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Orthogonalization


Orthogonalization is the construction, from a linearly independent list v_1, v_2, ..., v_n in an inner product space, of an orthogonal set u_1, u_2, ..., u_n having the same successive spans,

 span(u_1,...,u_k)=span(v_1,...,v_k)

for every k from 1 through n. Dividing each u_k by its norm gives an orthonormal list. The standard construction is the Gram-Schmidt orthonormalization; numerically, Householder matrices and Givens rotations are often used to obtain a QR decomposition more stably.


See also

Gram-Schmidt Orthonormalization, Orthogonal Set, Orthonormal Basis, QR Decomposition, Vector Space Span

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References

Golub, G. H. and Van Loan, C. F. Matrix Computations, 3rd ed. Baltimore, MD: Johns Hopkins University Press, 1996.

Cite this as:

Weisstein, Eric W. "Orthogonalization." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Orthogonalization.html

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