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Section 6.4 The Gram-Schmidt Process: Span Where X and X - Find An Orthogonal

The Gram-Schmidt process is used to form an orthogonal basis for a subspace. It works by taking the basis vectors for the subspace and making each subsequent vector orthogonal to the previous ones. The process results in a set of vectors that span the same subspace but are orthogonal to each other. This can be written mathematically as a theorem. An example applies the process to find an orthogonal basis for a 3-dimensional subspace of R4.

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102 views5 pages

Section 6.4 The Gram-Schmidt Process: Span Where X and X - Find An Orthogonal

The Gram-Schmidt process is used to form an orthogonal basis for a subspace. It works by taking the basis vectors for the subspace and making each subsequent vector orthogonal to the previous ones. The process results in a set of vectors that span the same subspace but are orthogonal to each other. This can be written mathematically as a theorem. An example applies the process to find an orthogonal basis for a 3-dimensional subspace of R4.

Uploaded by

Ashok Behera
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Section 6.

The Gram-Schmidt Process

Goal: Form an orthogonal basis for a subspace W. 1 EXAMPLE: Suppose W Span x 1 , x 2 where x 1  basis v 1 , v 2 for W. 1 0 and x 2  2 2 3 . Find an orthogonal

Let 1 v1  x1  O y proj v1 x 2  and O v2  x2 y  x2 2


x 2 v 1 v 1 v 1

1 0
x 2 v 1 v 1 v 1

v1 1 0  0 3

v1 

2 3

4 2

1 0

(component of x 2 orthogonal to x 1 )

EXAMPLE: Suppose x 1 , x 2 , x 3 is a basis for a subspace W of R 4 . Describe an orthogonal basis for W. Solution: Let v1, v2 Let

2 v 1 v 1  x 1 and v 2  x 2 x v 1 v 1 v 1 . is an orthogonal basis for Span x 1 , x 2 .

x 3 v 2 3 v 1 v3  x3 x v 1 v 1 v 1 v 2 v 2 v 2 (component of x 3 orthogonal to Span x 1 , x 2

Note that v 3 is in W. Why?  v 1 , v 2 , v 3 is an orthogonal basis for W.

THEOREM 11

THE GRAM-SCHMIDT PROCESS v1  x1 v2  x2 v3  x3  vp  xp


x p v 1 v 1 v 1 x 2 v 1 v 1 v 1 x 3 v 1 v 1 v 1

Given a basis x 1 , , x p for a subspace W of R n , define v1 v1 v1


x 3 v 2 v 2 v 2 x p v 2 v 2 v 2

v2 v2 
x p v p1 v p1 v p1

v p1

Then v 1 , , v p is an orthogonal basis for W and Span x 1 , , x p Span v 1 , , v p

1 EXAMPLE Suppose x 1 , x 2 , x 3 , where x 1  2 3 0 subspace W of R 4 . Describe an orthogonal basis for W. Solution: 1 v1  x1  2 3 0 1 v2  x2


x 2 v 1 v 1 v 1

1 , x2  2 0 0 , x3 

1 0 0 1 , is a basis for a

and

1
5 14

v1 

2 0 0

2 3 0
9 14 9 7 15 14

9 14 9 7 15 14

0 9  18 15

Replace v 2 with 14v 2 : v 2  14

0 0 (optional step - to make v 2 easier to work with in the next step) v3  x3 1 v3  0 0 1 1  0 0 1


1 14 x 3 v 1 v 1 v 1

v1

x 3 v 2 v 2 v 2

v2 9

1
1 14

2 3 0

9 630

18 15 0

1 2 3 0
1 70

9 18 15 0 

4 5 2 5

0 1

4 Rescale (optional): v 3  2 0 5 Orthogonal Basis for W: 1 v1, v2, v3  2 3 0 Orthonomal Basis 1 Suppose the following is an orthogonal basis for subspace W span 1 0 1 v1, v2  1 0 Rescale to form unit vectors: 1 u1 
1 v 1 1 2

9 , 18 15 0 ,

4 2 0 5

2 , 2 3 :

0 , 0 3

v1 

1 2

1 0 0

1 2

0 0  0 1

u2 

1 v 2

v2 

1 3

0 3

Orthonormal basis for W : u 1 , u 2

QR Factorization THEOREM 12 (The QR Factorization)

If A is an m n matrix with linearly independent columns, then A can be factored as A  QR, where Q is an m n matrix whose columns form an orthogonal basis for Col A and R is an n n upper triangular invertible matrix with positive entries on its main diagonal.

1 2 EXAMPLE Find the QR factorization of A  1 2 0 3


1 2

0 , 0 1 which is an orthonomal

Solution: Use the Gram Schmidt process to find

1 2

0 basis for 1 col A span 1 0 , 2 2 3 . So Q 


1 2 1 2

0 0 1 .

Since U has orthonormal columns, Q T Q  I. So if A  QR, then ____A  ____QR

R  QTA 

1 2

2 0

1 2

2 0 0 1

1 2 1 2 0 3 

2 2 2 0 3

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