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5.30 - Gram-Schmidt Orthogonalization Procedure

The Gram-Schmidt orthogonalization procedure takes a set of vectors and produces an orthonormal basis. It works by projecting each vector onto the space orthogonal to the previous vectors and normalizing the result. The QR factorization method uses Gram-Schmidt to decompose a matrix A into orthogonal Q and upper triangular R matrices. This allows solving systems Ax=b by transforming it into the upper triangular system Rx=QTb.

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33 views4 pages

5.30 - Gram-Schmidt Orthogonalization Procedure

The Gram-Schmidt orthogonalization procedure takes a set of vectors and produces an orthonormal basis. It works by projecting each vector onto the space orthogonal to the previous vectors and normalizing the result. The QR factorization method uses Gram-Schmidt to decompose a matrix A into orthogonal Q and upper triangular R matrices. This allows solving systems Ax=b by transforming it into the upper triangular system Rx=QTb.

Uploaded by

Vinod Kumar
Copyright
© © All Rights Reserved
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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5.

30 - Gram-Schmidt Orthogonalization Procedure

Given vectors u1, u2, . . . produce orthonormal vectors q1, q2, . . . .

Let v1 = u1.
u2 ,v1
Let v2 = u2 − projv1 u2 = u2 − kv 2 v1 .
1k
u3 ,v1 u3 ,v2
Let v3 = u3 − projv1 u3 − projv2 u3 = u3 − kv 2 v 1 − v .
kv2 k2 2
1k
etc. . .

Finally normalize all vectors qi = vi/kvik2 for i = 1, . . . , n.

C. Führer/ A. Sopasakis: FMN050-2015


79
5.31 Example - Orthogonalization

Find an orthonormal basis for the space spanned by the vectors u1 = (1, 2, 2)
and u2 = (−4, 3, 2).

Clearly v1 = u1 and q1 = (1/3, 2/3, 2/3).


u2 ,v1
Now v2 = u2 − kv v = (−4, 3, 2) − 2/3(1, 2, 2) = (−14/3, 5/3, 2/3).
k2 1 1

And finally q2 = (−14/15, 5/15, 2/15).

CHECK: q1 · q2 = 0, q1 · q1 = 1 and q2 · q2 = 0.

C. Führer/ A. Sopasakis: FMN050-2015


80
5.32 Solving Ax = b with QR factorization

• Factor A into QR form where Q is an orthogonal matrix and R is upper


triangular

• Rewrite the system Ax = b as QRx = b and invert matrix Q.

• Since Q−1 = QT obtain Rx = QT b.

• Solve the resulting upper triangular system.

Note: to construct Q use Gram-schmid on the columns of A


Note: matrix A does not need to be square!
Note: to construct the upper triangular R = QT A.
C. Führer/ A. Sopasakis: FMN050-2015
81
5.33 Example
   
1 −4   −3
x 1
Use QR factorization to solve  2 3  =  15 
x2
2 2 9
From our previous example above in 5.31 we have already used Gram-
Schmidt on the columns of A and therefore the matrix Q is given below
together with the calculation of the matrix R,
 
1/3 −14/15  
T 3 2
Q=  2/3 5/15  , R=Q A=
0 5
2/3 2/15
 
  −3
x1
We solve R = QT  15  has the solution x1 = 3.8, x2 = 1.8.
x2
9
C. Führer/ A. Sopasakis: FMN050-2015
82

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