Stat 5102 Notes: Gram-Schmidt
Stat 5102 Notes: Gram-Schmidt
Stat 5102 Notes: Gram-Schmidt
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The matrix whose rows are these vectors<br />
⎛<br />
⎜<br />
A = ⎜<br />
⎝<br />
1 1 1 1<br />
2 2 2 2<br />
√3 12<br />
− 1 √<br />
12<br />
− 1 √<br />
12<br />
− 1 √<br />
12<br />
0 √6 2 − 1 √<br />
6<br />
− 1 √<br />
6<br />
0 0 √2 1 − 1 √<br />
2<br />
is one possibility for the A that is used in the proof if the big theorem in<br />
Section 7.4 of DeGroot and Schervish.<br />
6<br />
⎞<br />
⎟<br />
⎠
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