Page 263 - 35Linear Algebra
P. 263

14.4 Gram-Schmidt & Orthogonal Complements                                                    263


                      Given a third vector w, we should first check that w does not lie in the
                   span{u, v}, i.e., check that u, v and w are linearly independent. If it does
                   not, we then can define





                                                     u w        v ⊥  w
                                           ⊥
                                                                        ⊥
                                         w := w −          u −         v .
                                                     u u       v ⊥  v ⊥


                                           ⊥
                                                        ⊥
                   We can check that u w and v     ⊥  w are both zero:



                                                                 ⊥
                                                       u w       v    w
                                         ⊥
                                    u w = u       w −       u −         v ⊥
                                                       u u       v ⊥  v ⊥
                                                     u w          v ⊥  w
                                           = u w −        u u −          u v ⊥
                                                     u u          v ⊥  v ⊥
                                                             v ⊥  w
                                           = u w − u w −            u v ⊥  = 0
                                                             v ⊥  v ⊥




                                             ⊥
                   since u is orthogonal to v , and




                                                                  ⊥
                                                       u w        v   w
                                        ⊥
                                  v ⊥  w = v  ⊥   w −        u −         v ⊥
                                                        u u      v ⊥  v ⊥
                                                      u w           v ⊥  w
                                          = v ⊥  w −       v ⊥  u −        v ⊥  v ⊥
                                                      u u          v ⊥  v ⊥
                                                      u w
                                          = v ⊥  w −       v ⊥  u − v ⊥  w = 0
                                                      u u




                                                           ⊥
                                                ⊥
                                                                                           ⊥
                   because u is orthogonal to v . Since w is orthogonal to both u and v , we
                                  ⊥
                                      ⊥
                   have that {u, v , w } is an orthogonal basis for span{u, v, w}.
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