La 2 S 2023 Lecture 12 Slides
La 2 S 2023 Lecture 12 Slides
Lecture #12
Irena Penev
z = v−proju(v)
proju(v) u
Proposition 1.1
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let u be a non-zero vector in V , let v be any vector
in V , and set z := v − proju (v). Then z ⊥ u.
⟨v,u⟩
= ⟨v − ⟨u,u⟩ u, u⟩
⟨v,u⟩
= ⟨v, u⟩ − ⟨u,u⟩ ⟨u, u⟩
= ⟨v, u⟩ − ⟨v, u⟩
= 0,
Corollary 2.2
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let {u1 , . . . , un }
be an orthonormal basis of V . Then for all v ∈ V , we have that
n
⟨v, ui ⟩ ui
P
v =
i=1
n
P
= αi ⟨ui , uj ⟩
i=1
(∗)
= αj ⟨uj , uj ⟩,
Q.E.D.
Theorem 2.1
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let {u1 , . . . , un } be an orthogonal basis of V . Then
for all v ∈ V , we have that
n n
P ⟨v,ui ⟩ P
v = ⟨ui ,ui ⟩ ui = projui (v).
i=1 i=1
Theorem 2.1
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let {u1 , . . . , un } be an orthogonal basis of V . Then
for all v ∈ V , we have that
n n
P ⟨v,ui ⟩ P
v = ⟨ui ,ui ⟩ ui = projui (v).
i=1 i=1
Corollary 2.2
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let {u1 , . . . , un }
be an orthonormal basis of V . Then for all v ∈ V , we have that
n
⟨v, ui ⟩ ui
P
v =
i=1
Proof.
Corollary 2.2
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let {u1 , . . . , un }
be an orthonormal basis of V . Then for all v ∈ V , we have that
n
⟨v, ui ⟩ ui
P
v =
i=1
(∗)
= αi ⟨ui , ui ⟩,
where (*) follows from the fact that {u1 , . . . , uk } is an orthogonal
set.
Proposition 2.3
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let {u1 , . . . , uk } be an orthogonal set of non-zero
vectors in V . Then {u1 , . . . , uk } is linearly independent.
Proof. Fix scalars α1 , . . . , αk such that
α1 u1 + · · · + αk uk = 0.
WTS α1 = · · · = αk = 0. Fix any i ∈ {1, . . . , k}. Then
⟨α1 u1 + · · · + αk uk , ui ⟩ = ⟨0, ui ⟩ = 0.
Now, note that
⟨α1 u1 + · · · + αk uk , ui ⟩ = α1 ⟨u1 , ui ⟩ + · · · + αk ⟨uk , ui ⟩
(∗)
= αi ⟨ui , ui ⟩,
where (*) follows from the fact that {u1 , . . . , uk } is an orthogonal
set. So, αi ⟨ui , ui ⟩ = 0.
Proposition 2.3
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let {u1 , . . . , uk } be an orthogonal set of non-zero
vectors in V . Then {u1 , . . . , uk } is linearly independent.
Proof. Fix scalars α1 , . . . , αk such that
α1 u1 + · · · + αk uk = 0.
WTS α1 = · · · = αk = 0. Fix any i ∈ {1, . . . , k}. Then
⟨α1 u1 + · · · + αk uk , ui ⟩ = ⟨0, ui ⟩ = 0.
Now, note that
⟨α1 u1 + · · · + αk uk , ui ⟩ = α1 ⟨u1 , ui ⟩ + · · · + αk ⟨uk , ui ⟩
(∗)
= αi ⟨ui , ui ⟩,
where (*) follows from the fact that {u1 , . . . , uk } is an orthogonal
set. So, αi ⟨ui , ui ⟩ = 0. Since ui ̸= 0, we see that ⟨ui , ui ⟩ =
̸ 0;
consequently, αi = 0. Q.E.D.
Proposition 2.4
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let {u1 , . . . , uk } be an orthogonal set of non-zero
k k
⟨v,ui ⟩
vectors in V . Let v ∈ V , and set y :=
P P
projui (v) = ⟨ui ,ui ⟩ ui
i=1 i=1
and z := v − y.
(a) {u1 , . . . , uk , z} is an orthogonal set of vectors;
(b) z = 0 if and only if v ∈ Span(u1 , . . . , uk );
(c) Span(u1 , . . . , uk , v) = Span(u1 , . . . , uk , z).
Proof.
Proposition 2.4
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let {u1 , . . . , uk } be an orthogonal set of non-zero
k k
⟨v,ui ⟩
vectors in V . Let v ∈ V , and set y :=
P P
projui (v) = ⟨ui ,ui ⟩ ui
i=1 i=1
and z := v − y.
(a) {u1 , . . . , uk , z} is an orthogonal set of vectors;
(b) z = 0 if and only if v ∈ Span(u1 , . . . , uk );
(c) Span(u1 , . . . , uk , v) = Span(u1 , . . . , uk , z).
Proposition 2.4
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let {u1 , . . . , uk } be an orthogonal set of non-zero
k k
⟨v,ui ⟩
vectors in V . Let v ∈ V , and set y :=
P P
projui (v) = ⟨ui ,ui ⟩ ui
i=1 i=1
and z := v − y.
(a) {u1 , . . . , uk , z} is an orthogonal set of vectors;
(b) z = 0 if and only if v ∈ Span(u1 , . . . , uk );
(c) Span(u1 , . . . , uk , v) = Span(u1 , . . . , uk , z).
The Gram-Schmidt orthogonalization process (version 1)
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let v1 , . . . , vk be
a linearly independent set of vectors in V . ∀ℓ ∈ {1, . . . , k}, set
ℓ−1 ℓ−1
⟨vℓ ,ui ⟩
uℓ = vℓ − projui (vℓ ) = vℓ −
P P
⟨ui ,ui ⟩ ui .
i=1 i=1
u1 = v1 ;
u2 = v2 − proju1 (v2 );
u3 = v3 − proju1 (v3 ) + proju2 (v3 ) ;
..
.
uk = vk − proju1 (vk ) + proju2 (vk ) + · · · + projuk−1 (vk ) .
First an example, then the proof.
First an example, then the proof.
Example 2.6
Consider the vectors following vectors
3 −5 1
1 1 1
v1 = , v2 = , v3 = .
−1 5 −2
3 −7 8
is an orthonormal basis of U.
The Gram-Schmidt orthogonalization process (version 1)
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let v1 , . . . , vk be
a linearly independent set of vectors in V . ∀ℓ ∈ {1, . . . , k}, set
ℓ−1 ℓ−1
⟨vℓ ,ui ⟩
uℓ = vℓ − projui (vℓ ) = vℓ −
P P
⟨ui ,ui ⟩ ui .
i=1 i=1
u1 = v1 ;
u2 = v2 − proju1 (v2 );
u3 = v3 − proju1 (v3 ) + proju2 (v3 ) ;
..
.
uk = vk − proju1 (vk ) + proju2 (vk ) + · · · + projuk−1 (vk ) .
Proof (outline).
Proof (outline). If {u1 , . . . , uk } is orthogonal basis of
Span(v1 , . . . , vk ), then obviously, { ||uu11 || , . . . , ||uukk || } is an
orthonormal basis of Span(v1 , . . . , vk ) (since we simply rescaled
each vector so that its length is 1).
Proof (outline). If {u1 , . . . , uk } is orthogonal basis of
Span(v1 , . . . , vk ), then obviously, { ||uu11 || , . . . , ||uukk || } is an
orthonormal basis of Span(v1 , . . . , vk ) (since we simply rescaled
each vector so that its length is 1).
Let us prove that {u1 , . . . , uk } is an orthogonal basis of
Span(v1 , . . . , vk ).
Proof (outline). If {u1 , . . . , uk } is orthogonal basis of
Span(v1 , . . . , vk ), then obviously, { ||uu11 || , . . . , ||uukk || } is an
orthonormal basis of Span(v1 , . . . , vk ) (since we simply rescaled
each vector so that its length is 1).
Let us prove that {u1 , . . . , uk } is an orthogonal basis of
Span(v1 , . . . , vk ). For each ℓ ∈ {1, . . . , k}, we let
Uℓ := Span(v1 , . . . , vℓ ), and we prove that {u1 , . . . , uℓ } is an
orthogonal basis of Uℓ .
Proof (outline). If {u1 , . . . , uk } is orthogonal basis of
Span(v1 , . . . , vk ), then obviously, { ||uu11 || , . . . , ||uukk || } is an
orthonormal basis of Span(v1 , . . . , vk ) (since we simply rescaled
each vector so that its length is 1).
Let us prove that {u1 , . . . , uk } is an orthogonal basis of
Span(v1 , . . . , vk ). For each ℓ ∈ {1, . . . , k}, we let
Uℓ := Span(v1 , . . . , vℓ ), and we prove that {u1 , . . . , uℓ } is an
orthogonal basis of Uℓ . Obviously, this is enough, because for
k = ℓ, we get that {u1 , . . . , uk } is an orthogonal basis of
Uk = Span(v1 , . . . , vk ).
Proof (outline). If {u1 , . . . , uk } is orthogonal basis of
Span(v1 , . . . , vk ), then obviously, { ||uu11 || , . . . , ||uukk || } is an
orthonormal basis of Span(v1 , . . . , vk ) (since we simply rescaled
each vector so that its length is 1).
Let us prove that {u1 , . . . , uk } is an orthogonal basis of
Span(v1 , . . . , vk ). For each ℓ ∈ {1, . . . , k}, we let
Uℓ := Span(v1 , . . . , vℓ ), and we prove that {u1 , . . . , uℓ } is an
orthogonal basis of Uℓ . Obviously, this is enough, because for
k = ℓ, we get that {u1 , . . . , uk } is an orthogonal basis of
Uk = Span(v1 , . . . , vk ).
Since {v1 , . . . , vk } is linearly independent, we see that v1 , . . . , vk
are all non-zero, and in particular, {v1 } is linearly independent.
Proof (outline). If {u1 , . . . , uk } is orthogonal basis of
Span(v1 , . . . , vk ), then obviously, { ||uu11 || , . . . , ||uukk || } is an
orthonormal basis of Span(v1 , . . . , vk ) (since we simply rescaled
each vector so that its length is 1).
Let us prove that {u1 , . . . , uk } is an orthogonal basis of
Span(v1 , . . . , vk ). For each ℓ ∈ {1, . . . , k}, we let
Uℓ := Span(v1 , . . . , vℓ ), and we prove that {u1 , . . . , uℓ } is an
orthogonal basis of Uℓ . Obviously, this is enough, because for
k = ℓ, we get that {u1 , . . . , uk } is an orthogonal basis of
Uk = Span(v1 , . . . , vk ).
Since {v1 , . . . , vk } is linearly independent, we see that v1 , . . . , vk
are all non-zero, and in particular, {v1 } is linearly independent.
Since U1 = Span(v1 ) and u1 = v1 , we deduce that {u1 } is a basis
of U1 .
Proof (outline, continued).
Reminder: Uℓ := Span(v1 , . . . , vℓ ) ∀ℓ ∈ {1, . . . , k}.
Proof (outline, continued).
Reminder: Uℓ := Span(v1 , . . . , vℓ ) ∀ℓ ∈ {1, . . . , k}.
Now, fix ℓ ∈ {1, . . . , k − 1}, and assume inductively that
{u1 , . . . , uℓ } is an orthogonal basis of Uℓ . WTS {u1 , . . . , uℓ , uℓ+1 }
is an orthogonal basis of Uℓ+1 .
Proof (outline, continued).
Reminder: Uℓ := Span(v1 , . . . , vℓ ) ∀ℓ ∈ {1, . . . , k}.
Now, fix ℓ ∈ {1, . . . , k − 1}, and assume inductively that
{u1 , . . . , uℓ } is an orthogonal basis of Uℓ . WTS {u1 , . . . , uℓ , uℓ+1 }
is an orthogonal basis of Uℓ+1 . Since {u1 , . . . , uℓ } and {v1 , . . . , vℓ }
are two bases of Uℓ , it is clear that
Span(u1 , . . . , uℓ , vℓ+1 ) = Span(v1 , . . . , vℓ , vℓ+1 ) = Uℓ+1 .
Proof (outline, continued).
Reminder: Uℓ := Span(v1 , . . . , vℓ ) ∀ℓ ∈ {1, . . . , k}.
Now, fix ℓ ∈ {1, . . . , k − 1}, and assume inductively that
{u1 , . . . , uℓ } is an orthogonal basis of Uℓ . WTS {u1 , . . . , uℓ , uℓ+1 }
is an orthogonal basis of Uℓ+1 . Since {u1 , . . . , uℓ } and {v1 , . . . , vℓ }
are two bases of Uℓ , it is clear that
Span(u1 , . . . , uℓ , vℓ+1 ) = Span(v1 , . . . , vℓ , vℓ+1 ) = Uℓ+1 . On the
other hand, by the construction of uℓ+1 and by Proposition 2.4(c),
we have that Span(u1 , . . . , uℓ , vℓ+1 ) = Span(u1 , . . . , uℓ , uℓ+1 ).
Proof (outline, continued).
Reminder: Uℓ := Span(v1 , . . . , vℓ ) ∀ℓ ∈ {1, . . . , k}.
Now, fix ℓ ∈ {1, . . . , k − 1}, and assume inductively that
{u1 , . . . , uℓ } is an orthogonal basis of Uℓ . WTS {u1 , . . . , uℓ , uℓ+1 }
is an orthogonal basis of Uℓ+1 . Since {u1 , . . . , uℓ } and {v1 , . . . , vℓ }
are two bases of Uℓ , it is clear that
Span(u1 , . . . , uℓ , vℓ+1 ) = Span(v1 , . . . , vℓ , vℓ+1 ) = Uℓ+1 . On the
other hand, by the construction of uℓ+1 and by Proposition 2.4(c),
we have that Span(u1 , . . . , uℓ , vℓ+1 ) = Span(u1 , . . . , uℓ , uℓ+1 ). So,
Span(u1 , . . . , uℓ , uℓ+1 ) = Uℓ+1 .
Proof (outline, continued).
Reminder: Uℓ := Span(v1 , . . . , vℓ ) ∀ℓ ∈ {1, . . . , k}.
Now, fix ℓ ∈ {1, . . . , k − 1}, and assume inductively that
{u1 , . . . , uℓ } is an orthogonal basis of Uℓ . WTS {u1 , . . . , uℓ , uℓ+1 }
is an orthogonal basis of Uℓ+1 . Since {u1 , . . . , uℓ } and {v1 , . . . , vℓ }
are two bases of Uℓ , it is clear that
Span(u1 , . . . , uℓ , vℓ+1 ) = Span(v1 , . . . , vℓ , vℓ+1 ) = Uℓ+1 . On the
other hand, by the construction of uℓ+1 and by Proposition 2.4(c),
we have that Span(u1 , . . . , uℓ , vℓ+1 ) = Span(u1 , . . . , uℓ , uℓ+1 ). So,
Span(u1 , . . . , uℓ , uℓ+1 ) = Uℓ+1 . Since dim(Uℓ+1 ) = ℓ + 1, the fact
that {u1 , . . . , uℓ , uℓ+1 } spans Uℓ+1 implies that {u1 , . . . , uℓ , uℓ+1 }
is in fact a basis of Uℓ+1 .
Proof (outline, continued).
Reminder: Uℓ := Span(v1 , . . . , vℓ ) ∀ℓ ∈ {1, . . . , k}.
Now, fix ℓ ∈ {1, . . . , k − 1}, and assume inductively that
{u1 , . . . , uℓ } is an orthogonal basis of Uℓ . WTS {u1 , . . . , uℓ , uℓ+1 }
is an orthogonal basis of Uℓ+1 . Since {u1 , . . . , uℓ } and {v1 , . . . , vℓ }
are two bases of Uℓ , it is clear that
Span(u1 , . . . , uℓ , vℓ+1 ) = Span(v1 , . . . , vℓ , vℓ+1 ) = Uℓ+1 . On the
other hand, by the construction of uℓ+1 and by Proposition 2.4(c),
we have that Span(u1 , . . . , uℓ , vℓ+1 ) = Span(u1 , . . . , uℓ , uℓ+1 ). So,
Span(u1 , . . . , uℓ , uℓ+1 ) = Uℓ+1 . Since dim(Uℓ+1 ) = ℓ + 1, the fact
that {u1 , . . . , uℓ , uℓ+1 } spans Uℓ+1 implies that {u1 , . . . , uℓ , uℓ+1 }
is in fact a basis of Uℓ+1 . By the induction hypothesis, vectors
u1 , . . . , uℓ are pairwise orthogonal non-zero vectors, and so by the
costruction of uℓ+1 and by Proposition 2.4(a), we have that
u1 , . . . , uℓ , uℓ+1 are pairwise orthogonal.
Proof (outline, continued).
Reminder: Uℓ := Span(v1 , . . . , vℓ ) ∀ℓ ∈ {1, . . . , k}.
Now, fix ℓ ∈ {1, . . . , k − 1}, and assume inductively that
{u1 , . . . , uℓ } is an orthogonal basis of Uℓ . WTS {u1 , . . . , uℓ , uℓ+1 }
is an orthogonal basis of Uℓ+1 . Since {u1 , . . . , uℓ } and {v1 , . . . , vℓ }
are two bases of Uℓ , it is clear that
Span(u1 , . . . , uℓ , vℓ+1 ) = Span(v1 , . . . , vℓ , vℓ+1 ) = Uℓ+1 . On the
other hand, by the construction of uℓ+1 and by Proposition 2.4(c),
we have that Span(u1 , . . . , uℓ , vℓ+1 ) = Span(u1 , . . . , uℓ , uℓ+1 ). So,
Span(u1 , . . . , uℓ , uℓ+1 ) = Uℓ+1 . Since dim(Uℓ+1 ) = ℓ + 1, the fact
that {u1 , . . . , uℓ , uℓ+1 } spans Uℓ+1 implies that {u1 , . . . , uℓ , uℓ+1 }
is in fact a basis of Uℓ+1 . By the induction hypothesis, vectors
u1 , . . . , uℓ are pairwise orthogonal non-zero vectors, and so by the
costruction of uℓ+1 and by Proposition 2.4(a), we have that
u1 , . . . , uℓ , uℓ+1 are pairwise orthogonal. So, {u1 , . . . , uℓ , uℓ+1 } is
an orthogonal basis of Uℓ+1 . This completes the induction. Q.E.D.
The Gram-Schmidt orthogonalization process (version 1)
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let v1 , . . . , vk be
a linearly independent set of vectors in V . ∀ℓ ∈ {1, . . . , k}, set
ℓ−1 ℓ−1
⟨vℓ ,ui ⟩
uℓ = vℓ − projui (vℓ ) = vℓ −
P P
⟨ui ,ui ⟩ ui .
i=1 i=1
u1 = v1 ;
u2 = v2 − proju1 (v2 );
u3 = v3 − proju1 (v3 ) + proju2 (v3 ) ;
..
.
uk = vk − proju1 (vk ) + proju2 (vk ) + · · · + projuk−1 (vk ) .
Corollary 2.5
Let V be a finite-dimensional vector space over R or C, equipped
with a scalar product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let
U be a subspace of V . Then all the following hold:
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof.
Corollary 2.5
Let V be a finite-dimensional vector space over R or C, equipped
with a scalar product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let
U be a subspace of V . Then all the following hold:
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof. Consider any basis {v1 , . . . , vk } of U.
Corollary 2.5
Let V be a finite-dimensional vector space over R or C, equipped
with a scalar product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let
U be a subspace of V . Then all the following hold:
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof. Consider any basis {v1 , . . . , vk } of U. Then the
Gram-Schmidt orthogonalization process applied to the vectors
v1 , . . . , vk yields a sequence of vectors u1 , . . . , uk such that
{u1 , . . . , uk } is an orthogonal and { ||uu11 || , . . . , ||uukk || } an orthonormal
basis of U = Span(v1 , . . . , vk ). This proves (a) and (c).
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued).
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued). For (b), consider any orthogonal basis
{v1 , . . . , vk } of U, and extend it to a basis
{v1 , . . . , vk , vk+1 , . . . , vn } of V .
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued). For (b), consider any orthogonal basis
{v1 , . . . , vk } of U, and extend it to a basis
{v1 , . . . , vk , vk+1 , . . . , vn } of V . We then apply the Gram-Schmidt
orthogonaliation process to the sequence v1 , . . . , vk , vk+1 , . . . , vn ,
and we obtain some sequence u1 , . . . , uk , uk+1 , . . . , un such that
{u1 , . . . , uk , uk+1 , . . . , un } is an orthogonal basis of V .
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued). For (b), consider any orthogonal basis
{v1 , . . . , vk } of U, and extend it to a basis
{v1 , . . . , vk , vk+1 , . . . , vn } of V . We then apply the Gram-Schmidt
orthogonaliation process to the sequence v1 , . . . , vk , vk+1 , . . . , vn ,
and we obtain some sequence u1 , . . . , uk , uk+1 , . . . , un such that
{u1 , . . . , uk , uk+1 , . . . , un } is an orthogonal basis of V . However,
since v1 , . . . , vk were pairwise orthogonal to begin with, we see
from the description of the Gram-Schmidt orthogonalization
process that u1 = v1 , . . . , uk = vk .
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued). For (b), consider any orthogonal basis
{v1 , . . . , vk } of U, and extend it to a basis
{v1 , . . . , vk , vk+1 , . . . , vn } of V . We then apply the Gram-Schmidt
orthogonaliation process to the sequence v1 , . . . , vk , vk+1 , . . . , vn ,
and we obtain some sequence u1 , . . . , uk , uk+1 , . . . , un such that
{u1 , . . . , uk , uk+1 , . . . , un } is an orthogonal basis of V . However,
since v1 , . . . , vk were pairwise orthogonal to begin with, we see
from the description of the Gram-Schmidt orthogonalization
process that u1 = v1 , . . . , uk = vk . So, the orthogonal basis
{u1 , . . . , uk , uk+1 , . . . , un } of V extends the orthogonal basis
{v1 , . . . , vk } of U. This proves (b).
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued).
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued). For (d), consider any orthonormal basis
{u1 , . . . , uk } of U.
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued). For (d), consider any orthonormal basis
{u1 , . . . , uk } of U. In particular, the basis {u1 , . . . , uk } of U is
orthogonal, and so by (b), it can be extended to an orthogonal
basis {u1 , . . . , uk , uk+1 , . . . , un } of V .
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued). For (d), consider any orthonormal basis
{u1 , . . . , uk } of U. In particular, the basis {u1 , . . . , uk } of U is
orthogonal, and so by (b), it can be extended to an orthogonal
basis {u1 , . . . , uk , uk+1 , . . . , un } of V . But then { ||uu11 || , . . . , ||uunn || }
is an orthonormal basis of V . But since the basis {u1 , . . . , uk } of
U is orthonormal, we know that ||u1 || = · · · = ||uk || = 1, and it
follows that ||uu11 || = u1 , . . . , ||uukk || = uk .
(a) U has an orthogonal basis;
(b) any orthogonal basis of U can be extended to an orthogonal
basis of V ;
(c) U has an orthonormal basis;
(d) any orthonormal basis of U can be extended to an
orthonormal basis of V .
Proof (continued). For (d), consider any orthonormal basis
{u1 , . . . , uk } of U. In particular, the basis {u1 , . . . , uk } of U is
orthogonal, and so by (b), it can be extended to an orthogonal
basis {u1 , . . . , uk , uk+1 , . . . , un } of V . But then { ||uu11 || , . . . , ||uunn || }
is an orthonormal basis of V . But since the basis {u1 , . . . , uk } of
U is orthonormal, we know that ||u1 || = · · · = ||uk || = 1, and it
follows that ||uu11 || = u1 , . . . , ||uukk || = uk . So, our orthonormal basis
{ ||uu11 || , . . . , ||uunn || } of V in fact extends the orthonormal basis
{u1 , . . . , uk } of U. This proves (d).
The Gram-Schmidt orthogonalization process (version 2)
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩ and the norm || · || induced by ⟨·, ·⟩. Let v1 , . . . , vk be
a linearly independent set of vectors in V . ∀ℓ ∈ {1, . . . , k}, set
ℓ−1 ℓ−1
uℓ = vℓ − projui (vℓ ) = vℓ − ⟨vℓ , zi ⟩ zi ;
P P
i=1 i=1
uℓ
zℓ = ||uℓ || .
A⊥ = {v ∈ V | v ⊥ A}
= {v ∈ V | v ⊥ a ∀a ∈ A}
= {v ∈ V | ⟨v, a⟩ = 0 ∀a ∈ A}.
a
A may, but need not be, a subspace of V .
b
By definition, this means that for all a ∈ A, we have that ⟨v, a⟩ = 0.
Proposition 3.1
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let A, B ⊆ V . Then
(a) A⊥ is a subspace of V ;
(b) if A ⊆ B, then A⊥ ⊇ B ⊥ .
Proof (outline).
.
Proposition 3.1
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let A, B ⊆ V . Then
(a) A⊥ is a subspace of V ;
(b) if A ⊆ B, then A⊥ ⊇ B ⊥ .
.
Proposition 3.1
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let A, B ⊆ V . Then
(a) A⊥ is a subspace of V ;
(b) if A ⊆ B, then A⊥ ⊇ B ⊥ .
.
Proposition 3.1
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let A, B ⊆ V . Then
(a) A⊥ is a subspace of V ;
(b) if A ⊆ B, then A⊥ ⊇ B ⊥ .
Proof.
Proposition 3.2
Let V be a vector space over R or C, equipped with a scalar
product ⟨·, ·⟩. Let u1 , . . . , uk ∈ V . Then
{u1 , . . . , uk }⊥ = Span(u1 , . . . , uk )⊥ .
Fix u ∈ U; WTS x ⊥ u.
(a) If {u1 , . . . , uk } is an orthogonal basis of U, and
{u1 , . . . , uk , uk+1 , . . . , un } is an extension of that basis to an
orthogonal basis of V , then {uk+1 , . . . , un } is an orthogonal
basis of U ⊥ .
Proof of (a) (continued). WTS Span({uk+1 , . . . , un }) = U ⊥ .
WTS Span({uk+1 , . . . , un }) ⊆ U ⊥ . Fix x ∈ Span(uk+1 , . . . , un );
WTS x ∈ U ⊥ . Fix scalars αk+1 , . . . , αn such that
x = αk+1 uk+1 + · · · + αn un .