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Gram-Schmidt process
1. Gandhinagar Institute of Technology
Linear Algebra and Vector Calculus (2110015)
Active Learning Assignment
Semester 2
Gram–Schmidt process
Prepared By: Burhanuddin Kapadia
Guided By: Prof. Jalpa Patel
Mechanical Department (H2)
3. Introduction
• It is a method for ortho-normalising a set of vectors in an inner
product space
• The process takes a finite, linearly independent set
𝑆 = {𝑣1, … , 𝑣 𝑘} for 𝑘 ≤ 𝑛
• Generates an orthogonal set 𝑆′ = {𝑢1, … , 𝑢 𝑘} that spans the same k-
dimensional subspace of 𝑹 𝑛 as 𝑆.
• This method is named after Jorgen Pedersen Gram and Erhard
Schmidt.
• In the theory of Lie group decompositions it is generalized by the
Iwasawa decomposition.
4. Introduction
• In mathematics, an orthogonal basis for an inner product space V is
a basis for V whose vectors are mutually orthogonal.
• If the vectors of anorthogonal basis are normalized, the
resulting basis is an orthonormal basis
5. Steps
• This process consists of steps that describes how to obtain an
orthonormal basis for any finite dimensional inner products.
• Let V be any nonzero finite dimensional inner product space and
suppose that {u1, u2, . . . , un} is any basis for V.
• We will form an orthogonal basis from this basis say {v1, v2, . . . , vn}
6. Steps
• Step 1: Let 𝑣1 = 𝑢1
• Step 2: Let 𝑣2 = 𝑢2 − 𝑝𝑟𝑜𝑗 𝑤1
𝑢2 = 𝑢2 −
<𝑢1,𝑣1>
𝑣11 2 𝑣2where 𝑊1 is the
space spanned by 𝑣1, and 𝑝𝑟𝑜𝑗 𝑤1
𝑢2 is the orthogonal projection of
𝑢2 on 𝑊1.
• Step 3: Let 𝑣3 = 𝑢3 − 𝑝𝑟𝑜𝑗 𝑤2
𝑢3 = 𝑢3 −
<𝑢3,𝑣1>
𝑣11 2 𝑣1 −
<𝑢3,𝑣2>
𝑣21 2 𝑣2
where 𝑊2 is the space spanned by 𝑣1 𝑎𝑛𝑑 𝑣2.
• Step 4: Let 𝑣4 = 𝑢4 − 𝑝𝑟𝑜𝑗 𝑤2
𝑢4 = 𝑢4 −
<𝑢4,𝑣1>
𝑣11 2 𝑣1 −
<𝑢4,𝑣2>
𝑣21 2 𝑣2 −
<𝑢4,𝑣3>
𝑣31 2 𝑣2 where 𝑊2 is the space spanned by 𝑣1 𝑎𝑛𝑑 𝑣2.
7. Example
• Let 𝑉 = 𝑅3 with the Euclidean inner product. We will apply the Gram-Schmidt
algorithm to orthogonalize the basis { 1, −1, 1 , 1, 0, 1 , 1, 1, 2 }
• Let 𝑢1 = 1, −1, 1 𝑢2 = 1, 0, 1 𝑢3 = (1, 1, 2)
• Following the steps:-
• Step 1: Let 𝑢1 = 𝑣1 → 𝑣1 = 1, −1, 1
• Step 2: 𝑣2 = 1, 0, 1 −
1,0,1 1,−1,1
1,−1,1 2 1, −1, 1
= 1, 0, 1 −
2
3
1, −1, 1
=
1
3
,
2
3
,
1
3
•
9. Application
• Gram–Schmidt process to the column vectors of a full column rank
matrix yields the QR decomposition (it is decomposed into an
orthogonal and a triangular matrix).
• To obtain an orthonormal basis for an inner product space V , use the
Gram-Schmidt algorithm to construct an orthogonal basis. Then
simply normalize each vector in the basis.