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[parent] proof of Gram-Schmidt orthogonalization procedure (Proof)

Note that, while we state the following as a theorem for the sake of logical completeness and to establish notation, our definition of Gram-Schmidt orthogonalization is wholly equivalent to that given in the defining entry.

Theorem 1   (Gram-Schmidt Orthogonalization) Let $\{\mathbf{u_k}\}_{k=1}^n$ be a basis for an inner product space $V$ with inner product $\big<,\big>$ . Define $\mathbf{v_1}=\tfrac{\mathbf{u_1}}{\mid\mid\mathbf{u_1}\mid\mid}$ and $\{\mathbf{m_k}\}_{k=2}^n$ recursively by \begin{equation} \mathbf{m_k}=\mathbf{u_k}-\big<\mathbf{u_k},\mathbf{v_1}\big>\mathbf{v_1}- \big<\mathbf{u_k},\mathbf{v_2}\big>\mathbf{v_2}-\ldots -\big<\mathbf{u_k},\mathbf{v_{k-1}}\big>\mathbf{v_{k-1}}\text{,} \end{equation}where $\mathbf{v_k}=\tfrac{\mathbf{m_k}}{\mid\mid\mathbf{m_k}\mid\mid}$ for $2\leq k\leq n$ . Then $\{\mathbf{v_k}\}_{k=1}^n$ is an orthonormal basis for $V$ .
Proof. We proceed by induction on $n$ . In the case $n=1$ , we suppose $\{\mathbf{u_k}\}_{k=1}^n=\{\mathbf{u_k}\}_{k=1}^1=\mathbf{u_1}$ is a basis for the inner product space $V$ . Letting $\mathbf{v_1}=\tfrac{\mathbf{u_1}}{\mid\mid\mathbf{u_1}\mid\mid}$ , it is clear that $\mathbf{v_1}\in \spn\big(\mathbf{u_1}\big)$ , whence it follows that $\spn\big(\mathbf{v_1}\big)=\spn\big(\mathbf{u_1}\big)=V$ . Thus $\mathbf{v_1}$ is an orthonormal basis for $V$ , and the result holds for $n=1$ . Now let $n\geq 1\in\mathbb{N}$ , and suppose the result holds for arbitrary $n$ . Let $\{\mathbf{u_k}\}_{k=1}^{n+1}$ be a basis for an inner product space $V$ . By the inductive hypothesis we may use $\{\mathbf{u_k}\}_{k=1}^n$ to construct an orthonormal set of vectors $\{\mathbf{v_k}\}_{k=1}^n$ such that $\spn\big(\{\mathbf{v_k}\}_{k=1}^n\big)=\spn\big(\{\mathbf{u_k}\}_{k=1}^n\big)$ . In accordance with the procedure outlined in the statement of the theorem, let $\mathbf{m_{n+1}}$ be defined as \begin{equation*} \mathbf{u_{n+1}}- \big<\mathbf{u_{n+1}},\mathbf{v_1}\big>\mathbf{v_1} -\big<\mathbf{u_{n+1}},\mathbf{v_2}\big>\mathbf{v_2} -\ldots -\big<\mathbf{u_{n+1}},\mathbf{v_n}\big>\mathbf{v_n} =\mathbf{u_{n+1}}-\sum\limits_{i=1}^n \big<\mathbf{u_{n+1}},\mathbf{v_i}\big>\mathbf{v_i}\text{.} \end{equation*}First we show that the vectors $\mathbf{v_1},\mathbf{v_2},\ldots,\mathbf{v_n},\mathbf{m_{n+1}}$ are mutually orthogonal. Consider the inner product of $\mathbf{m_{n+1}}$ with $\mathbf{v_j}$ for $1\leq j\leq n$ . By construction, we have \begin{equation*} \big<\mathbf{m_{n+1}},\mathbf{v_j}\big>=\biggl<\mathbf{u_{n+1}} -\sum_{i=1}^n\big<\mathbf{u_{n+1}}, \mathbf{v_i}\big>\mathbf{v_i},\mathbf{v_j}\biggr> =\big<\mathbf{u_{n+1}},\mathbf{v_j}\big> -\biggl<\sum\limits_{i=1}^n\big<\mathbf{u_{n+1}},\mathbf{v_i}\big> \mathbf{v_i},\mathbf{v_j}\biggr>\text{.} \end{equation*}Now since $\{\mathbf{v_k}\}_{k=1}^n$ is an orthonormal set of vectors, whence $\big<\mathbf{v_i},\mathbf{v_j}\big>=\delta_{ij}$ , each term in the summation on the right-hand side of the preceding equation will vanish except for the term where $i=j$ . Thus by this and the preceding equation, we have
\begin{multline*} \big<\mathbf{m_{n+1}},\mathbf{v_j}\big> =\big<\mathbf{u_{n+1}}... ..._{j}}\big> -\big<\mathbf{u_{n+1}},\mathbf{v_{j}}\big> =0\text{.} \end{multline*}

Thus $\mathbf{m_{n+1}}$ is orthogonal to $\mathbf{v_j}$ for $1\leq j\leq n$ , so we may take $\mathbf{v_{n+1}}=\tfrac{\mathbf{m_{n+1}}}{\mid\mid\mathbf{m_{n+1}}\mid\mid}$ to have $\{\mathbf{v_k}\}_{k=1}^{n+1}$ an orthonormal set of vectors. Finally we show that $\{\mathbf{v_k}\}_{k=1}^{n+1}$ is a basis for $V$ . By construction, each $\mathbf{v_k}$ is a linear combination of the vectors $\{\mathbf{u_k}\}_{k=1}^{n+1}$ , so we have $n+1$ orthogonal, hence linearly independent vectors in the $n+1$ dimensional space $V$ , from which it follows that $\{\mathbf{v_k}\}_{k=1}^{n+1}$ is a basis for $V$ . Thus the result holds for $n+1$ , and by the principle of induction, for all $n$ . $ \qedsymbol$




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See Also: Gram-Schmidt orthogonalization, example of Gram-Schmidt orthogonalization, inner product space, inner product, QR decomposition, normed vector space, orthogonal, orthogonal vectors, basis, span, linearly independent, orthonormal set, orthonormal basis

Other names:  Gram-Schmidt, orthogonalization
Also defines:  Gram-Schmidt orthogonalization
Keywords:  orthogonal, orthonormal, basis, inner product space, inner product

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Cross-references: linearly independent, linear combination, vanish, equation, side, summation, term, orthogonal, vectors, orthonormal set, inductive hypothesis, clear, induction, orthonormal basis, inner product, inner product space, basis, equivalent, theorem
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This is version 8 of proof of Gram-Schmidt orthogonalization procedure, born on 2006-12-10, modified 2006-12-25.
Object id is 8611, canonical name is ProofOfGramSchmidtOrthogonalizationProcedure.
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AMS MSC65F25 (Numerical analysis :: Numerical linear algebra :: Orthogonalization)

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