Mathematics — Linear Algebra · gram-schmidt-procedure
Problem
Suppose V is a real inner product space and v1,…,vm is a linearly independent list of vectors in V. Prove that there exist exactly 2m orthonormal lists e1,…,em of vectors in V such that
span(v1,…,vk)=span(e1,…,ek)
for all k∈{1,…,m}.