Gram-Schmidt Orthonormalization

The orthonormalization algorithm proposed by Gram-Schmidt makes it possible to define the existence of orthonormal bases in a space by constructing them.

From a set of vectors $ \vec{v_i} $ and its corresponding orthonormal basis, composed of the vectors $ \vec{e_i} $, then the Gram-Schmidt algorithm consists in calculating the orthogonal vectors $ \vec{u_i} $ which will allow to obtain the orthonormal vectors $ \vec{e_i} $ whose components are the following (the operator . is the scalar product on the vector space)

$$ \vec{u_1} = \vec{v_1} \ , \quad \vec{e_1} = \frac{ \vec{u_1} } { \| \vec{u_1} \| } $$

$$ \vec{u_2} = \vec{v_2} - \frac{ \vec{u_1} . \vec{v_2} }{ \vec{u_1} . \vec{u_1} } \vec{u_1} \ , \quad \vec{e_2} = \frac{ \vec{u_2} } { \| \vec{u_2} \| } $$

$$ \vec{u_3} = \vec{v_3} - \frac{ \vec{u_1} . \vec{v_3} }{ \vec{u_1} . \vec{u_1} } \vec{u_1} - \frac{ \vec{u_2} . \vec{v_3} }{ \vec{u_2} . \vec{u_2} } \vec{u_2} \ , \quad \vec{e_3} = \frac{ \vec{u_3} } { \| \vec{u_3} \| } $$

$$ \vec{u_k} = \vec{v_k} - \sum_{j=1}^{k-1} { \frac{ \vec{u_j} . \vec{v_k} }{ \vec{u_j} . \vec{u_j} } \vec{u_j} } \ , \quad \vec{e_k} = \frac{ \vec{u_k} } { \| \vec{u_k} \| } $$