5.
4 GRAM-SCHMIDT PROCESS:
This process operates in finite dimensional inner product space and produces an
orthonormal basis modifying a given non-orthogonal basis.
The Gram Schmidt process for computing an orthonormal basis
𝑇 = {𝒘𝟏 , 𝒘𝟐 , … , 𝒘𝒏 } for a subspace W of Rn with basis 𝑆 = {𝒖𝟏 , 𝒖𝟐 , … , 𝒖𝒏 } is as
follows:
Algorithm:
1. Let 𝒗𝟏 = 𝒖𝟏 .
𝒖𝒊 ∙𝒗𝟏 𝒖𝒊 ∙𝒗𝟐 𝒖𝒊 ∙𝒗𝒊 𝟏
2. 𝒗𝒊 = 𝒖𝒊 − 𝒗𝟏 − 𝒗𝟐 − ⋯ − 𝒗
𝒗𝟏 ∙𝒗𝟏 𝒗𝟐 ∙𝒗𝟐 𝒗𝒊 𝟏 ∙𝒗𝒊 𝟏 𝒊 𝟏
The set 𝑇 ∗ = {𝒗𝟏 , 𝒗𝟐 , … , 𝒗𝒏 }is an orthogonal set.
3.𝒘𝒊 = ‖𝒗 ‖ 𝒗𝒊 , 1 ≤ 𝑖 ≤ 𝑛
𝒊
𝑇 = {𝒘𝟏 , 𝒘𝟐 , … , 𝒘𝒏 } is an orthonormal basis for W.
ILLUSTRATION:
1. Let 𝑆 = {𝒖𝟏 , 𝒖𝟐 , 𝒖𝟑 } be a basis for R3 where 𝒖𝟏 = (1,1,1) ,𝒖𝟐 = (−1,0, −1) , 𝒖𝟑 =
(−1,2,3). Use Gram Schmidt process to transform S to an orthonormal basis of R3 .
Sol. Let 𝒗𝟏 = 𝒖𝟏 = (1,1,1)
𝒖𝟐 ∙ 𝒗 𝟏 2 1 2 1
𝒗𝟐 = 𝒖 𝟐 − 𝒗𝟏 = (−1,0, −1) − − (1,1,1) = − , , −
𝒗𝟏 ∙ 𝒗 𝟏 3 3 3 3
Multiply by 3 to clear fractions. Use 𝒗𝟐 = (−1,2, −1)
𝒖𝟑 ∙ 𝒗 𝟏 𝒖𝟑 ∙ 𝒗 𝟐 4 2
𝒗𝟑 = 𝒖 𝟑 − 𝒗𝟏 − 𝒗𝟐 = (−1,2,3) − (1,1,1) − (−1,2, −1)
𝒗𝟏 ∙ 𝒗 𝟏 𝒗𝟐 ∙ 𝒗 𝟐 3 6
= (−2,0,2)
𝑇 ∗ = {𝒗𝟏 , 𝒗𝟐 , 𝒗𝟑 } is an orthogonal basis of R3 .
𝒘𝒊 = ‖𝒗 ‖ 𝒗𝒊 , 𝑖 = 1, 2, 3 gives𝒘𝟏 = (1,1,1) , 𝒘𝟐 = (−1,2, −1),
𝒊 √ √
1
𝒘𝟑 = (−2,0,2)
√8
𝑇 = {𝒘𝟏 , 𝒘𝟐 , … , 𝒘𝒏 } is an orthonormal basis for W. ∎
Problems
1. Apply Gram Schmidt process to the following vectors:
i. 𝒗𝟏 = (1,0,3), 𝒗𝟐 = (2,2,0) , 𝒗𝟑 = (3,1,2)
ii. 𝒗𝟏 = (12,1), 𝒗𝟐 = (1,0,1) , 𝒗𝟑 = (3,1,0)
iii. 𝒗𝟏 = (0,0,1,0), 𝒗𝟐 = (1,0,1,0) , 𝒗𝟑 = (1,1,1,1)
iv. 𝒗𝟏 = (1, −2,0,1), 𝒗𝟐 = (−1,0,0, −1) , 𝒗𝟑 = (1,1,0,0)