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Oxford Linear Algebra: Gram-Schmidt Process

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Links to the other videos mentioned:
As with all modules on ProPrep, each set of videos contains lectures, worked examples and full solutions to all exercises.
The video begins with a reminder of the definition of an orthonormal set, before introducing the 3 steps of the Gram-Schmidt Process. Step 1: normalise the first vector from a linearly independent set. Step 2: subtract the projection of the first orthonormal vector from the second vector in the linearly independent set, then normalise. Step 3: repeat step 2 for each of the remaining vectors.
Step 2 is explored in more detail through a direct calculation of the inner product and an explicit example in the 2D plane, including a visualisation of the projection map.
The video ends with a fully worked example of computing an orthonormal set in the polynomial inner product space where the inner product is defined via an integral.
Watch the other videos from the Oxford Linear Algebra series at the links below.
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