Page 249 - A Course in Linear Algebra with Applications
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7.3:  Orthonormal  Sets  and  the  Gram-Schmidt  Process  233


        The  final  vector  in  the  orthonormal  basis  of  S  is  therefore



                 Y*




        Example     7.3.6
        Find  an  orthonormal  basis  of the  inner  product  space  P3 (R)
        where  <  f,g  >  is  defined  to  be  J_ 1  f(x)g(x)dx.
                                                       2
             We begin with the standard   basis {1, x,  x }  of Pa(R)  and
        then  use the  Gram-Schmidt  process to  construct  an  orthonor-
        mal  basis  {/1,  fa, fa}.  Since  ||1||  =  y{J_ l  x)  =  \/2, the  first
        member   of the  basis  is

                               1  -   1  1 -  1


        Next  <x,f x>   =  f^(x/V2)dx     =  0, so p x  =<  x, 1>f 1  =  0.
                                                           f
        Hence




                              2
        since  ||x||  =  y/(f_ 1  x dx)  =  w | .
                                                             2
             Continuing  the  procedure,  we  find  that  <  x ,  fi  >  =
                                                     2
                                                                       2
                       2
        x/2/3  and  <  x ,  f 2  >  =  0.  Hence  p 2  = <  x ,  /1  > i +  <  x ,
                                                              /
        H  >  H   —  1/3,  and  so  the  final  vector  of  the  orthonormal
        basis  is
                   U  =      -     (x 2  --)  =  ^(x 2  -  -)


        Consequently   the  polynomials

                        1                  3    2   1
                               ^ . a n d     *    -   " !
                       V2'   V 2                2V2
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