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inner product space

Uploaded by

Madiha siddiqui
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Inner Product Spaces

5.1 Length and Dot Product in Rn


5.2 Inner Product Spaces
5.3 Orthonormal Bases: Gram-Schmidt Process
5.4 Mathematical Models and Least Square Analysis
5.5 Applications of Inner Product Spaces

5.1
n
5.1 Length and Dot Product in R

Length :
The length of a vector v (v1 , v2 ,  , vn ) in Rn is given by

|| v ||  v12  v2 2    vn 2 ( || v || is a real number)


Notes: The length of a vector is also called its norm


Properties of length (or norm)
(1) v 0
(2) v 1  v is called a unit vector
(3) v 0 if and only if v 0
(4) cv  c v (proved in Theoerm 5.1)

Ex 1:
(a) In R5, the length of v (0 ,  2 , 1 , 4 ,  2) is given by

|| v ||  0 2  ( 2) 2  12  4 2  ( 2) 2  25 5

(b) In R3, the length of v ( 2


17
, 2
17
, 3
17
) is given by

2 2 2
 2   2  3  17
|| v ||         1
 17   17   17  17

(If the length of v is 1, then v is a unit vector)

5.3

A standard unit vector in Rn: only one component of the vector is
1 and the others are 0 (thus the length of this vector must be 1)

R 2 :  e1 , e 2   1, 0 , 0,1

R 3 :  e1 , e 2 , e3   1, 0, 0 , 0,1, 0 , 0, 0,1

R n :  e1 , e 2 , , e n   1, 0, , 0 , 0,1, , 0 , , 0, 0, ,1


Notes: Two nonzero vectors are parallel if u cv
(1) c  0  u and v have the same direction
(2) c  0  u and v have the opposite directions

5.4

Theorem 5.1: Length of a scalar multiple
Let v be a vector in Rn and c be a scalar. Then
|| cv || | c | || v ||
Pf:
v (v1 , v2 ,  , vn )
 cv (cv1 , cv2 ,  , cvn )
|| cv || || ( cv1 , cv2 ,  , cvn ) ||
 (cv1 ) 2  (cv2 ) 2    (cvn ) 2
2 2 2
 c 2 (v1  v2    vn )
2 2 2
| c | v1  v2    vn
| c | || v ||
5.5

Theorem 5.2: How to find the unit vector in the direction of v
v
If v is a nonzero vector in R , then the vector u 
n
|| v ||
has length 1 and has the same direction as v. This vector u
is called the unit vector in the direction of v
Pf:
1
v is nonzero  v  0  0
v
1
If u  v (u has the same direction as v)
v
v || cv || | c | || v ||
1
|| u ||   || v || 1 (u has length
|| v || || v || 1)
5.6

Notes:
v
(1) The vector is called the unit vector in the direction of v
|| v ||
(2) The process of finding the unit vector in the direction of v
is called normalizing the vector v

5.7

Ex 2: Finding a unit vector
Find the unit vector in the direction of v = (3, –1, 2), and verify
that this vector has length 1
Sol:
v (3 ,  1 , 2)  v  32   1  2 2  14
2

v (3 ,  1 , 2) 1
   (3 ,  1 , 2)
|| v || 2 2
3  ( 1)  2 2
14
 3 1 2 
 , , 
 14 14 14 
2 2 2
 3   1   2  14
        14 1
 14   14   14 
v
 is a unit vector
v
5.8

Distance between two vectors:
The distance between two vectors u and v in Rn is
d (u , v ) || u  v ||


Properties of distance
(1) d ( u , v ) 0
(2) d (u , v ) 0 if and only if u = v
(3) d (u , v ) d ( v , u) (commutative property of the distance function)
5.9

Ex 3: Finding the distance between two vectors
The distance between u = (0, 2, 2) and v = (2, 0, 1) is

d ( u , v ) ||u  v|| ||(0  2 , 2  0 , 2  1)||


 (  2) 2  22  12 3

5.10

Dot product in Rn:
The dot product of u (u1 , u 2 ,  , u n ) and v (v1 , v2 ,  , vn )
returns a scalar quantity
u v u1v1  u2 v2    un vn (u v is a real number)
(The dot product is defined as the sum of component-by-component
multiplications)


Ex 4: Finding the dot product of two vectors
The dot product of u = (1, 2, 0, –3) and v = (3, –2, 4, 2) is
u v (1)(3)  (2)( 2)  (0)(4)  ( 3)(2)  7

5.11

Theorem 5.3: Properties of the dot product
If u, v, and w are vectors in Rn and c is a scalar,
then the following properties are true
(1) u v v u (commutative property of the dot product)
(distributive property of the dot product
(2) u ( v  w ) u v  u w over vector addition)
(3) c(u v ) (cu) v u (cv ) (associative property of the scalar
multiplication and the dot product)
(4) v v || v || 2  v v 0
(5) v v 0 if and only if v 0 (straightforwardly true according to (4))

※ The proofs of the above properties simply follow the definition of the
n
dot product in R

5.12

Euclidean n-space:
– In section 4.1, Rn was defined to be the set of all order n-
tuples of real numbers
– When Rn is combined with the standard operations of
vector addition, scalar multiplication, vector length,
and dot product, the resulting vector space is called
Euclidean n-space.

5.13

Ex 5: Find dot products
u (2 ,  2) , v (5 , 8), w ( 4 , 3)
2
(a) u v (b) (u v )w (c) u (2 v ) (d) || w || (e) u ( v  2w )
Sol:
(a ) u v (2)(5)  ( 2)(8)  6
(b) (u v )w  6w  6( 4 , 3) (24 ,  18)
(c) u (2 v ) 2(u v ) 2( 6)  12
(d ) || w ||2 w w ( 4)(  4)  (3)(3) 25
(e) v  2w (5  ( 8) , 8  6) (13 , 2)
u ( v  2w ) (2)(13)  ( 2)( 2) 26  4 22

5.14

Ex 6: Using the properties of the dot product
Given u u 39, u v  3, v v 79,
find (u  2 v ) (3u  v )

Sol:
(u  2 v) (3u  v ) u (3u  v )  2 v (3u  v )
u (3u)  u v  (2 v ) (3u)  (2 v) v
3(u u)  u v  6( v u)  2( v v )

3(u u)  7(u v )  2( v v )

3(39)  7( 3)  2(79) 254

5.15

Theorem 5.4: The Cauchy-Schwarz inequality
If u and v are vectors in Rn, then
| u v | || u || || v || ( | u v | denotes the absolute value of u v )
(The geometric interpretation for this inequality is shown on the next slide)

Ex 7: An example of the Cauchy-Schwarz inequality
Verify the Cauchy-Schwarz inequality for u = (1, –1, 3)
and v = (2, 0, –1)
Sol:
u v  1, u u 11, v v 5
 u v   1 1
u v  u u  v v  11  5  55
 u v  u v
5.16

Dot product and the angle between two vectors
To find the angle  (0   ) between two nonzero vectors
u = (u1, u2) and v = (v1, v2) in R2, the Law of Cosines can be
applied to the following triangle to obtain
2 2 2
v  u  v  u  2 v u cos 
(The length of the subtense of θ can be expressed in terms of
the lengths of the adjacent sides and cos θ)

2
 v  u (u1  v1 ) 2  (u2  v2 ) 2
2
v v12  v22
2
u u12  u22
u1v1  u2 v2 u v
 cos    ※ You can employ the fact that |cos θ|  1 to
v u v u prove the Cauchy-Schwarz inequality in R2
5.17

The angle between two nonzero vectors in Rn:
u v
cos   , 0  
|| u || || v ||
Opposite Same
direction
u v  0 u v 0 u v  0 direction

   
  
      0    0
2 2 2
cos   1 cos   0 cos  0 cos   0 cos  1


Note:
The angle between the zero vector and another vector is
not defined (since the denominator cannot be zero)
5.18

Ex 8: Finding the angle between two vectors
u ( 4 , 0 , 2 ,  2) v (2 , 0 ,  1 , 1)
Sol:
u  u u   42  02  22   22  24

v  v v  2 2
 2
 2
 0   1  12  6
u v ( 4)( 2)  (0)(0)  (2)(  1)  ( 2)(1)  12
u v  12 12
 cos      1
|| u || || v || 24 6 144

    u and v have opposite directions


(In fact, u = –2v and according to the
arguments on Slide 5.4, u and v are parallel
and with different directions) 5.19

Orthogonal vectors:
Two vectors u and v in Rn are orthogonal (perpendicular) if
u v 0

Note:
The vector 0 is said to be orthogonal to every vector

5.20

Ex 10: Finding orthogonal vectors
Determine all vectors in Rn that are orthogonal to u = (4,
Sol:2)
u (4 , 2) Let v (v1 , v2 )
 u v (4 , 2) (v1 , v2 )
4v1  2v2
0
t
 v1  , v2 t
2
t 
 v  ,t  , t  R
 2 

5.21

Theorem 5.5: The triangle inequality
If u and v are vectors in Rn, then || u  v || || u ||  || v ||
Pf:
|| u  v || 2 (u  v ) (u  v )
u (u  v )  v (u  v ) u u  2(u v )  v v
|| u ||2 2(u v ) || v ||2  || u ||2 2 | u v |  || v ||2 (c  |c|)
|| u ||2 2 || u || || v ||  || v ||2 (Cauchy-Schwarz inequality)
(|| u ||  || v ||) 2
(The geometric representation of the triangle inequality:
|| u  v || || u ||  || v || for any triangle, the sum of the lengths of any two sides
is larger than the length of the third side (see the next

Note: slide))

Equality occurs in the triangle inequality if and only if


the vectors u and v have the same direction (in this
situation, cos θ = 1 and thus u v  u v 0) 5.22

Theorem 5.6: The Pythagorean theorem
If u and v are vectors in Rn, then u and v are orthogonal
if and only if (This is because u·v = 0 in the
|| u  v ||2 || u ||2  || v ||2 proof for Theorem 5.5)

※ The geometric meaning: for any right triangle, the sum of the squares of the lengths of
two legs equals the square of the length of the hypotenuse .

|| u  v || || u ||  || v || || u  v ||2 || u ||2  || v ||2 5.23



Similarity between dot product and matrix multiplication:
 u1   v1 
u  v  (A vector u = (u1, u2,…, un) in Rn can be
u  2  v  2 
    represented as an n×1 column matrix)
   
 un   vn 

 v1 
v 
u v uT v [u1 u2  un ]  2  [u1v1  u2 v2    un vn ]
 
 
 vn 
(The result of the dot product of u and v is the same as the result
of the matrix multiplication of uT and v)

5.24
5.2 Inner Product Spaces

Inner product : represented by angle brackets 〈 u , v〉
Let u, v, and w be vectors in a vector space V, and let c be
any scalar. An inner product on V is a function that associates
a real number〈 u , v〉 with each pair of vectors u and v and
satisfies the following axioms (abstraction definition from
the properties of dot product in Theorem 5.3 on Slide 5.12)
(1)〈 u , v〉 
〈 v , u〉 (commutative property of the inner product)
(distributive property of the inner product
(2)〈 u , v  w〉 
〈 u , v〉 〈 u , w〉over vector addition)
〈 cu , v〉(associative
(3) c〈 u , v〉 
property of the scalar multiplication and the
inner product)

(4) 〈 v , v〉 0
(5) 〈 v , v〉 0 if and only if v 0 (straightforwardly true according to (4))
5.25

Note:
u v dot product (Euclidean inner product for R n )
 u , v general inner product for a vector space V


Note:
A vector space V with an inner product is called an inner
product space

Vector space: (V , , )
Inner product space: (V , ,  , , >)

5.26

Ex 1: The Euclidean inner product for Rn
Show that the dot product in Rn satisfies the four axioms
of an inner product
Sol:
u (u1 , u2 ,  , un ) , v (v1 , v2 ,  , vn )
〈 u , v〉 u v u1v1  u2 v2    un vn

By Theorem 5.3, this dot product satisfies the required four axioms.
n
Thus, the dot product can be a sort of inner product in R

5.27

Ex 2: A different inner product for Rn
Show that the following function defines an inner product
on R2. Given u (u1 , u2 ) and v (v1 , v2 ),
〈 u , v〉 u1v1  2u 2 v 2

Sol:
(1) 〈 u , v〉 u1v1  2u2v2 v1u1  2v2u2 
〈 v , u〉
(2) w ( w1 , w2 )
 〈 u , v  w〉 u1 (v1  w1 )  2u2 (v2  w2 )
u1v1  u1w1  2u2 v2  2u2 w2
(u1v1  2u2 v2 )  (u1w1  2u2 w2 )
〈 u , v〉 〈 u , w〉

5.28
(3) c〈 u , v〉 c(u1v1  2u2 v2 ) (cu1 )v1  2(cu2 )v2 
〈 cu , v〉
(4) 〈 v , v〉 v12  2v2 2 0
(5) 〈 v , v〉 0  v12  2v2 2 0  v1 v2 0 ( v 0)


Note: Example 2 can be generalized such that
〈 u , v〉 c1u1v1  c2u2 v2    cnun vn , for all ci  0

can be an inner product on Rn

5.29

Ex 3: A function that is not an inner product
Show that the following function is not an inner product on R3
〈 u , v〉 u1v1  2u2 v2  u3v3
Sol:
Let v (1 , 2 , 1)

Then 〈 v , v〉 (1)(1)  2(2)(2)  (1)(1)  6  0


Axiom 4 is not satisfied
Thus this function is not an inner product on R3

5.30

Theorem 5.7: Properties of inner products
Let u, v, and w be vectors in an inner product space V, and
let c be any real number
(1)〈 0, v〉 
〈 v, 0〉 0
(2)〈 u  v, w 〉 
〈 u, w〉 〈 v, w〉
(3)〈 u, cv〉 c〈 u, v〉
※ To prove these properties, you can use only the four axioms for
defining an inner product (see Slide 5.26)
Pf:
(3)
(1)〈 0, v〉 =〈 0u, v〉 0〈 u, v〉 0
(1) (2) (1)
(2)〈 u  v, w 〉 〈 w , u  v〉 〈 w , u〉 +〈 w , v〉  〈 u, w 〉 +〈 v, w 〉
(1) (3)
(3) 〈 u, cv〉 
〈 cv, u〉 〈
c u , v〉

5.31
※ The definition of norm (or length), distance, angle, orthogonal, and
normalizing for general inner product spaces closely parallel to
those based on the dot product in Euclidean n-space

Norm (length) of u:
|| u ||  〈 u , u〉


Distance between u and v:
d (u , v) || u  v || u  v, u  v


Angle between two nonzero vectors u and v:
〈 u , v〉
cos   , 0  
|| u || || v ||

Orthogonal: (u  v )
u and v are orthogonal if 〈 u , v〉 0 5.32

Normalizing vectors
(1) If || v || 1 , then v is called a unit vector
(Note that v is defined as v, v )

(2) v 0  Normalizing
v (the unit vector in the
  
direction of v)
v
(if v is not a
zero vector)

5.33

Ex 6: An inner product in the polynomial space
For p a0  a1 x    an x n and q b0  b1 x    bn x n ,
and p , q a0b0  a1b1    anbn is an inner product

Let p ( x) 1  2 x 2 , q ( x) 4  2 x  x 2 be polynomials in P2
(a) p , q ? (b) || q ||? (c) d ( p , q) ?
Sol:
(a) p , q (1)(4)  (0)(  2)  (  2)(1) 2
(b) || q ||  q , q  42  (  2) 2  12  21
(c)  p  q  3  2 x  3 x 2
 d ( p , q) || p  q ||   p  q, p  q
 (  3) 2  2 2  (  3) 2  22
5.34

Properties of norm: (the same as the properties for the dot
product in Rn on Slide 5.2)
(1) || u || 0
(2) || u || 0 if and only if u 0
(3) || cu || | c | || u ||

Properties of distance: (the same as the properties for the dot
product in Rn on Slide 5.9)
(1) d (u , v ) 0
(2) d (u , v ) 0 if and only if u  v
(3) d (u , v ) d ( v , u)

5.35

Theorem 5.8 :
Let u and v be vectors in an inner product space V
(1) Cauchy-Schwarz inequality:
〈| u , v〉| || u || || v || Theorem 5.4
(2) Triangle inequality:
|| u  v || || u ||  || v || Theorem 5.5
(3) Pythagorean theorem:
u and v are orthogonal if and only if

|| u  v || 2 || u || 2  || v || 2 Theorem 5.6

5.36

Orthogonal projections For the dot product function in Rn, we
define the orthogonal projection of u onto v to be projvu = av (a
scalar multiple of v), and the coefficient a can be derived as
follows
Consider a 0, av  a v a v  u cos 
u
|| u || || v || cos  || u || || v || u v u v
  

v v || u || || v || v
v
projv u av, a 0 u v u v u v
 a 2
  projv u  v
v v v v v

For inner product spaces:
Let u and v be two vectors in an inner product space V. If
v, then
0 the orthogonal projection of u onto v is given
by
 u, v 
projv u  v
 v, v 5.37

Ex 10: Finding an orthogonal projection in R3
Use the Euclidean inner product in R3 to find the
orthogonal projection of u = (6, 2, 4) onto v = (1, 2, 0)

Sol:
 u , v (6)(1)  (2)( 2)  (4)(0) 10
 v , v 12  2 2  0 2 5
u , v u v 10
 projv u  v v  (1 , 2 , 0) (2 , 4 , 0)
 v , v v v 5

5.38
5.3 Orthonormal Bases: Gram-Schmidt Process

Orthogonal set
A set S of vectors in an inner product space V is called an
orthogonal set if every pair of vectors in the set is orthogonal
S v1 , v 2 ,  , v n   V
 v i , v j  0, for i  j


Orthonormal set:
An orthogonal set in which each vector is a unit vector is
called orthonormal set
S  v1 , v 2 , , v n   V
 For i  j ,  v i , v j   v i , v i   vi 2
1

For i  j ,  v i , v j  0
5.39

Note:
– If S is also a basis, then it is called an orthogonal basis or

an orthonormal basis The standard basis for Rn is


orthonormal. For example,
S (1,0 ,0) ,(0 ,1,0) ,(0 ,0 ,1)
is an orthonormal basis for R3


This section identifies some advantages of orthonormal
bases, and develops a procedure for constructing such bases,
known as Gram-Schmidt orthonormalization process

5.40

Ex 1: A nonstandard orthonormal basis for R3
Show that the following set is an orthonormal basis
v1 v2 v3
 1 1   2 2 2 2 2 2 1 
S   , , 0 ,   
 6 , 6 , 3 , 
3
, , 
3 3 
 2 2   
Sol:
First, show that the three vectors are mutually orthogonal
v1 v 2  16  16  0 0
2 2
v1 v 3    0 0
3 2 3 2
2 2 2 2
v 2 v 3    0
9 9 9

5.41
Second, show that each vector is of length 1
|| v 1 ||  v 1 v 1  1
2
 12  0 1

|| v 2 ||  v 2 v 2  2
36
 362  89 1

|| v 3 ||  v 3 v 3  4
9
 94  19 1

Thus S is an orthonormal set

Because these three vectors are linearly independent (you can


check by solving c1v1 + c2v2 + c3v3 = 0) in R3 (of dimension 3), by
Theorem 4.12 (given a vector space with dimension n, then n
linearly independent vectors can form a basis for this vector
space), these three linearly independent vectors form a basis for R3.
 S is a (nonstandard) orthonormal basis for R3
5.42

Ex : An orthonormal basis for P2(x)
In P2 ( x), with the inner product  p, q a0b0  a1b1  a2b2,
2
the standard basis B {1, x, x } is orthonormal
Sol:
v1 1  0 x  0 x 2 , v 2 0  x  0 x 2 , v 3 0  0 x  x 2 ,
Then
 v1 , v 2  (1)(0)  (0)(1)  (0)(0) 0
 v1 , v 3  (1)(0)  (0)(0)  (0)(1) 0
 v 2 , v 3  (0)(0)  (1)(0)  (0)(1) 0

v1   v1 , v1   11  0 0   0 0  1


v2   v2 , v2   0 0   11  0 0  1
v3   v3 , v3   0 0   0 0   11 1 5.43

Ex 4: Using orthogonality to test for a basis
Show that the following set is a basis for R 4
v1 v2 v3 v4
S {( 2 , 3 , 2 ,  2) , (1 , 0 , 0 , 1) , ( 1 , 0 , 2 , 1) , ( 1 , 2 ,  1 , 1)}
Sol:
v1 , v 2 , v 3 , v 4 : nonzero vectors
v1 v 2 2  0  0  2 0 v 2 v 3  1  0  0  1 0
v1 v 3  2  0  4  2 0 v 2 v 4  1  0  0  1 0
v1 v 4  2  6  2  2 0 v 3 v 4 1  0  2  1 0
 S is orthogonal
 S is a basis for R 4 (by Corollary to Theorem 5.10)
※ The corollary to Thm. 5.10 shows an advantage of introducing the concept of
orthogonal vectors, i.e., it is not necessary to solve linear systems to test
whether S is a basis (e.g., Ex 1 on 5.44) if S is a set of orthogonal vectors 5.44
5.45

Ex 5: Representing vectors relative to an orthonormal basis
Find the coordinates of w = (5, –5, 2) relative to the following
3
orthonormal basis for R
v1 v2 v3
B {( 53 , 54 , 0) , ( 4
5 , 53 , 0) , (0 , 0 , 1)}

Sol:
 w, v1  w v1 (5 ,  5 , 2) ( 53 , 54 , 0)  1
 w, v 2  w v 2 (5,  5 , 2) ( 4
5
, 53 , 0)  7
 w, v 3  w v 3 (5 ,  5 , 2) (0 , 0 , 1) 2
  1
 [w ]B   7 
 2 
5.46

The geometric intuition of the Gram-Schmidt process to find an
orthonormal basis in R2

v2
w2
v2 w1 v1
v1
projw1 v 2

w 2 v 2  projw1 v 2 is
v1 , v 2  is a basis for R 2
orthogonal to w1 v1

w1 w2
{ , } is an orthonormal basis for R 2
w1 w2
5.47

Gram-Schmidt orthonormalization process:
B {v1 , v 2 ,  , v n } is a basis for an
Letinner
w1 product
v1 space V
v 2 , w1
w 2 v 2  projS1 v 2 v 2  w1
w1 , w1
v 3 , w1 v3 , w 2
w 3 v 3  projS2 v 3 v 3  w1  w2
w1 , w1 w2 , w2

n 1
vn , wi
w n v n  projSn 1 v n v n  
i 1 wi , wi
wi

 B ' {w1 , w 2 ,  , w n } is an orthogonal basis


w1 w 2 wn
 B '' { , , , } is an orthonormal basis
w1 w 2 wn
5.48

Ex 7: Applying the Gram-Schmidt orthonormalization process
Apply the Gram-Schmidt process to the following basis for R3
v1 v2 v3
B  {(1 , 1 , 0) , (1 , 2 , 0) , (0 , 1 , 2)}
Sol:
w1 v1 (1 , 1 , 0)
v 2 w1 3 1 1
w 2 v 2  w1 (1 , 2 , 0)  (1 , 1 , 0) ( , , 0)
w1 w1 2 2 2
v 3 w1 v 3 w 2
w 3 v 3  w1  w2
w1 w1 w 2 w 2
1 1/ 2 1 1
(0 , 1 , 2)  (1 , 1 , 0)  ( , , 0) (0 , 0 , 2)
2 1/ 2 2 2 5.49
Orthogonal basis:
1 1
 B ' {w1 , w 2 , w 3 } {(1, 1, 0), ( , , 0), (0, 0, 2)}
2 2

Orthonormal basis:
w1 w 2 w 3 1 1 1 1
 B' ' { , , } {( , , 0), ( , , 0), (0, 0, 1)}
w1 w 2 w 3 2 2 2 2

5.50

Ex 10: Alternative form of Gram-Schmidt orthonormalization process
Find an orthonormal basis for the solution space of the
homogeneous system of linear equations
x1  x 2  7 x 4 0
2 x1  x 2  2 x3  6 x 4 0

Sol:
 1 1 0 7 0 G.-J.E  1 0 2  1 0
 2 1 2 6 0     0 1  2 8 0
   

 x1    2 s  t    2  1 
 x   2 s  8t   2    8
  2    s    t  
 x3   s   1  0
       
x
 4  t   0  1
5.51
Thus one basis for the solution space is
B {v 1 , v 2 } {(  2 , 2 , 1 , 0) , (1 ,  8 , 0 , 1)}
w1 1 2 2 1 
w1 v1 and u1    2, 2, 1, 0   , , , 0 
w1 3  3 3 3 
 v 2 , u1 
w 2 v 2   v 2 , u1 u1 (due to w 2 v 2  u1 and u1, u1 1)
u1 , u1 
   2 2 1    2 2 1 
1,  8, 0, 1   1,  8, 0, 1 , , , 0    , , , 0 
  3 3 3   3 3 3 
※ In this alternative form,
 3,  4, 2, 1 we always normalize w i
to be u before
w2 1 i

u2    3,  4, 2, 1 processing w i+1

w2 30 ※ The advantage of this


method is that it is
  2 2 1    3  4 2 1   easier to calculate the
 B' '  , , ,0  ,  , , ,   orthogonal projection of
 3 3 3   30 30 30 30   w on u , u ,…, u i+1 1 2 i
5.52

Alternative form of the Gram-Schmidt orthonormalization
process:
B {v , v ,  , v }
1 2 n
is a basis for an inner product space V
w1 v1
u1  
w1 v1
w2
u2  , where w 2 v 2  v 2 , u1 u1
w2
w3
u3  , where w 3 v 3  v 3 , u1 u1  v 3 , u 2 u 2
w3

n 1
wn
un 
wn
, where w n v n  
i 1
v n , ui ui

 {u1 , u 2 ,  , u n } is an orthonormal basis for V


5.53

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