The Gram-Schmidt Orthonormalization Process
Def. Let 𝑉 be an inner product space. A subset of 𝑉 is an orthonormal basis for 𝑉 if it
is an ordered basis that is orthonormal.
Ex. The standard basis in ℝ𝑛 is an orthonormal basis.
3 4 4 3
Ex. The set {< , >, < , − >} is an orthonormal basis for ℝ2 since
5 5 5 5
3 4 3 4 2 2 4 3
4 −3 2 2
‖< , >‖ = √( ) + ( ) = 1, ‖< , − >‖ = √( ) + ( ) = 1
5 5 5 5 5 5 5 5
3 4 4 3 12 12
and (< , >) ∙ (< , − >) = − = 0.
5 5 5 5 25 25
Writing vectors in terms of an orthonormal basis can greatly simplify calculations.
Ex. Suppose {𝑣1 , 𝑣2 , 𝑣3 , 𝑣4 } is an orthonormal basis for an inner product space 𝑉
and 𝑣 = 2𝑣1 − 3𝑣2 + 𝑣3 + 4𝑣4 . Find ‖𝑣‖.
‖𝑣 ‖ = √< 𝑣, 𝑣 >= √< (2𝑣1 − 3𝑣2 + 𝑣3 + 4𝑣4 ), (2𝑣1 − 3𝑣2 + 𝑣3 + 4𝑣4 ) >
But since {𝑣1 , 𝑣2 , 𝑣3 , 𝑣4 } is orthonormal we have that < 𝑣𝑖 , 𝑣𝑗 > = 𝛿𝑖𝑗 .
Thus we have:
‖𝑣 ‖ = √22 + (−3)2 + 12 + 42 = √30.
, 2
Theorem: Let 𝑉 be an inner product space and 𝑆 = {𝑣1 , … , 𝑣𝑘 } be an orthogonal
<𝑣,𝑣𝑖 >
subset of nonzero vectors. If 𝑣 ∈ 𝑠𝑝𝑎𝑛(𝑆) then 𝑣 = ∑𝑘𝑖=1 𝑣 . In particular, if
‖𝑣𝑖 ‖2 𝑖
𝑆 is an orthonormal set then 𝑣 = ∑𝑘𝑖=1 < 𝑣, 𝑣𝑖 > 𝑣𝑖 .
The set {< 𝑣, 𝑣𝑖 >} are called the Fourier coefficients of 𝑣.
Proof: 𝑣 ∈ 𝑠𝑝𝑎𝑛(𝑆) ⟹ 𝑣 = ∑𝑘𝑖=1 𝑎𝑖 𝑣𝑖 , 𝑎1 , … , 𝑎𝑘 ∈ ℝ.
< 𝑣, 𝑣𝑗 > =< ∑𝑘𝑖=1 𝑎𝑖 𝑣𝑖 , 𝑣𝑗 >
=< 𝑎𝑗 𝑣𝑗 , 𝑣𝑗 >
2
= 𝑎𝑗 ‖𝑣𝑗 ‖ .
<𝑣,𝑣𝑗 >
⟹ 2 = 𝑎𝑗 .
‖𝑣𝑗 ‖
Corollary: Let 𝑉 be an inner product space and 𝑆 = {𝑣1 , … , 𝑣𝑘 } be an orthogonal
subset of nonzero vectors. Then 𝑆 is linearly independent.
Proof: Suppose that 𝑎1 𝑣1 + ⋯ + 𝑎𝑘 𝑣𝑘 = 0. Let’s show that 𝑎1 = ⋯ = 𝑎𝑘 = 0.
By the previous theorem
<𝑎1 𝑣1 +⋯+𝑎𝑘 𝑣𝑘 , 𝑣𝑗 >
𝑎𝑗 = 2 = 0; 1 ≤ 𝑗 ≤ 𝑘.
‖𝑣𝑗 ‖
Thus 𝑆 = {𝑣1 , … , 𝑣𝑘 } is linearly independent.