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Gram–Schmidt turns every finite independent list into an orthonormal list with the same successive spans

Statement

Let (v0,,vr1) be a finite linearly independent list in a real or complex inner product space. There is an orthonormal list (e0,,er1) such that, for every kr,

span(e0,,ek1)=span(v0,,vk1).

It is obtained recursively from

uk=vkj<kvk,ejej,ek=ukuk.

For r=0, both lists are empty.

Facts & Assumptions

Given: A finite linearly independent list (v0,,vr1).

[L1]

An orthonormal list is orthogonal and every listed vector has norm one (Orthogonal vectors and subspaces, orthogonal and orthonormal sets, and orthonormal bases).

[L2]
[L3]

For a nonzero vector u, positive definiteness gives u>0, so u/u is defined and has norm one (The norm v=v,v induced by a real or complex inner product).

[L4]

Every finite orthogonal list of nonzero vectors is linearly independent (Every finite orthogonal list of nonzero vectors is linearly independent).

Proof

technique · induction
1.1

For r=0 there is nothing to construct, and the successive-span assertion at k=0 is equality of zero subspaces.

base
1.2

Suppose e0,,ek1 have been constructed orthonormally with the required span equalities. Define uk by the displayed formula. For i<k, linearity and orthonormality give uk,ei=vk,eivk,ei=0.

ihL1algebra
2.1

If uk=0, then vk lies in span(e0,,ek1)=span(v0,,vk1), say vk=i<kμivi; then the scalars λi=μi for i<k, λk=1F and λi=0F for i>k satisfy iλivi=0V with λk0F, contradicting the independence of v through [L2]. Hence uk0, and [L3] makes ek=uk/uk a unit vector orthogonal to its predecessors.

step 1.2ihL2L3
3.1

The formula for uk shows ek lies in span(v0,,vk), while its rearrangement shows vk lies in span(e0,,ek). Together with the induction hypothesis these give both inclusions in the span equality at k+1.

step 2.1ihalgebra
4.1

Induction constructs the stated list and proves every successive-span equality. Its vectors are nonzero and orthogonal, so [L4] also confirms their independence; their unit norms make the list orthonormal.

step 1.1step 1.2step 2.1step 3.1L1L4discharge-induction

Depends on

Used by

Dependency tree · next 3 levels

Direct dependencies and their dependencies through the next three levels: 63 results over 18 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.

Sources