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Basis Orthogonal
Basis Orthogonal
Linear Algebra
Lecture 29:
Orthogonal sets.
The Gram-Schmidt process.
Orthogonal sets
Let V be an inner product space with an inner
product h, i and the induced norm k k.
Definition. A nonempty set S V of nonzero
vectors is called an orthogonal set if all vectors in
S are mutually orthogonal. That is, 0
/ S and
hx, yi = 0 for any x, y S, x 6= y.
An orthogonal set S V is called orthonormal if
kxk = 1 for any x S.
Remark. Vectors v1 , v2 , . . . , vk V form an
orthonormal set if and only if
1 if i = j
hvi , vj i =
0 if i 6= j
Examples. V = Rn , hx, yi = x y.
The standard basis e1 = (1, 0, 0, . . . , 0),
e2 = (0, 1, 0, . . . , 0), . . . , en = (0, 0, 0, . . . , 1).
It is an orthonormal set.
V = R3 , hx, yi = x y.
v1 = (3, 5, 4), v2 = (3, 5, 4), v3 = (4, 0, 3).
v1 v2 = 0, v1 v3 = 0, v2 v3 = 0,
v1 v1 = 50, v2 v2 = 50, v3 v3 = 25.
Thus the set {v1 , v2 , v3 } is orthogonal but not
orthonormal. An orthonormal set is formed by
normalized vectors w1 = kvv11 k , w2 = kvv22 k ,
w3 = kvv33 k .
V = C [, ], hf , g i =
sin(mx) sin(nx) dx
1
cos(mx nx) cos(mx + nx) dx.
2
sin(kx)
= 0 if k Z, k 6= 0.
k
x=
Z
cos(kx) dx =
dx = 2.
cos(kx) dx =
k = 0 =
Z
1
cos(m n)x cos(m + n)x dx
hfm , fn i =
2
if m = n
=
0 if m 6= n
Orthonormal bases
Let v1 , v2 , . . . , vn be an orthonormal basis for an
inner product space V .
Theorem Let x = x1 v1 + x2 v2 + + xn vn and
y = y1 v1 + y2 v2 + + yn vn , where xi , yj R. Then
(i) hx, yi = x1 y1 + x2 y2 + + xn yn ,
p
(ii) kxk = x12 + x22 + + xn2 .
Proof: (ii) follows from (i) when y = x.
+
*
+
* n
n
n
n
X
X
X
X
yj vj
xi vi ,
hx, yi =
xi vi ,
yj vj =
i=1
j=1
n
n
XX
xi yj hvi , vj i =
i=1 j=1
j=1
i=1
n
X
i=1
xi yi .
Orthogonalization
Let V be a vector space with an inner product.
Suppose x1 , x2 , . . . , xn is a basis for V . Let
v1 = x1 ,
hx2 , v1 i
v1 ,
hv1 , v1 i
hx3 , v1 i
hx3 , v2 i
v3 = x3
v1
v2 ,
hv1 , v1 i
hv2 , v2 i
.................................................
hxn , vn1 i
hxn , v1 i
v1
vn1 .
vn = xn
hv1 , v1 i
hvn1 , vn1 i
v2 = x2
Normalization
Let V be a vector space with an inner product.
Suppose v1 , v2 , . . . , vn is an orthogonal basis for V .
v1
v2
vn
Let w1 =
, w2 =
,. . . , wn =
.
kv1 k
kv2 k
kvn k
Then w1 , w2 , . . . , wn is an orthonormal basis for V .
Theorem Any finite-dimensional vector space with
an inner product has an orthonormal basis.
Remark. An infinite-dimensional vector space with
an inner product may or may not have an
orthonormal basis.