A generalisation of Gram-Schmidt’s orthonogonalisation process

I just read up about the Gram-Schmidt orthogonalization process.

Say we have \{b_1,b_2,\dots,b_r\} as an orthonormal basis for a subspace. Now let w=a-(a,b_1)b_1-(a,b_2)b_r-\ldots-(a,b_r)b_r for ANY a\in X, where X is the vector space. The set \{b_1,b_2,\dots,b_r,\frac{w}{\|w\|}\} is orthonormal.

$a$ needn’t be a vector from X\setminus S, where S is spanned by \{b_1,b_2,\dots,b_r\}.

We require a to be from X\setminus S only because we want to make the orthonormal set span a larger vector space.

Published by -

Graduate student

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

%d bloggers like this: