540 Chapter 19The matrix eigenvalue problem
It is always possible to find two linear combinations of the vectors that are
orthogonal. Letx
1andx
2be nonorthogonal vectors, withx
1Tx
21 ≠ 10. Letx′
2be the
linear combination
x′
21 = 1 x
21 − 1 cx
1in which the parameter cis chosen such thatx′
2be orthogonal tox
1; that is,x
1Tx′
21 = 10.
Then
x
1Tx′
21 = 1 x
1Tx
21 − 1 cx
1Tx
11 = 1 0if
and new vector is orthogonal tox
1. This is an example of the
widely-used Schmidt orthogonalizationmethod.
EXAMPLE 19.8Orthogonalization of vectors
The eigenvectorsx
2andx
3of Example 19.4(ii), belonging to the degenerate eigenvalue
λ 1 = 11 , are not orthogonal. We have, ignoring the arbitrary multiplersc
2andc
3,
Then
is orthogonal tox
2. Including an arbitrary multiplier, the new vector is
and, withx
2(andx
1), can now be normalized. The orthonormal eigenvectors of the
real symmetric matrix
are
0 Exercise 19
xx
121
3
1
1
1
1
6
1
1
2
=
=
−
,,′′ =−
x
31
2
1
1
0
211
121
112
′= ′ −
x
331
1
0
c
′=−
=
−
xx
xx
xx
x
33232211
2
3
TT
−
−
=
−
9
6
1
1
2
12
12
0
xx xx
22 2311 2
1
1
2
6112
TT=−
−
(), ()==−
11
2
3
9
−
=
′=−
xx
xx
xx
x
2212111TTc=
xx
xx
1211TT