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Orthonormal basis

In linear algebra, an orthonormal basis for an is a basis consisting of mutually orthogonal vectors, each of unit length. This structure ensures that the inner product of distinct basis vectors is zero, while the inner product of each vector with itself is one, providing a standardized framework for representing in the space. In finite-dimensional real or spaces, such as \mathbb{R}^n or \mathbb{C}^n, an orthonormal basis comprises exactly n that the space and satisfy these orthogonality and normalization conditions. Orthonormal bases are fundamental in many areas of and its applications because they simplify coordinate representations and computations involving inner products. For instance, the coordinates of any relative to an orthonormal basis are directly given by its inner products with the basis vectors, avoiding the need to solve linear systems. This property makes them essential for orthogonal , where the projection of a onto a is the sum of its projections onto the basis vectors. In , orthonormal bases underpin algorithms like the , which factorizes matrices into orthogonal and upper triangular components for solving systems and eigenvalue problems efficiently. Beyond finite dimensions, the concept extends to infinite-dimensional Hilbert spaces, where an orthonormal basis is a maximal orthonormal set—often countable—that spans the space in the sense of dense linear combinations. Such bases are crucial in and applications like , where they decompose functions into sums of orthogonal components for and partial differential equations. Additionally, in and , orthonormal bases facilitate the , representing self-adjoint operators via diagonalization in these bases. The use of orthonormal bases preserves norms and angles under linear transformations, leading to orthogonal or unitary matrices when expressed in such coordinates, which maintain the inner product structure.

Fundamentals

Definition

An is a equipped with an inner product, a that induces a and allows for notions of and between vectors. In such a space V, two vectors u and v are orthogonal if their inner product satisfies \langle u, v \rangle = 0, and a vector u is normalized if its \|u\| = \sqrt{\langle u, u \rangle} = 1. These concepts extend the familiar in Euclidean spaces to more general settings, assuming familiarity with basic properties like addition and . An orthonormal basis for an V is a basis \{e_i\} (indexed over some set, finite or infinite) such that the vectors are pairwise orthogonal and each has unit norm, formally expressed as \langle e_i, e_j \rangle = \delta_{ij}, where \delta_{ij} is the function that equals 1 if i = j and 0 otherwise. This condition ensures that the basis vectors are mutually perpendicular in the geometry defined by the inner product and scaled to length 1. In finite-dimensional spaces, such a basis is a special case of a Hamel basis (also called an algebraic basis), which is a linearly spanning set for V over the , with the additional properties that simplify many computations involving projections and expansions. In infinite-dimensional Hilbert spaces, an orthonormal basis is instead a maximal orthonormal set whose closed is dense in V, not a Hamel basis. Orthonormal sets, which satisfy the same inner product condition but may not span the entire space, form the building blocks for constructing orthonormal bases.

Orthonormal sets

In an , an orthonormal set is a collection of vectors \{e_i\}_{i \in I} such that \langle e_i, e_j \rangle = \delta_{ij} for all i, j \in I, where \delta_{ij} is the (equal to 1 if i = j and 0 otherwise). This means the vectors are pairwise orthogonal and each has unit norm, but the set need not span the entire space, distinguishing it from an orthonormal basis. Orthonormal sets possess several key properties. They are automatically linearly independent: if \sum c_k e_k = 0 for scalars c_k, then taking inner products with each e_j yields c_j = 0. A maximal orthonormal set is one that cannot be properly extended by adding another nonzero while preserving orthonormality; equivalently, its is \{0\}, so every nonzero in the has a nonzero inner product with at least one basis vector. In infinite-dimensional contexts, the term orthonormal system is often used synonymously with orthonormal set, particularly to emphasize indexed families \{e_i\}_{i \in I} where the index set I may be uncountable. Bessel's inequality states that for any orthonormal set \{e_i\} and any v in the , \sum_i |\langle v, e_i \rangle|^2 \leq \|v\|^2, with equality if v is in the closed of \{e_i\}. In particular, equality holds when v is a finite of the e_i. Orthonormal sets serve as building blocks for expansions, and when they span the full , they form orthonormal bases.

Properties

Key formulas

In an inner product space equipped with an orthonormal basis \{e_i\}_{i \in I}, any vector v \in V admits a unique coordinate expansion v = \sum_{i \in I} \langle v, e_i \rangle e_i, where the sum converges in the finite-dimensional case and in norm for Hilbert spaces. This representation simplifies computations by expressing vectors in terms of their projections onto the basis vectors. A fundamental consequence is Parseval's identity, which for a Hilbert space states that \|v\|^2 = \sum_{i \in I} |\langle v, e_i \rangle|^2, preserving the norm through the squared magnitudes of the coefficients and equating total energy to the sum of energies in each basis direction. The inner product between two vectors u, v \in V can likewise be reconstructed from their coordinates: \langle u, v \rangle = \sum_{i \in I} \langle u, e_i \rangle \langle e_i, v \rangle, or equivalently in complex spaces, \langle u, v \rangle = \sum_{i \in I} \langle u, e_i \rangle \overline{\langle v, e_i \rangle}, reducing the bilinear form to a sum over scalar products of coefficients. When changing from one orthonormal basis \{e_i\} to another \{f_j\}, the coefficients transform via an orthogonal (or unitary) matrix P whose entries are P_{ji} = \langle f_j, e_i \rangle, such that the new coefficients are [\alpha']_j = \sum_i P_{ji} \alpha_i, preserving orthonormality and inner products under the basis shift.

Orthogonality and normalization

Orthonormality in a equipped with an inner product is characterized by two properties: , where the inner product of distinct basis vectors is zero, and , where each basis vector has unit norm. These properties ensure that the basis vectors are pairwise and of equal length, simplifying computations involving projections and expansions. The interaction of these properties with linear operations is fundamental to their utility in linear algebra. A key preservation property arises under unitary transformations. A linear operator represented by a matrix U is unitary if it satisfies U^* U = I, where U^* is the adjoint (conjugate transpose) and I is the identity matrix; such operators preserve inner products, meaning \langle U \mathbf{v}, U \mathbf{w} \rangle = \langle \mathbf{v}, \mathbf{w} \rangle for all vectors \mathbf{v}, \mathbf{w}. Consequently, if \{\mathbf{e}_i\} is an orthonormal basis, then \{ U \mathbf{e}_i \} forms another orthonormal basis, as the transformed vectors maintain zero inner products between distinct elements and unit norms. This preservation reflects the geometric interpretation of unitary transformations as rotations (possibly with reflections) that do not distort angles or lengths. The implications of extend to the spectral properties of operators. For operators on a finite-dimensional H, the guarantees that there exists an orthonormal basis consisting entirely of eigenvectors. Specifically, if A \in L(H) is (i.e., A = A^*), then H admits an orthonormal basis \{\mathbf{e}_i\} such that A \mathbf{e}_i = \lambda_i \mathbf{e}_i for real eigenvalues \lambda_i, allowing in this basis. This result underscores the role of in enabling the of operators into simple, non-mixing components along perpendicular directions. Normalization plays a crucial role in converting non-normalized bases to orthonormal ones, particularly when starting from an orthogonal set. For an orthogonal basis \{\mathbf{v}_i\} where \langle \mathbf{v}_i, \mathbf{v}_j \rangle = 0 for i \neq j but \|\mathbf{v}_i\| \neq 1, the scaling factor for each vector is the reciprocal of its norm: define \mathbf{e}_i = \frac{\mathbf{v}_i}{\|\mathbf{v}_i\|}. This adjustment ensures \|\mathbf{e}_i\| = 1 while preserving orthogonality, as the inner product \langle \mathbf{e}_i, \mathbf{e}_j \rangle = \frac{\langle \mathbf{v}_i, \mathbf{v}_j \rangle}{\|\mathbf{v}_i\| \|\mathbf{v}_j\|} = 0 for i \neq j. The scaling factors \frac{1}{\|\mathbf{v}_i\|} thus directly quantify the deviation from unit length, facilitating the transition to an orthonormal framework without altering directional properties. Orthonormal bases also induce natural bases for subspaces and their orthogonal complements. Given an inner product space V with orthonormal basis \{\mathbf{e}_1, \dots, \mathbf{e}_n\}, if a subspace U \subseteq V is spanned by \{\mathbf{e}_1, \dots, \mathbf{e}_k\}, then this subset forms an orthonormal basis for U, and the remaining vectors \{\mathbf{e}_{k+1}, \dots, \mathbf{e}_n\} form an orthonormal basis for the orthogonal complement U^\perp = \{ \mathbf{x} \in V \mid \langle \mathbf{x}, \mathbf{u} \rangle = 0 \ \forall \mathbf{u} \in U \}. This decomposition satisfies V = U \oplus U^\perp, with U \cap U^\perp = \{\mathbf{0}\}, highlighting how orthonormality naturally partitions the space into mutually perpendicular components.

Construction and Existence

Gram-Schmidt orthogonalization

The Gram-Schmidt orthogonalization process, named after Jørgen Pedersen Gram (who introduced related ideas in 1883 for problems) and (who formalized the recursive algorithm in 1907 as part of his work on solving linear integral equations), provides an explicit constructive method to obtain an orthonormal basis from any linearly independent set in an , thereby demonstrating the existence of such bases in finite-dimensional settings. In the finite-dimensional case, consider a linearly set \{v_1, v_2, \dots, v_n\} in an V of n. The process proceeds iteratively as follows:
  • Set u_1 = v_1 and e_1 = \frac{u_1}{\|u_1\|}, assuming \|u_1\| \neq 0.
  • For each k = 2, 3, \dots, n, u_k = v_k - \sum_{i=1}^{k-1} \langle v_k, e_i \rangle e_i, and then e_k = \frac{u_k}{\|u_k\|}, where \|u_k\| \neq 0 is guaranteed by linear independence.
This yields the orthonormal set \{e_1, e_2, \dots, e_n\}. To verify orthonormality, proceed by on k. The base case k=1 is trivial since \|e_1\| = 1. Assume \{e_1, \dots, e_{k-1}\} is orthonormal. For the k-th step, \langle e_i, u_k \rangle = \langle e_i, v_k \rangle - \sum_{j=1}^{k-1} \langle v_k, e_j \rangle \langle e_i, e_j \rangle = 0 for all i < k by the projection formula and orthonormality of the previous vectors. Thus, u_k is orthogonal to each e_i (i < k), and normalization ensures \langle e_k, e_k \rangle = 1 and \langle e_i, e_k \rangle = 0 for i < k. The induction completes, confirming \{e_1, \dots, e_n\} is orthonormal. To establish that \{e_1, \dots, e_n\} spans the same subspace as \{v_1, \dots, v_n\}, again use induction. For k=1, the spans match trivially. Assume the spans of \{e_1, \dots, e_{k-1}\} and \{v_1, \dots, v_{k-1}\} coincide. Then u_k \in \operatorname{[span](/page/Span)}\{v_1, \dots, v_k\} by construction, so e_k \in \operatorname{[span](/page/Span)}\{v_1, \dots, v_k\}. Moreover, \operatorname{[span](/page/Span)}\{e_1, \dots, e_k\} = \operatorname{[span](/page/Span)}\{e_1, \dots, e_{k-1}, u_k\} \subseteq \operatorname{[span](/page/Span)}\{v_1, \dots, v_k\}. For the reverse inclusion, note that linear independence of \{v_1, \dots, v_n\} implies \|u_k\| > 0, so \{e_1, \dots, e_k\} is linearly independent (as an orthonormal set) and has the same as \operatorname{[span](/page/Span)}\{v_1, \dots, v_k\}, hence equal spans. The full set \{e_1, \dots, e_n\} thus forms an orthonormal basis for V. For infinite-dimensional separable Hilbert spaces, the Gram-Schmidt process adapts to a countable linearly independent set \{v_1, v_2, \dots \} whose linear span is dense in the space H. Define the partial orthonormal sets \{e_1, \dots, e_n\} as in the finite case for each finite n; by the finite-dimensional argument, each partial set is orthonormal and spans the same finite-dimensional subspace as \{v_1, \dots, v_n\}. The infinite set \{e_n\}_{n=1}^\infty is then orthonormal in H, and its span is dense in H because the spans of the partial sets approximate the dense span of the v_n. Convergence considerations arise in applications, such as the strong convergence of partial sums \sum_{i=1}^n \langle x, e_i \rangle e_i to x for any x \in H (Bessel's inequality and Parseval's identity hold under completeness). This construction, rooted in Schmidt's original infinite-dimensional context, yields an orthonormal basis for H. The resulting orthonormal basis from the Gram-Schmidt process is unique up to the choices made in at each step, specifically multiplication by unit-modulus scalars (phases) in spaces or (\pm 1) in real spaces, as the orthogonal directions are fixed by the projection subtractions, but the orientation of each e_k allows such freedom.

Existence in inner product spaces

In finite-dimensional inner product spaces, every such space admits an orthonormal basis, which can be constructed from any basis using the Gram-Schmidt orthogonalization process. Hilbert spaces, defined as complete inner product spaces, always possess an orthonormal basis. The proof relies on Zorn's lemma applied to the partially ordered set of orthonormal subsets, yielding a maximal orthonormal set that is total in the space, meaning its closed linear span equals the entire Hilbert space. A Hilbert space is separable—meaning it contains a countable dense subset—if and only if it has a countable orthonormal basis. In arbitrary inner product spaces, which need not be complete, the existence of an orthonormal Hamel basis (an algebraic basis consisting of orthonormal vectors) follows from the , which guarantees a Hamel basis for any that can then be orthonormalized. However, non-complete inner product spaces, also known as pre-Hilbert spaces, may lack a Schauder basis, a type of topological basis where every element is an infinite of basis vectors converging in the norm.

Examples

Finite-dimensional Euclidean spaces

In finite-dimensional spaces, the provides a fundamental example of an orthonormal basis. For \mathbb{R}^n equipped with the standard \langle \mathbf{x}, \mathbf{y} \rangle = \sum_{i=1}^n x_i y_i, the vectors \mathbf{e}_i (where \mathbf{e}_1 = (1, 0, \dots, 0), \mathbf{e}_2 = (0, 1, \dots, 0), up to \mathbf{e}_n = (0, 0, \dots, 1)) satisfy \langle \mathbf{e}_i, \mathbf{e}_j \rangle = \delta_{ij}, making them orthonormal and forming a basis for the entire space. This canonical basis simplifies coordinate representations and is widely used in linear algebra computations. In \mathbb{R}^2, the \{(\mathbf{e}_1, \mathbf{e}_2) = \{(1,0), (0,1)\}\} can be contrasted with rotated versions to illustrate the flexibility of orthonormal bases. For a by \theta, the basis \{(\cos \theta, \sin \theta), (-\sin \theta, \cos \theta)\} preserves orthonormality under the , as the inner products remain \delta_{ij}. More generally, the columns of any n \times n Q (satisfying Q^T Q = I) form an orthonormal basis for \mathbb{R}^n, enabling transformations like rotations that maintain lengths and s. Practical applications arise in discretizations of continuous problems. For instance, the discretized basis on the unit circle, sampled at N equally spaced points, yields an orthonormal basis for \mathbb{R}^N (or \mathbb{C}^N) consisting of vectors derived from complex exponentials e^{2\pi i k j / N} for k, j = 0, \dots, N-1, normalized appropriately; this basis underpins the for signal analysis. Similarly, in approximation theory, the first n normalized \tilde{P}_k(x) = \sqrt{\frac{2k+1}{2}} P_k(x) on [-1,1], with respect to the inner product \langle f, g \rangle = \int_{-1}^1 f(x) g(x) \, dx, form an orthonormal basis for the n-dimensional space of polynomials of degree less than n, useful for spectral methods and . These examples highlight how orthonormal bases adapt classical orthogonal systems to finite-dimensional settings for computational efficiency.

Infinite-dimensional Hilbert spaces

In infinite-dimensional Hilbert spaces, orthonormal bases play a crucial role in representing elements through series expansions, with the completeness of the space ensuring in . A prominent example is the space L^2[0, 2\pi] of square-integrable complex-valued functions on the interval [0, 2\pi], equipped with the inner product \langle f, g \rangle = \int_0^{2\pi} f(\theta) \overline{g(\theta)} \, d\theta. The set \left\{ \frac{e^{i n \theta}}{\sqrt{2\pi}} \right\}_{n \in \mathbb{Z}} forms a countable orthonormal basis for this space, known as the standard basis, where each basis function has unit and distinct elements are orthogonal. Any function f \in L^2[0, 2\pi] can be uniquely expanded as f(\theta) = \sum_{n=-\infty}^{\infty} c_n \frac{e^{i n \theta}}{\sqrt{2\pi}}, with coefficients c_n = \langle f, \frac{e^{i n \theta}}{\sqrt{2\pi}} \rangle, and the series converges in the L^2 . Another fundamental example is the sequence space \ell^2, consisting of square-summable complex sequences \{a_n\}_{n=1}^{\infty} with inner product \langle \{a_n\}, \{b_n\} \rangle = \sum_{n=1}^{\infty} a_n \overline{b_n}. The standard orthonormal basis is given by the unit vectors \{e_n\}_{n=1}^{\infty}, where e_n has a 1 in the nth position and 0 elsewhere, satisfying \langle e_m, e_n \rangle = \delta_{mn}. Every element \{a_n\} \in \ell^2 admits the expansion \{a_n\} = \sum_{n=1}^{\infty} a_n e_n, converging in the \ell^2 norm, which highlights the countable nature of the basis in separable Hilbert spaces. Parseval's identity applies here, equating the norm squared to the sum of the squared coefficients. Orthonormal bases also arise in the spectral theory of operators on Hilbert spaces. For a compact self-adjoint operator T on a separable Hilbert space such as \ell^2, the spectral theorem guarantees the existence of a countable orthonormal eigenbasis \{v_n\}_{n=1}^{\infty} consisting of eigenvectors of T, with real eigenvalues \lambda_n satisfying \lambda_n \to 0 if infinitely many are nonzero. In this basis, T is diagonalized, so T v_n = \lambda_n v_n, allowing representation of T via an infinite diagonal matrix, as in the diagonalization of multiplication operators on \ell^2. Non-separable Hilbert spaces admit uncountable orthonormal bases, contrasting with the countable bases in separable cases. A example is \ell^2(\Gamma) for an uncountable \Gamma, the space of functions f: \Gamma \to \mathbb{C} with f(\gamma) = 0 for all but countably many \gamma \in \Gamma and \sum_{\gamma \in \Gamma} |f(\gamma)|^2 < \infty, endowed with inner product \langle f, g \rangle = \sum_{\gamma \in \Gamma} f(\gamma) \overline{g(\gamma)}. The set \{e_\gamma\}_{\gamma \in \Gamma}, where e_\gamma(\delta) = \delta_{\gamma \delta}, forms an uncountable orthonormal basis, and the space is complete but non-separable since no countable dense subset exists.

Advanced Topics

Basis choice as isomorphism

In inner product spaces, the choice of an orthonormal basis establishes a unitary between the V and a standard coordinate , such as \mathbb{C}^n for finite-dimensional cases or \ell^2 for separable infinite-dimensional Hilbert spaces. Specifically, given an orthonormal basis \{e_i\} for V, the map sending each basis vector e_i to the vector in the coordinate preserves inner products and thus defines a , which is an and a linear . This equivalence implies that any two Hilbert spaces of the same dimension are unitarily isomorphic via such a basis selection, highlighting the role of orthonormal bases in classifying inner product structures up to . The unitary group U(V), consisting of all unitary operators on V, acts on the set of ordered orthonormal bases by left multiplication: for a unitary U \in U(V) and basis \{e_i\}, the new basis is \{U e_i\}, which remains orthonormal due to the preservation of inner products. This action is transitive, meaning any orthonormal basis can be mapped to any other by some element of U(V), as the group connects all such bases through inner-product-preserving transformations. Fixing an orthonormal basis yields the coordinate of operators on V, where linear maps are expressed as matrices relative to the coordinate space, facilitating computations and diagonalizations in and . While orthonormal bases provide exact, minimal spanning sets for reconstruction, they contrast with overcomplete , which are redundant systems allowing stable but non-unique expansions, though the perspective here is confined to bases.

Orthonormal bases as principal homogeneous spaces

The set of all ordered orthonormal bases of an V, often denoted \mathcal{B}(V), forms a under the action of the U(V). The group U(V) acts on \mathcal{B}(V) by applying the to each basis vector: for U \in U(V) and an ordered basis (e_i)_{i \in I}, the image is (U e_i)_{i \in I}. This action is free, as the only unitary fixing a given basis is the identity operator, and transitive, since any two ordered orthonormal bases are related by a unique unitary operator mapping one to the other. As a consequence, \mathcal{B}(V) is a principal U(V)-bundle over a single point, with the fiber over the fixed base point (e.g., a canonical basis) identified with U(V) itself via the right action. More generally, the structure endows \mathcal{B}(V) with the properties of a , where the stabilizer of any point is trivial, ensuring the action's freeness. This framework highlights the uniformity of orthonormal bases up to unitary equivalence, central to and . In finite dimensions, for V = \mathbb{R}^n equipped with the standard inner product, \mathcal{B}(\mathbb{R}^n) is the V_n(\mathbb{R}^n), which is diffeomorphic to the O(n). The right action of O(n) on itself by realizes \mathcal{B}(\mathbb{R}^n) as a , with the reflecting the compact of O(n). For infinite-dimensional Hilbert spaces, the construction holds algebraically for separable cases, where \mathcal{B}(H) is transitive under U(H), but topological challenges arise in non-separable Hilbert spaces due to the lack of a countable basis and the non-Polish topology of U(H); nevertheless, the persists in the algebraic sense for Hilbert spaces admitting orthonormal bases.

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