TheoremBase

Gram-Schmidt Orthonormalisation in a Real Inner Product Space

The span of a finite tuple in a real inner product space is either the zero subspace or has an orthonormal basis of length at most that of the tuple; in particular every nonzero finite-dimensional subspace has an orthonormal basis.

Statement

Let R\mathbb{R} be the ordered field of real numbers, with the notation of that item, let EE be a real inner product space with zero vector 0E0_{E}, let nn be a natural number, let v∈Env\in E^{n} be an nn-tuple in EE, and let M=span⁡(v)M=\operatorname{span}(v) be its span, a linear subspace of EE by The Span of a Finite Family is the Smallest Subspace Containing It and hence a vector space over R\mathbb{R} by claim 1 of A Linear Subspace is a Vector Space and Inherits an Inner Product. Then the following hold.

1. (Orthonormalisation) Either M={0E}M=\{0_{E}\}, or there exist a natural number mm with m≤nm\le n and an orthonormal mm-tuple e∈Eme\in E^{m} with span⁡(e)=M\operatorname{span}(e)=M. For such an ee, the mm-tuple e∗∈Mme^{\ast}\in M^{m} with the same components is a basis of the vector space MM, the finite sums in MM agreeing with those in EE by claim 2 of A Linear Subspace is a Vector Space and Inherits an Inner Product.

2. (Finite-dimensional subspaces) Let LL be a linear subspace of EE, a vector space over R\mathbb{R} by claim 1 of A Linear Subspace is a Vector Space and Inherits an Inner Product, which is finite-dimensional and satisfies L≠{0E}L\ne\{0_{E}\}. Then there exist a natural number mm and an orthonormal mm-tuple e∈Eme\in E^{m} with span⁡(e)=L\operatorname{span}(e)=L, and the mm-tuple e∗∈Lme^{\ast}\in L^{m} with the same components is a basis of LL.

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