Gram-Schmidt Process: Orthonormal Basis and Vector Coordinates, Study notes of Linear Algebra

The gram-schmidt process for converting a basis into an orthonormal basis in an inner product space. It includes theorems, proofs, and examples of applying the process to find orthonormal bases for given subspaces. Students of linear algebra and mathematics may find this document useful for understanding the concept of orthonormal bases and the gram-schmidt process.

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Pre 2010

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Math 311 Lecture 20
Gram-Schmidt process orthonormalizaton
For easier reading, we again write uv instead of (u,v).
THEOREM. If {v1,v2, ..., vn} is an orthonormal basis, then
for any v,
v = c1v1+c2v2 + ... cnvn where ci = vvi .
PROOF. {v1,v2, ..., vn} orthonormal implies vivi = 1 (they are
unit vectors) and vivk= 0 if i k (they are orthogonal).
v = c1v1+ ...+civi + ... cnvn for some ci’s (vi’s are a basis).
vvi = (c1v1+c2v2 + ...+civi +...+ cnvn)vi =
= (c1v1vi)+(c2v2vi) + ... + (civivi) + ... +(cnvnvi)
= c1(v1vi)+ c2(v2vi) + ... + ci(vivi) + ... +cn(vnvi)
= c1(0)+ c2(0) + ... + ci(1) + ... +cn(0) = ci. E
Hence for an orthonormal basis S = {v1,v2, ..., vn}, the
coordinate vector [v]S is:
[v]S = [c1, c2, ..., cn]T = [vv1, vv2, ..., vvn]T.
If u and v are orthogonal i.e., (u,v) = 0, so are u and cv
since u(cv) = c(uv) = c(0) = 0. Multiplying by a
positive scalar does not change the direction or angle.
CGiven an orthogonal basis {v1,v2}={[½, ½, 0], [0, 0, -5]}
for a subspace W, find an simpler orthogonal basis.
Answer: {[1, 1, 0], [0, 0, -1]}. Note, don't factor out -1.
For any vector v, v/||v|| is the unit vector in the same
direction as v. We say v normalizes to v/||v||.
CGiven an orthogonal basis {v1, v2} = {[½,½,0], [0,0,-5]}
for a subspace W, find an orthonormal basis.
First simplify to {[1, 1, 0], [0, 0, -1]} as above.
Answer: {v1/||v1||, v2/||v2||} = {[ }.
1
2[1,1,0],[0,0,1]
LEMMA. If v is a unit vector and w any other vector, then
w = u+x where
x = component of w in the same direction as v = (wv)v
u = component of w orthogonal to v = w(wv)v.
v
w = u+x
T
u
x
w
v a unit vector
u = w - x
x = (w v)v
.
cos T = (wv)/||w||||v|| = (wv)/||w|| since ||v|| = 1.
Using trigonometry, cos T = ||x||/||w||.
W||x|| = ||w||cos T = ||w||(wv)/||w|| = wv.
Since x points in the direction of v and has length wv,
x = (wv)v.
Subtracting x from w gives u which is 7 to v.
CFind the component of w = [2, 3, 4] which is
perpendicular to the unit vector v = [0, 0, 1].
x = (wv)v = 4v = [0, 0, 4] (component in the same direction)
u = wx = [2, 3, 4][0, 0, 4] = [2, 3, 0].
Answer: [2, 3, 0] is the component of w 7 to v.
GRAM-SCHMIDT ORTHONORMALIZATION PROCESS. Any basis
{w1, w2, ..., wn} for a subspace can be converted into
an orthonormal basis {u1, u2, ..., un} as follows:
Let u1= w1/||w1||. Then for i = 1, 2, 3, ...
Let vi+1=
wi+1(wi+1u1)u1(wi+1u2)u2(wi+1u3)u3 ... (wi+1ui)ui
Simplify vi+1 and let ui+1 = vi+!/||vi+1||.
COrthonormalize the following basis for R3:
{w1, w2, w3} = {[0,0,3], [2,2,2], [0,1,0]}.
First simplify to (scalar multiples have the same direction)
{w1, w2, w3} = {[0,0,1], [1,1,1], [0,1,0]}
u1 = w1/||w1|| = [0,0,1]/||[0,0,1]|| = [0,0,1]/1 = [0,0,1]
v2 = w2 (w2 u1)u1
= [1, 1, 1] ([1, 1, 1][0, 0, 1])[0, 0, 1]
= [1, 1, 1] (1)[0, 0, 1]
= [1, 1, 1] [0, 0, 1] = [1, 1, 0]
u2 = v2/||v2|| = [1, 1, 0]/||[1, 1, 0]|| = [1, 1, 0]
1
2
v3 = w3 (w3u1)u1 (w3u2)u2
= [0, 1, 0]([0, 1, 0][0, 0, 1])[0, 0, 1]
([0,1,0]⋅ 1
2[1,1,0]) 1
2[1,1,0]
= [0, 1, 0] 0[0, 0, 1] (½)(1)[1, 1, 0] =
= [0, 1, 0] [½, ½, 0] = [-½, ½, 0]
Simplify to v3 = [-1, 1, 0].
u3 = v3/||v3|| = [-1, 1, 0]/||[-1, 1, 0]|| = [-1, 1, 0].
1
2
Hence the orthonormal basis is
{[0, 0, 1], [1, 1, 0], [-1, 1, 0]}
1
2
1
2
Since this can be a long error-prone process, check the
final basis vectors for orthogonality. Check:
[0, 0, 1] [ 1, 1, 0] = 0
1
2
[0,0,1] [-1, 1, 0] = 0
1
2
[1,1,0] [-1, 1,0] = 0
1
2
1
2
Applying the process to a dependent set will produce
some zero vectors. Just delete them.
THEOREM. In any inner product space, if U = {u1, u2, ...,
un} is an orthonormal basis, then for any vectors v, w
(v, w) = [v]U[w]U. That is, the inner product is just the
usual dot product of the coordinate vectors with
respect to the basis U.
PROOF. Omitted.
Hw 18 Answers
3DJH 
2

D
[3,-8,-1]T
E
[0,0,0]T
F
[4 4 8]T

1
2478
1

. 150 =56

. 39
D
.
3x2y+4z=−16
E
.
x
=t,y=12t,z=t

. (−17
5,38
5,6)

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Math 311 Lecture 20

Gram-Schmidt process orthonormalizaton For easier reading, we again write uv instead of (u,v). THEOREM. If {v 1 ,v 2 , ..., vn} is an orthonormal basis, then for any v, v = c 1 v 1 +c 2 v 2 + ... cnvn where c (^) i = vvi. P ROOF. {v 1 ,v 2 , ..., vn} orthonormal implies v (^) ivi = 1 (they are unit vectors ) and vivk= 0 if i k (they are orthogonal). v = c 1 v 1 + ...+civi + ... cnvn for some ci’s (vi’s are a basis). vv (^) i = (c 1 v 1 +c 2 v 2 + ...+civi +...+ cnvn)vi = = (c 1 v 1 vi)+(c 2 v 2 vi) + ... + (c (^) ivivi) + ... +(c (^) nvnvi) = c 1 (v 1 vi)+ c 2 (v 2 vi) + ... + c (^) i(vivi) + ... +cn(vnvi) = c 1 (0)+ c 2 (0) + ... + ci(1) + ... +cn(0) = ci. E

Hence for an orthonormal basis S = {v 1 ,v 2 , ..., vn}, the coordinate vector [v]S is: [v] (^) S = [c 1 , c 2 , ..., c (^) n] T^ = [vv 1 , vv 2 , ..., vvn] T.

If u and v are orthogonal i.e., (u,v) = 0, so are u and c v since u( c v) = c (uv) = c (0) = 0. Multiplying by a positive scalar does not change the direction or angle. CGiven an orthogonal basis {v 1 ,v 2 }={[½, ½, 0], [0, 0, -5]} for a subspace W, find an simpler orthogonal basis. Answer: {[1, 1, 0], [0, 0, -1]}. Note, don't factor out -1.

For any vector v, v/||v|| is the unit vector in the same direction as v. We say v normalizes to v/||v||. CGiven an orthogonal basis {v 1 , v 2 } = {[½,½,0], [0,0,-5]} for a subspace W, find an orthonormal basis. First simplify to {[1, 1, 0], [0, 0, -1]} as above. Answer: {v 1 /||v 1 ||, v 2 /||v 2 ||} = {[ 1 }. 2

[1, 1, 0], [0, 0, − 1 ]

LEMMA. If v is a unit vector and w any other vector, then w = u+x where x = component of w in the same direction as v = (wv)v u = component of w orthogonal to v = w(wv)v.

v

w = u+x

T

u

x

w

v a unit vector

u = w - x

x = (w v)v.

cos (^) T = (wv)/||w||||v|| = (wv)/||w|| since ||v|| = 1. Using trigonometry, cos T = ||x||/||w||. W||x|| = ||w||cos T = ||w||(wv)/||w|| = wv. Since x points in the direction of v and has length wv, x = (wv)v. Subtracting x from w gives u which is 7 to v.

CFind the component of w = [2, 3, 4] which is perpendicular to the unit vector v = [0, 0, 1]. x = (wv)v = 4v = [0, 0, 4] (component in the same direction) u = wx = [2, 3, 4][0, 0, 4] = [2, 3, 0]. Answer: [2, 3, 0] is the component of w 7 to v.

GRAM -SCHMIDT ORTHONORMALIZATION PROCESS. Any basis {w 1 , w 2 , ..., wn} for a subspace can be converted into an orthonormal basis {u 1 , u 2 , ..., un} as follows: Let u 1 = w 1 /||w 1 ||. Then for i = 1, 2, 3, ... Let vi+1= wi+1(wi+1u 1 )u 1 (wi+1u 2 )u 2 (wi+1u 3 )u 3  ... (wi+1ui)ui Simplify vi+1 and let ui+1 = vi+!/||vi+1||. COrthonormalize the following basis for R 3 : {w 1 , w 2 , w 3 } = {[0,0,3], [2,2,2], [0,1,0]}. First simplify to (scalar multiples have the same direction) {w 1 , w 2 , w 3 } = {[0,0,1], [1,1,1], [0,1,0]} u 1 = w 1 /||w 1 || = [0,0,1]/||[0,0,1]|| = [0,0,1]/1 = [0,0,1] v 2 = w 2  (w 2  u 1 )u 1

= [1, 1, 1]  ( [1, 1, 1][0, 0, 1] ) [0, 0, 1]

= [1, 1, 1]  (1)[0, 0, 1]

= [1, 1, 1]  [0, 0, 1] = [1, 1, 0]

u 2 = v 2 /||v 2 || = [1, 1, 0]/||[1, 1, 0]|| = 1 [1, 1, 0] 2 v 3 = w 3  (w 3 u 1 )u 1  (w 3 u 2 )u 2

= [0, 1, 0]( [0, 1, 0][0, 0, 1] ) [0, 0, 1]

([0, 1, 0] ⋅ 1

2

[1, 1, 0]) 1

2

[1, 1, 0]

= [0, 1, 0]  0[0, 0, 1]  (½)(1)[1, 1, 0] =

= [0, 1, 0]  [½, ½, 0] = [-½, ½, 0]

Simplify to v 3 = [-1, 1, 0]. u 3 = v 3 /||v 3 || = [-1, 1, 0]/||[-1, 1, 0]|| = 12 [-1, 1, 0]. Hence the orthonormal basis is {[0, 0, 1], 12 [1, 1, 0], 12 [-1, 1, 0]}

Since this can be a long error-prone process, check the final basis vectors for orthogonality. Check: [0, 0, 1] 12 [ 1, 1, 0] = 0 [0,0,1] 12 [-1, 1, 0] = 0 (^12) [1,1,0] 12 [-1, 1,0] = 0

Applying the process to a dependent set will produce some zero vectors. Just delete them. THEOREM. In any inner product space, if U = {u 1 , u 2 , ..., u (^) n} is an orthonormal basis, then for any vectors v, w (v, w) = [v]U[w] (^) U. That is, the inner product is just the usual dot product of the coordinate vectors with respect to the basis U. P ROOF. Omitted. Hw 18 Answers 3DJH  2   D [3,-8,-1] T^ E [0,0,0] T^ F [4 4 8] T    12 478 1  . 150 = 5 6  . 39 D. 3 x  − 2 y + 4 z = − 16 E . x = t , y = 1 − 2 t , z = t  . (−^175 , 385 , − 6 )