Gram-Schmidt linear algebra help

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SUMMARY

The discussion focuses on the application of the Gram-Schmidt process in the context of Hilbert spaces, specifically for finding the distance between the polynomial function f(x) = x² and the subspace spanned by {1, x}. The user initially calculates projections p₁ and p₂ using an incorrect normalization, leading to an erroneous distance calculation of 8.37 instead of the expected 2. The key insight provided by another participant emphasizes the need to eliminate square roots in the projections to achieve correct results, aligning with the inner product defined as (f,g) = ∫₀^∞ f(x)̅g(x)e⁻ˣdx.

PREREQUISITES
  • Understanding of Gram-Schmidt orthogonalization
  • Familiarity with inner product spaces and Hilbert spaces
  • Knowledge of complex polynomials and their properties
  • Basic integration techniques, particularly improper integrals
NEXT STEPS
  • Review the Gram-Schmidt process in the context of Hilbert spaces
  • Study the properties of inner products in polynomial spaces
  • Learn about projection operators in linear algebra
  • Practice calculating distances in Hilbert spaces using various inner products
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Students and educators in linear algebra and functional analysis, particularly those studying Hilbert spaces and the Gram-Schmidt process. This discussion is also beneficial for anyone seeking to deepen their understanding of polynomial projections and inner product spaces.

Hjensen
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I'm taking a course on Hilbert spaces, but this falls more into the category of linear algebra. If we consider V, the space of polynomials with complex coefficients from \mathbb{R} to \mathbb{C}. Then, for f,g\in V, define

(f,g)=\int_{0}^{\infty}f(x)\bar{g(x)}e^{-x}dx​

I'm asked to find the distance between f(x)=x^2 and the subset of V spanned by \{1,x\}. I am told the distance is 2, but I can't seem to get it right. I am using Gram-Schmidt - which I'm told should work - but I must have a mistake somewhere. If anyone could point it out, I'd be very grateful. I am using the notation of S.J Leon from his book on linear algebra. All integrals are from 0 to \infty:

x_1=1
x_2=x

u_1=\frac{x_1}{\| x_1\|}=\frac{1}{\sqrt{\int e^{-x}dx}}=1

The first projection:

p_1=(x_2,u_1)u_1=(x,1)=\sqrt{\int xe^{-x}dx}=1

u_2=\frac{1}{\|x_2-p_1 \|}(x_2-p_1)=\frac{x-1}{\sqrt{\int (x-1)(x-1)e^{-x}dx}}=x-1

For calculating the distance to x² I shall be needing:

p_2=(x^2,u_1)u_1+(x^2,u_2)u_2=\sqrt{\int x^2e^{-x}dx}+(x-1)\sqrt{\int x^2(x-1)e^{-x}dx}=\sqrt{2}+2(x-1)

Now I'd think - and I could be wrong - that the desired distance can be found as the squareroot of

\| x^2-p_2\|=\int (x^2-2x+2-\sqrt{2})^2e^{-x}dx

but calculating the integral gives me 8.37 and not 4. I don't know whether I've misunderstood something or simply made a miscalculation, but I can't seem to find the error. If anyone could give a helping hand I'd appreciate it.
 
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Unless your inner product is different than you defined it, you shouldn't have those square roots in your projections p1 and p2. (Clearly it doesn't matter for p1, but the principle is the same). If you eliminate those, everything works out fine.
 

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