Let wj(j) be the vectors in the stable Gram-Schmidt algorithm (5.28). Prove that the coefficients in (5.23)

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Let wj(j) be the vectors in the stable Gram-Schmidt algorithm (5.28). Prove that the coefficients in (5.23) are given by rji = ||wi(i)||, and rij = (wj(i), ui) for i < j.
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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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