page
| Tag | 0VT6P0GNQR |
|---|---|
| URI | m2://0VT6P0GNQR |
| Kind | concept |
| Writing | W1 stated |
| MSC | 15A63, 65F25 |
| Uses | Orthonormal family, Linear independence, Linear span |
| Same as |
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What this page needs for W2
- edge defines in: at least one definition (0 of 1)
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
- edge specializes both: the more general notions and the special cases (0 of 1)
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