Linear Algebra and Its Applications, Exercise 3.4.26

Exercise 3.4.26. In the Gram-Schmidt orthogonalization process the third component c' is computed as c' = c - (q_1^Tc)q_1 - (q_2^Tc)q_2. Verify that c' is orthogonal to both q_1 and q_2.

Answer: Taking the dot product of q_1 and c' we have

q_1^Tc' = q_1^T \left[ c - (q_1^Tc)q_1 - (q_2^Tc)q_2 \right] = q_1^Tc - q_1^T(q_1^Tc)q_1 - q_1^T(q_2^Tc)q_2

Since q_1^Tc and q_2^Tc are scalars and q_1 and q_2 are orthonormal we then have

q_1^Tc' = q_1^Tc - q_1^T(q_1^Tc)q_1 - q_1^T(q_2^Tc)q_2 = q_1^Tc - (q_1^Tc)q_1^Tq_1 - (q_2^Tc)q_1^Tq_2

= q_1^Tc - (q_1^Tc) \cdot 1 - (q_2^Tc) \cdot 0 = q_1^Tc - q_1^Tc = 0

So c' is orthogonal to q_1.

Taking the dot product of q_2 and c' we have

q_2^Tc' = q_2^T \left[ c - (q_1^Tc)q_1 - (q_2^Tc)q_2 \right] = q_2^Tc - q_2^T(q_1^Tc)q_1 - q_2^T(q_2^Tc)q_2

= q_1^Tc - (q_1^Tc)q_1^Tq_1 - (q_2^Tc)q_1^Tq_2 = q_2^Tc - q_2^Tc = 0

So c' is also orthogonal to q_2.

NOTE: This continues a series of posts containing worked out exercises from the (out of print) book Linear Algebra and Its Applications, Third Edition by Gilbert Strang.

If you find these posts useful I encourage you to also check out the more current Linear Algebra and Its Applications, Fourth Edition, Dr Strang’s introductory textbook Introduction to Linear Algebra, Fifth Edition and the accompanying free online course, and Dr Strang’s other books.

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