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Subsections
We have a set of independent vectors
. We want to convert it into a set of orthonormal vectors
by the GramSchmidt process.
The scalar product between vectors and will be noted
 Initialization ,
 Orthogonalisation

(13.15) 
We will take and transform
it into
by removing from the component of
parallel to all the previously determined .
 Normalisation

(13.16) 
 Loop increment . If go to step 2.
Algorithm 2.
 Initialization k=1;
 Normalisation

(13.17) 
 Orthogonalisation for to do:

(13.18) 
We will take the
which are left and remove from all of them the component parallel
to the current vector .
 Loop increment . If go to step 2.
Next: Notions of constrained optimization
Up: Annexes
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Frank Vanden Berghen
20040419