Lin Alg Week 10 A
Lin Alg Week 10 A
1 v 1 + + n v n = 0.
Orthogonal or orthonormal bases are very useful but how do we
find them? We will show that every non-zero finite-dimensional real We must show that 1 = = n = 0. Fixing i, and taking the inner
inner product space has an orthonormal basis, by giving an algorithm product of both sides of this equation with v i , we obtain
for turning an initial non-orthonormal basis into an orthonormal one.
h0, v i i = h1 v 1 + + n v n , v i i
For this we will need
= 1 hv 1 , v i i + + n hv n , v i i
Proposition 4.12: If S = {v 1 , . . . , v n } is an orthogonal set of non-zero
= i hv i , v i i
elements in a real inner product space V , then the elements of S are
linearly independent. by the orthogonality of the v i s. But
and hv i , v i i =
6 0 and so i = 0 as required.
Anton Cox (City University London) AS2051/MA2602 Lecture 26 Autumn 2015 1/8 Anton Cox (City University London) AS2051/MA2602 Lecture 26 Autumn 2015 2/8
Step 1: Let
u1
Theorem 4.13: Every non-zero finite-dimensional real inner product v1 = .
ku 1 k
space has an orthonormal basis.
Then kv 1 k = 1 and this will be the first vector in our new basis.
For most of the proofs thus far in the module, we have not needed the
technical details of the proof in order to be able to apply the result. Step 2: Let
w 2 = u 2 hu 2 , v 1 iv 1 .
However this Theorem is different, as our proof will consist of a
description of the method used to construct an orthonormal basis. This Claim that w 2 is orthogonal to v 1 and is non-zero.
procedure is called the Gram-Schmidt process and will be very First we prove orthogonality: We have
important in what follows.
Proof: Let V be such a space, of dimension n say, and suppose that hw 2 , v 1 i = hu 2 hu 2 , v 1 iv 1 , v 1 i
u 1 , . . . u n is a basis of V . We will construct a new, orthonormal basis = hu 2 , v 1 i hu 2 , v 1 ihv 1 , v 1 i
for V from this. = hu 2 , v 1 i hu 2 , v 1 i = 0
as v 1 has norm 1.
Anton Cox (City University London) AS2051/MA2602 Lecture 26 Autumn 2015 3/8 Anton Cox (City University London) AS2051/MA2602 Lecture 26 Autumn 2015 4/8
Anton Cox (City University London) AS2051/MA2602 Lecture 26 Autumn 2015 5/8 Anton Cox (City University London) AS2051/MA2602 Lecture 26 Autumn 2015 6/8
If w k = 0 then
1
kX
After n steps we get an orthonormal set v 1 , . . . , v n . By Proposition
uk hu k , v i iv i = 0.
4.12 these are linearly independent, and so they form a basis of V by
i=1
Corollary 1.32.
Each v i is a linear combination of u 1 , . . . , u i and so we will get
Example 4.14: Take R3 with the usual scalar product, and apply
1 X
kX i Gram-Schmidt to the basis
uk aij u i = 0
i=1 j=1 u 1 = (1, 1, 1) u 2 = (0, 1, 1) u 3 = (0, 0, 1).
Anton Cox (City University London) AS2051/MA2602 Lecture 26 Autumn 2015 7/8 Anton Cox (City University London) AS2051/MA2602 Lecture 26 Autumn 2015 8/8