Math 2.0

Linear and multilinear algebra; matrix theory Inner product spaces Concept

Gram–Schmidt process

Builds on Orthonormal familyLinear independenceLinear span

Summary

Let VV be an inner product space over ℝ\R or ℂ\C, and let v1,…,vk∈Vv_1, \dots, v_k \in V be linearly independent. The Gram–Schmidt process defines vectors u1,…,uku_1, \dots, u_k by u1=v1u_1 = v_1 and, for 2≤j≤k2 \le j \le k, uj=vj−∑i=1j−1⟨vj,ui⟩⟨ui,ui⟩ui.u_j = v_j - \sum_{i=1}^{j-1} \frac{\langle v_j, u_i \rangle}{\langle u_i, u_i \rangle} u_i. Then the vectors ej=uj/∥uj∥e_j = u_j / \norm{u_j} form an orthonormal family with the same span as v1,…,vjv_1, \dots, v_j for each jj.

Remarks

Each step subtracts from vjv_j its projections on the earlier vectors uiu_i. For v1=(1,1)v_1 = (1, 1) and v2=(1,0)v_2 = (1, 0) in ℝ2\R^2, it gives u1=(1,1)u_1 = (1, 1) and u2=(1/2,−1/2)u_2 = (1/2, -1/2). 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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  1. Vector space definition
  2. Inner product definition
  3. Linear combination definition
  4. Linear subspace definition
  5. Orthogonal vectors definition
  6. Linear independence definition
  7. Linear span definition
  8. Orthonormal family definition
  9. Gram–Schmidt process concept

Where this leads

16 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Gram–Schmidt_process, Description
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Kindconcept
WritingW1 stated
MSC15A63, 65F25
UsesOrthonormal family, Linear independence, Linear span
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