Gram-Schmidt Orthogonalization/Corollary 2

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Theorem

Let $\struct {V, \innerprod \cdot \cdot}$ be an $n$-dimensional inner product space over $\R$ or $\C$.

Let $\tuple {v_1, \ldots, v_n}$ be any ordered basis for $V$.


Then there is an orthonormal ordered basis $\tuple {b_1, \ldots, b_n}$ satisfying the following conditions:

$\forall k \in \set {1, \ldots, n} : \span \set {v_1, \ldots v_k} = \span \set {b_1, \ldots, b_k} $


Proof

By the definition of basis, it follows that $\set{ v_1, \ldots, v_n }$ is a linearly independent subset of $V$.

From the Gram-Schmidt Orthogonalization:Corollary 1, it follows that there exists an orthonormal subset $\set {b_1, \ldots, b_n}$ of $V$ such that:

$\forall k \in \set {1, \ldots, n}: \span \set {v_1, \ldots v_k} = \span \set {b_1, \ldots, b_k} $

where $\span$ denotes linear span.

From Orthogonal Set is Linearly Independent Set, it follows that $\set {b_1, \ldots, b_n}$ is a linearly independent subset of $V$.

By Sufficient Conditions for Basis of Finite Dimensional Vector Space, it follows that $\tuple {b_1, \ldots, b_n}$ is an ordered basis of $V$.

$\blacksquare$


Source of Name

This entry was named for Jørgen Pedersen Gram and Erhard Schmidt.


Sources