(New page: == The Gram-Schmidt Algorithm == ---- In the simplest review, the Gram-Schmidt Algorithm is shown in the following pattern for vectors '''u''' and '''v'''. : <math> \begin{align} \mathbf...)
 
 
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In the simplest review, the Gram-Schmidt Algorithm is shown in the following pattern for vectors '''u''' and '''v'''.
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In the simplest review, the Gram-Schmidt Algorithm is shown in the following pattern for the given vectors '''u'''.
 
: <math>
 
: <math>
 
\begin{align}
 
\begin{align}
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where
 
where
 
:<math>\mathrm{proj}_{\mathbf{u}}\,(\mathbf{v}) = {\langle \mathbf{v}, \mathbf{u}\rangle\over\langle \mathbf{u}, \mathbf{u}\rangle}\mathbf{u} </math>.
 
:<math>\mathrm{proj}_{\mathbf{u}}\,(\mathbf{v}) = {\langle \mathbf{v}, \mathbf{u}\rangle\over\langle \mathbf{u}, \mathbf{u}\rangle}\mathbf{u} </math>.
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Ryan Jason Tedjasukmana
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Latest revision as of 15:38, 6 December 2010

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

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Basic linear algebra uncovers and clarifies very important geometry and algebra.

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