有维向量的集合
,如果在其上定义了加法运算和数乘运算,且对两种运算封闭,即运算结果仍属于此集合,则称
为向量空间,也称线性空间。对于任意的向量
,都有
则集合为向量空间。根据线性组合的定义,向量空间中任意向量的线性组合仍然属于此空间。
向量空间的极大线性无关组称为空间的基,基所包含的向量数称为空间的维数。
如果基向量相互正交
则称为正交基。如果向量基向量相互正交且长度均为1
则称为标准正交基。
给定一组线性无关的向量,可以根据它们构造出标准正交基,采用的方法是格拉姆-施密特正交化。给定一组非0且线性无关的向量,格拉姆-施密特正交化先构造出一组正交基
,然后将这组正交基进行标准化
。首先选择向量
做为第一个正交基,令
然后加入,构造
和
的线性组合,使得它与
正交
由于与
正交,因此有
解得
接下来加入,构造出
,是
和
的线性组合,使得它与
及
均正交
由于与
正交,因此有
而与
正交,
,因此可以解得
%22%20aria-hidden%3D%22true%22%3E%0A%20%3Cuse%20xlink%3Ahref%3D%22%23E1-MJMATHI-3B1%22%20x%3D%220%22%20y%3D%220%22%3E%3C%2Fuse%3E%0A%3Cg%20transform%3D%22translate(640%2C-150)%22%3E%0A%20%3Cuse%20transform%3D%22scale(0.707)%22%20xlink%3Ahref%3D%22%23E1-MJMAIN-33%22%3E%3C%2Fuse%3E%0A%20%3Cuse%20transform%3D%22scale(0.707)%22%20xlink%3Ahref%3D%22%23E1-MJMAIN-31%22%20x%3D%22500%22%20y%3D%220%22%3E%3C%2Fuse%3E%0A%3C%2Fg%3E%0A%20%3Cuse%20xlink%3Ahref%3D%22%23E1-MJMAIN-3D%22%20x%3D%221726%22%20y%3D%220%22%3E%3C%2Fuse%3E%0A%3Cg%20transform%3D%22translate(2504%2C0)%22%3E%0A%3Cg%20transform%3D%22translate(397%2C0)%22%3E%0A%3Crect%20stroke%3D%22none%22%20width%3D%222317%22%20height%3D%2260%22%20x%3D%220%22%20y%3D%22220%22%3E%3C%2Frect%3E%0A%3Cg%20transform%3D%22translate(60%2C842)%22%3E%0A%20%3Cuse%20xlink%3Ahref%3D%22%23E1-MJMATHI-78%22%20x%3D%220%22%20y%3D%220%22%3E%3C%2Fuse%3E%0A%20%3Cuse%20transform%3D%22scale(0.707)%22%20xlink%3Ahref%3D%22%23E1-MJMATHI-54%22%20x%3D%22809%22%20y%3D%22488%22%3E%3C%2Fuse%3E%0A%20%3Cuse%20transform%3D%22scale(0.707)%22%20xlink%3Ahref%3D%22%23E1-MJMAIN-33%22%20x%3D%22809%22%20y%3D%22-434%22%3E%3C%2Fuse%3E%0A%3Cg%20transform%3D%22translate(1170%2C0)%22%3E%0A%20%3Cuse%20xlink%3Ahref%3D%22%23E1-MJMATHI-75%22%20x%3D%220%22%20y%3D%220%22%3E%3C%2Fuse%3E%0A%20%3Cuse%20transform%3D%22scale(0.707)%22%20xlink%3Ahref%3D%22%23E1-MJMAIN-31%22%20x%3D%22809%22%20y%3D%22-213%22%3E%3C%2Fuse%3E%0A%3C%2Fg%3E%0A%3C%2Fg%3E%0A%3Cg%20transform%3D%22translate(60%2C-844)%22%3E%0A%20%3Cuse%20xlink%3Ahref%3D%22%23E1-MJMATHI-75%22%20x%3D%220%22%20y%3D%220%22%3E%3C%2Fuse%3E%0A%20%3Cuse%20transform%3D%22scale(0.707)%22%20xlink%3Ahref%3D%22%23E1-MJMATHI-54%22%20x%3D%22809%22%20y%3D%22488%22%3E%3C%2Fuse%3E%0A%20%3Cuse%20transform%3D%22scale(0.707)%22%20xlink%3Ahref%3D%22%23E1-MJMAIN-31%22%20x%3D%22809%22%20y%3D%22-435%22%3E%3C%2Fuse%3E%0A%3Cg%20transform%3D%22translate(1170%2C0)%22%3E%0A%20%3Cuse%20xlink%3Ahref%3D%22%23E1-MJMATHI-75%22%20x%3D%220%22%20y%3D%220%22%3E%3C%2Fuse%3E%0A%20%3Cuse%20transform%3D%22scale(0.707)%22%20xlink%3Ahref%3D%22%23E1-MJMAIN-31%22%20x%3D%22809%22%20y%3D%22-213%22%3E%3C%2Fuse%3E%0A%3C%2Fg%3E%0A%3C%2Fg%3E%0A%3C%2Fg%3E%0A%3C%2Fg%3E%0A%3C%2Fg%3E%0A%3C%2Fsvg%3E#card=math&code=%5Calpha%7B31%7D%3D%20%5Cfrac%7Bx_3%5ETu_1%7D%7Bu_1%5ETu_1%7D&id=BxxCn)
同理可得

以此类推,在加入时构造下面的线性组合

由于它与均正交,因此

而与
,
均正交,从而解得

