设 α 1 , α 2 , ⋯ , α m \alpha_1,\alpha_2,\cdots,\alpha_m α1,α2,⋯,αm为一组线性无关的向量,则可用如下方法将 α 1 , α 2 , ⋯ , α m \alpha_1,\alpha_2,\cdots,\alpha_m α1,α2,⋯,αm标准正交化为两两正交的单位向量。
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令 β 1 = α 1 \beta_1 = \alpha_1 β1=α1;
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设 β 2 = α 2 − k β 1 \beta_2=\alpha_2-k\beta_1 β2=α2−kβ1(将 − k -k −k倍 β 1 \beta_1 β1加到 α 2 \alpha_2 α2上得 β 2 \beta_2 β2),因为 β 1 , β 2 \beta_1,\beta_2 β1,β2正交,
( β 2 , β 1 ) = ( α 2 , β 1 ) − k ( β 1 , β 1 ) = 0 → k = ( α 2 , β 1 ) ( β 1 , β 1 ) . (\beta_2,\beta_1)=(\alpha_2,\beta_1)-k(\beta_1,\beta_1)=0\ \to\ k=\frac{(\alpha_2,\beta_1)}{(\beta_1,\beta_1)}. (β2,β1)=(α2,β1)−k(β1,β1)=0 → k=(β1,β1)(α2,β1).
得 β 2 = α 2 − ( α 2 , β 1 ) ( β 1 , β 1 ) β 1 \beta_2=\alpha_2 - \frac{(\alpha_2,\beta_1)}{(\beta_1,\beta_1)}\beta_1 β2=α2−(β1,β1)(α2,β1)β1 .
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设 β 3 = α 3 − k 2 β 2 − k 1 β 1 \beta_3=\alpha_3-k_2\beta_2-k_1\beta_1 β3=α3−k2β2−k1β1,
( β 3 , β 2 ) = ( α 3 , β 2 ) − k 2 ( β 2 , β 2 ) − k 1 ( β 1 , β 2 ) = ( α 3 , β 2 ) − k 2 ( β 2 , β 2 ) = 0 → k 2 = ( α 3 , β 2 ) ( β 2 , β 2 ) . (\beta_3,\beta_2)=(\alpha_3,\beta_2)-k_2(\beta_2,\beta_2)-k_1(\beta_1,\beta_2)=(\alpha_3,\beta_2)-k_2(\beta_2,\beta_2)=0\ \to\ k_2 =\frac{(\alpha_3,\beta_2)}{(\beta_2,\beta_2)}. (β3,β2)=(α3,β2)−k2(β2,β2)−k1(β1,β2)=(α3,β2)−k2(β2,β2)=0 → k2=(β2,β2)(α3,β2).
( β 3 , β 1 ) = ( α 3 , β 1 ) − k 2 ( β 2 , β 1 ) − k 1 ( β 1 , β 1 ) = ( α 3 , β 1 ) − k 1 ( β 1 , β 1 ) = 0 → k 1 = ( α 3 , β 1 ) ( β 1 , β 1 ) . (\beta_3,\beta_1)=(\alpha_3,\beta_1)-k_2(\beta_2,\beta_1)-k_1(\beta_1,\beta_1)=(\alpha_3,\beta_1)-k_1(\beta_1,\beta_1)=0\ \to\ k_1 =\frac{(\alpha_3,\beta_1)}{(\beta_1,\beta_1)}. (β3,β1)=(α3,β1)−k2(β2,β1)−k1(β1,β1)=(α3,β1)−k1(β1,β1)=0 → k1=(β1,β1)(α3,β1).
得 β 3 = α 3 − ( α 3 , β 2 ) ( β 2 , β 2 ) β 2 − ( α 3 , β 1 ) ( β 1 , β 1 ) β 1 \beta_3=\alpha_3-\frac{(\alpha_3,\beta_2)}{(\beta_2,\beta_2)}\beta_2-\frac{(\alpha_3,\beta_1)}{(\beta_1,\beta_1)}\beta_1 β3=α3−(β2,β2)(α3,β2)β2−(β1,β1)(α3,β1)β1.
⋮ \vdots ⋮
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β m = α m − ( α m , β m − 1 ) ( β m − 1 , β m − 1 ) β m − 1 − ⋯ − ( α m , β 2 ) ( β 2 , β 2 ) β 2 − ( α m , β 1 ) ( β 1 , β 1 ) β 1 . \beta_m=\alpha_m-\frac{(\alpha_m,\beta_{m-1})}{(\beta_{m-1},\beta_{m-1})}\beta_{m-1}-\cdots-\frac{(\alpha_m,\beta_2)}{(\beta_2,\beta_2)}\beta_2-\frac{(\alpha_m,\beta_1)}{(\beta_1,\beta_1)}\beta_1. βm=αm−(βm−1,βm−1)(αm,βm−1)βm−1−⋯−(β2,β2)(αm,β2)β2−(β1,β1)(αm,β1)β1.
再将 β 1 , β 2 , ⋯ , β m \beta_1,\beta_2,\cdots,\beta_m β1,β2,⋯,βm单位化, e 1 = β 1 ∣ ∣ β 1 ∣ ∣ , e 2 = β 2 ∣ ∣ β 2 ∣ ∣ , ⋯ , e m = β m ∣ ∣ β m ∣ ∣ . e_1=\frac{\beta_1}{||\beta_1||},e_2=\frac{\beta_2}{||\beta_2||},\cdots,e_m=\frac{\beta_m}{||\beta_m||}. e1=∣∣β1∣∣β1,e2=∣∣β2∣∣β2,⋯,em=∣∣βm∣∣βm.
即可得到两两正交的单位向量 e 1 , e 2 , ⋯ , e m e_1,e_2,\cdots,e_m e1,e2,⋯,em.