The Gram-Schmidt Algorithm



In the simplest review, the Gram-Schmidt Algorithm is shown in the following pattern for the given vectors u.

$ \begin{align} \mathbf{u}_1 & = \mathbf{v}_1, \\ \mathbf{u}_2 & = \mathbf{v}_2-\mathrm{proj}_{\mathbf{u}_1}\,(\mathbf{v}_2), \\ \mathbf{u}_3 & = \mathbf{v}_3-\mathrm{proj}_{\mathbf{u}_1}\,(\mathbf{v}_3)-\mathrm{proj}_{\mathbf{u}_2}\,(\mathbf{v}_3), \\ & {}\ \ \vdots \\ \mathbf{u}_k & = \mathbf{v}_k-\sum_{j=1}^{k-1}\mathrm{proj}_{\mathbf{u}_j}\,(\mathbf{v}_k), \end{align} $

where

$ \mathrm{proj}_{\mathbf{u}}\,(\mathbf{v}) = {\langle \mathbf{v}, \mathbf{u}\rangle\over\langle \mathbf{u}, \mathbf{u}\rangle}\mathbf{u} $.


Ryan Jason Tedjasukmana


Back to Inner Product Spaces and Orthogonal Complements

Back to MA265 Fall 2010 Prof Walther

Back to MA265

Alumni Liaison

Ph.D. on Applied Mathematics in Aug 2007. Involved on applications of image super-resolution to electron microscopy

Francisco Blanco-Silva