Least Squares Problems in Orthornormalization

Publication date: 28 October 2012

Abstract: For any

n

-tuple

(a l p h a_{1}, ..., a l p h a_{n})

of linearly independent vectors in Hilbert space

H

, we construct a unique orthonormal basis

(e p s i l o n_{1}, ..., e p s i l o n_{n})

of

s p a n a l p h a_{1}, ..., a l p h a_{n}

satisfying:

sum_{i=1}^n|epsilon_i-alpha_i|^2lesum_{i=1}^n|�eta_i-alpha_i|^2

for all orthonormal basis

of

s p a n a l p h a_{1}, ..., a l p h a_{n}

. We study the stability of the orthornormalization and give some applications and examples.

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