VECTORS IN EUCLIDEAN SPACES

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1 Vector

2 Basis and Orthogonal Basis

3 GRAM-SCHMIDT Process

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 Vector

Outlines

1 Vector

2 Basis and Orthogonal Basis

3 GRAM-SCHMIDT Process

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 Vector

Consider the Eclidean space

Rn = {(x1 , x2 , · · · , xn )| x1 , x2 , · · · , xn ∈ R} where its element is called
a vector, x = (x1 , x2 , · · · , xn ) . We have The Operations on Vectors
in Rn
Let u = (u1 , u2 , · · · , un ) , v = (v1 , v2 , · · · , vn ) ∈ Rn . We define
The relation “equality” : u = v if ui = vi , for all i = 1, 2, · · · , n.
The algebraic operations :
u + v = (u1 + v1 , u2 + v2 , · · · , un + vn ) , and
αu = (αu1 , αu2 , · · · , αun ) , for all α ∈ R .
Combining these two operations, with u1 , u2 , · · · , uk ∈ Rn and
α1 , α2 , · · · , αk ∈ R , the vector is called a linear combination of with
coefficients α1 , α2 , · · · , αk .

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 Vector

Vector

The dot (scalar) product :

m
P
hu, vi = u1 v1 + u2 v2 + · · · + um vm = ui v i .
i=1
The norm (length) s
p p m
kvk = hv, vi = v12 + v22 + · · · + vm2 = vi2
P
i=1

A vector of norm 1 is called a unit vector. Recall that, for any

1 v
nonzero vector v ∈ Rn , the vector u = v≡ is a unit vector.
kvk kvk

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 Basis and Orthogonal Basis

Outlines

1 Vector

2 Basis and Orthogonal Basis

3 GRAM-SCHMIDT Process

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 Basis and Orthogonal Basis

Basis and Orthogonal Basis

Let S = {u1 , u2 , · · · , uk } be a set of vectors in Rn . Consider the
linear combination
α1 u1 + α2 u2 + · · · + αk uk = 0 (1)
in k unknowns α1 , α2 , · · · , αk ∈ R . With ui = (a1i , a2i , · · · , ani ) , for
i = 1, 2, · · · , k , (1) gives a homogeneous system of linear equations


 a11 α1 + a12 α2 + · · · + a1k αk = 0
 a21 α1 + a22 α2 + · · · + a2k αk = 0

.. .. .. .. (2)


 . . . .
 a α + a α + ··· + a α = 0
n1 1 n2 2 nk k

If the system (2) has only the trivial solution,

α1 = α2 = · · · = αn = 0 , we say that S is linearly independent.
Otherwise, S is called linearly dependent.
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 Basis and Orthogonal Basis

A linearly independent set S = {u1 , u2 , · · · , un } in Rn is called a

basis for Rn .
A set of nonzero vectors S = {u1 , u2 , · · · , uk } is called orthogonal if
hui , uj i = 0 , for all i, j = 1, 2, · · · , k , i 6= j . It is clear that an
orthogonal set of vectors is linearly independent. An orthogonal set of
vectors is called orthonormal is it consists of unit vector, i.e.,
kui k = 1 , for all i = 1, 2, · · · , k .
An orthogonal set (orthonormal set, resp.) S = {u1 , u2 , · · · , un } in
Rn is called an orthogonal basis (orthonormal basis, resp) for Rn .

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 GRAM-SCHMIDT Process

Outlines

1 Vector

2 Basis and Orthogonal Basis

3 GRAM-SCHMIDT Process

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 GRAM-SCHMIDT Process

GRAM-SCHMIDT PROCESS
Let S = {u1 , u2 , · · · , uk } be an orthogonal set in Rn . We have
Theorem 1. For each vector v ∈ Rn , let
hv, u1 i hv, u2 i hv, uk i
uk+1 = v − 2 u1 − 2 u2 − · · · − uk (3)
ku1 k ku2 k kuk k2

Then huk+1 , ui i = 0 , for all i = 1, 2, · · · , n.

Proof.
D E
huk+1 , u1 i = v − hv ,u1 i
ku k2 1
u − hv ,u2 i
ku k2 2
u − ··· − hv ,uk i
kuk k2 k
u , u1
1 2
hv ,u1 i hv ,u2 i hv ,uk i
= hv , u1 i − ku1 k2
hu1 , u1 i − hu2 , u1 i − · · ·
ku2 k2
− ku k2 huk , u1 i
k
= hv , u1 i − hv , u1 i = 0

since hu1 , u1 i = ku1 k2 and hui , u1 i = 0 , for i = 2, · · · , k . The

equalities huk+1 , uj i = 0 , j = 2, · · · , k , are proved similarly.
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 GRAM-SCHMIDT Process

GRAM-SCHMIDT PROCESS

Remark.
If un+1 6= 0 in (3), then {u1 , u2 , · · · , uk , v} is linearly dependent.
Using Theorem 1, we arrive at the following algorithm to convert a
linearly independent set S = {u1 , u2 , · · · , uk } into an orthogonal set
{v1 , v2 , · · · , vk }.
Gram-Schmidt Process
Continue the following k steps:
Step 1. Let v1 = u1 .
Step 2. Let v2 = u2 − hukv2 ,vk12i v1 .
1
hu3 ,v1 i hu2 ,v2 i
Step 3. Let v3 = u3 − kv1 k2 1
v − kv2 k2 2
v
hu4 ,v1 i hu4 ,v2 i hu4 ,v3 i
Step 4. Let v4 = u4 − kv k2 1
v − kv k2 2
v − kv3 k2 3
v .
1 2
until Step k.

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 GRAM-SCHMIDT Process

Moreover, we can get an orthonormal set {q1 , q2 , · · · , qn } from S by

letting
vi
qi = , i = 1, 2, · · · , n
kvi k
Remark
If {u1 , u2 , · · · , un } is linearly dependent, there exists i = 1, 2, · · · , n
such that vi = 0 .
In this case, the Gram-Schmidt process finishes after Step i.
Examples
Using the Gram-Schmidt process, construct an orthonormal set from
the following linearly independent sets {u1 = (1, 0, 1) , u2 = (1, 1, 0)}

Step 1. v1 = u1 = (1, 0, 1) .
Step 2.
v2 = u2 − hukv2 ,vk12i v1 = (1, 1, 0) − (1)(1)+(1)(0)+(0)(1) 1
, 1, − 12


12 +02 +12
(1, 0, 1) = 2
1

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 GRAM-SCHMIDT Process

We get the orthogonal set v1 = (1,0, 1) , v2 = 12 , 1, − 21 . Now,



let q1 = kvv11 k = √12 +01 2 +12 (1, 0, 1) = √12 , 0, √12 ,

 
q2 = kvv22 k = r 2 1  2 12 , 1, − 21 = √16 , √26 , − √16
1 1
+12 + −
2 2
We have the orthonormal set  
q2 = kvv22 k = r 2 1  2 1
, 1, − 21 √1 , √2 , − √1


2
= 6 6 6
.
1 1
+12 + −
2 2

Example
Using the Gram-Schmidt process, construct an orthonormal set from
the following linearly independent sets
{u1 = (1, 0, 1) , u2 = (1, 1, 0) , u3 = (0, 1, 1)}

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 GRAM-SCHMIDT Process

Step 1. v1 = u1 = (1, 0, 1) .
Step 2.
v2 = u2 − hukv2 ,vk12i v1 = (1, 1, 0) − (1)(1)+(1)(0)+(0)(1) 1
, 1, − 12


12 +02 +12
(1, 0, 1) = 2
1
hu3 ,v1 i hu3 ,v2 i
Step 3. v3 = u3 − kv1 k2 1
v − kv2 k2 2
v gives

(0) (1) + (1) (0) + (1) (1)

v3 = (0, 1, 1) − 2 + 02 + 12
(1, 0, 1)
1
(0) 12 + (1) (1) + (1) − 12 1



, 1, − 12


− 2 2 2
1
+ 12 + − 21



2
= − 32 , 23 , 23

We
 get the orthogonal1set 1

v1 = (1, 0, 1) , v2 = 2 , 1, − 2 , v3 = − 32 , 23 , 23 .

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 GRAM-SCHMIDT Process

 
v1 1
Now, let q1 = kv1 k
= √
12 +02 +12
(1, 0, 1) = √12 , 0, √12 ,
v2

1 2 
q2 = = r  1  1
, 1, − 1
= √ , √ , − √1 .
kv2 k 1 2 2 1 2
 2 2 6 6 6
+1 + −
2 2
v3 1

 
q3 = kv3 k
= r − 23 , 23 , 23 = − √13 , √13 , √13 .
2 2
  2  2
2 2
− + +
3 3 3
We have
n  the orthonormal
 set   o
q1 = √12 , 0, √12 , q2 = √16 , √26 , − √16 , q3 = − √13 , √13 , √13
which is an orthonormal basis for R3 .

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