Gram-Schmidt orthogonalization 格拉姆-施密特正交化
Gram-Schmidt orthogonalization 格拉姆-施密特正交化
在空间 S k \mathcal{S}^k Sk中,向量组 α 1 \alpha_1 α1, α 2 \alpha_2 α2, …, α k \alpha_k αk 线性无关,寻找一组正交向量基 β 1 \beta_1 β1, β 2 \beta_2 β2,…, β k \beta_k βk, 使得其与向量组 α 1 \alpha_1 α1, α 2 \alpha_2 α2, …, α k \alpha_k αk等价。
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\beta_1 = \alpha_1,
β1=α1,
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\beta_2 = \alpha_2 - \frac{\langle \alpha_2,\beta_1\rangle}{\langle\beta_1,\beta_1\rangle}\beta_1,
β2=α2−⟨β1,β1⟩⟨α2,β1⟩β1,
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\beta_3 = \alpha_3 - \frac{\langle \alpha_3,\beta_1\rangle}{\langle\beta_1,\beta_1\rangle}\beta_1- \frac{\langle \alpha_3,\beta_2\rangle}{\langle\beta_2,\beta_2\rangle}\beta_2
β3=α3−⟨β1,β1⟩⟨α3,β1⟩β1−⟨β2,β2⟩⟨α3,β2⟩β2
…
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\beta_k = \alpha_k - \frac{\langle \alpha_k,\beta_1\rangle}{\langle\beta_1,\beta_1\rangle}\beta_1- \frac{\langle \alpha_k,\beta_2\rangle}{\langle\beta_2,\beta_2\rangle}\beta_2-...-\frac{\langle \alpha_k,\beta_{k-1}\rangle}{\langle\beta_{k-1},\beta_{k-1}\rangle}\beta_{k-1}
βk=αk−⟨β1,β1⟩⟨αk,β1⟩β1−⟨β2,β2⟩⟨αk,β2⟩β2−...−⟨βk−1,βk−1⟩⟨αk,βk−1⟩βk−1