TheoremBase

Gram-Schmidt Orthonormalisation

Statement

Let VV together with ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle be a complex inner product space, let mm be a natural number, and let b∈Vmb\in V^{m} be an mm-tuple in VV that is linearly independent. For k∈[m]k\in[m], with [k][k] the initial segment determined by kk, write x∣[k]x|_{[k]} for the restriction of a tuple xx to [k][k].

Then there is an orthonormal tuple e∈Vme\in V^{m} with

span⁡(e∣[k])=span⁡(b∣[k])for every k∈[m],\operatorname{span}\bigl(e|_{[k]}\bigr)=\operatorname{span}\bigl(b|_{[k]}\bigr)\qquad\text{for every }k\in[m],

the span being that of a finite tuple.

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