quick math question...

eLiu

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Jun 4, 2001
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Is it possible to orthogonalize a "basis" of a function space? Like sin/cos (edit: in the fourier sense) form an orthogonal basis for the space of L^2 functions (i think)

i.e. with vector spaces, we can apply the gram-schmidt process (or whatever other orthogonalization algorithm you like) to turn n linearly independent vectors into n orthonormal vectors.

Is there a Gram-Schmidt analogue for functional bases?

sorry if this sounds stupid...i havent had any formal exposure to what I'm starting to call "continuous linear algebra"
 

kogase

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Sep 8, 2004
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Originally posted by: eLiu
sorry if this sounds stupid...

Understatement of the year! This is the most idiotic thing I've ever read. If I only could understand half the words I'm sure it would be that much stupider.
 

eLiu

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Jun 4, 2001
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Originally posted by: kogase
Originally posted by: eLiu
sorry if this sounds stupid...

Understatement of the year! This is the most idiotic thing I've ever read. If I only could understand half the words I'm sure it would be that much stupider.

:p
 

eLiu

Diamond Member
Jun 4, 2001
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Well I finally figured this one out.

There is a generalized "Gram-Schmidt" process for orthogonalizing linearly independent functions. The process is basically the same in concept (but more complex in execution as now we need the L^2 inner product instead of the "standard" inner product) to the GS orthogonalization process for linearly independent vectors. Very cool.
 

RaynorWolfcastle

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Feb 8, 2001
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Originally posted by: eLiu
Is it possible to orthogonalize a "basis" of a function space? Like sin/cos (edit: in the fourier sense) form an orthogonal basis for the space of L^2 functions (i think)

i.e. with vector spaces, we can apply the gram-schmidt process (or whatever other orthogonalization algorithm you like) to turn n linearly independent vectors into n orthonormal vectors.

Is there a Gram-Schmidt analogue for functional bases?

sorry if this sounds stupid...i havent had any formal exposure to what I'm starting to call "continuous linear algebra"
I vaguely remember doing something like that to generate the Legendre polynomials, fortunately I haven't touched that in a couple years and will never have to do anything of the kind again :D
 

eLiu

Diamond Member
Jun 4, 2001
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Originally posted by: RaynorWolfcastle
Originally posted by: eLiu
Is it possible to orthogonalize a "basis" of a function space? Like sin/cos (edit: in the fourier sense) form an orthogonal basis for the space of L^2 functions (i think)

i.e. with vector spaces, we can apply the gram-schmidt process (or whatever other orthogonalization algorithm you like) to turn n linearly independent vectors into n orthonormal vectors.

Is there a Gram-Schmidt analogue for functional bases?

sorry if this sounds stupid...i havent had any formal exposure to what I'm starting to call "continuous linear algebra"
I vaguely remember doing something like that to generate the Legendre polynomials, fortunately I haven't touched that in a couple years and will never have to do anything of the kind again :D

Yeah there are loads of different ways to generate orthogonal polynomials...I think this process makes the 3rd or 4th one I'm aware of. woohoo for my dorkiness :/

But I guess legendre is the easiest since the associated weight function is just 1...instead of something nuts like sqrt(1-x^2).
 

eLiu

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Jun 4, 2001
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Originally posted by: eigen
God, I am happy I study discrete math and not analysis.

oh it's not that bad...besides this is only like pseudo-analysis...im looking into this for some PDE stuff, not really for the sake of proving anything. I took a real analysis class...it was hard...I'm staying away.
 

eigen

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Nov 19, 2003
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Originally posted by: eLiu
Originally posted by: eigen
God, I am happy I study discrete math and not analysis.

oh it's not that bad...besides this is only like pseudo-analysis...im looking into this for some PDE stuff, not really for the sake of proving anything. I took a real analysis class...it was hard...I'm staying away.

Look dude If its not graphs and counting arguements I am lost.