540 Chapter 19The matrix eigenvalue problem
It is always possible to find two linear combinations of the vectors that are
orthogonal. Letx
1
andx
2
be nonorthogonal vectors, withx
1
T
x
2
1 ≠ 10. Letx′
2
be the
linear combination
x′
2
1 = 1 x
2
1 − 1 cx
1
in which the parameter cis chosen such thatx′
2
be orthogonal tox
1
; that is,x
1
T
x′
2
1 = 10.
Then
x
1
T
x′
2
1 = 1 x
1
T
x
2
1 − 1 cx
1
T
x
1
1 = 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
2
andx
3
of Example 19.4(ii), belonging to the degenerate eigenvalue
λ 1 = 11 , are not orthogonal. We have, ignoring the arbitrary multiplersc
2
andc
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
12
1
3
1
1
1
1
6
1
1
2
=
=
−
,,′′ =−
x
3
1
2
1
1
0
211
121
112
′= ′ −
x
33
1
1
0
c
′=−
=
−
xx
xx
xx
x
33
23
22
1
1
2
3
T
T
−
−
=
−
9
6
1
1
2
12
12
0
xx xx
22 23
11 2
1
1
2
6112
TT
=−
−
(), ()==−
11
2
3
9
−
=
′=−
xx
xx
xx
x
22
12
11
1
T
T
c=
xx
xx
12
11
T
T