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The Gram–Schmidt process can be stabilized by a small modification; this version is sometimes referred to as modified Gram-Schmidt or MGS. This approach gives the same result as the original formula in exact arithmetic and introduces smaller errors in finite-precision arithmetic.
1 Gram-Schmidt orthonormalization process. Toggle the table of contents. Wikipedia: Featured picture candidates/Gram-Schmidt orthonormalization ... Download QR code ...
$ tex Gram-Schmidt_process.tex && dvips -E Gram-Schmidt_process.dvi; Outline fonts $ eps2eps -dNOCACHE Gram-Schmidt_process.ps Gram-Schmidt_process2.eps; Fix bounding box $ ps2epsi Gram-Schmidt_process2.eps Gram-Schmidt_process.eps; Convert to Sketch $ pstoedit -f sk Gram-Schmidt_process.eps Gram-Schmidt_process.sk; Convert to SVG
In other words, the sequence is obtained from the sequence of monomials 1, x, x 2, … by the Gram–Schmidt process with respect to this inner product. Usually the sequence is required to be orthonormal , namely, P n , P n = 1 , {\displaystyle \langle P_{n},P_{n}\rangle =1,} however, other normalisations are sometimes used.
In linear algebra, the Schmidt decomposition (named after its originator Erhard Schmidt) refers to a particular way of expressing a vector in the tensor product of two inner product spaces. It has numerous applications in quantum information theory , for example in entanglement characterization and in state purification , and plasticity .
Jørgen Pedersen Gram (27 June 1850 – 29 April 1916) was a Danish actuary and mathematician who was born in Nustrup, Duchy of Schleswig, Denmark and died in Copenhagen, Denmark. Important papers of his include On series expansions determined by the methods of least squares , and Investigations of the number of primes less than a given number .
More generally, we can factor a complex m×n matrix A, with m ≥ n, as the product of an m×m unitary matrix Q and an m×n upper triangular matrix R.As the bottom (m−n) rows of an m×n upper triangular matrix consist entirely of zeroes, it is often useful to partition R, or both R and Q:
The Gram matrix is symmetric in the case the inner product is real-valued; it is Hermitian in the general, complex case by definition of an inner product. The Gram matrix is positive semidefinite, and every positive semidefinite matrix is the Gramian matrix for some set of vectors. The fact that the Gramian matrix is positive-semidefinite can ...