施密特正交化算法
Give an arbitrary basis for an n-dimensional inner product space V, we can constructs an orthogonal basis for V.
the Gram-Schmidt algorithm is:
Step 1: Let ;
Step 2: Let ;
Step 3: Let
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计算举例
Let with the Euclidean inner product. We will apply the Gram-Schmidt algorithm to orthogonalize the basis .
Step 1
Let , so .
Step 2
Let .
.
Step 3
Let .
You can verify that forms an orthogonal basis for . Normalizing the vectors in the orthogonal basis, we obtain the orthonormal basis
.