Bourbaki

Proposition 1

Tag 0DLK, permanent. Cite it as [Bourbaki, Tag 0DLK].

Algebra, chapter IX, § 6. Propriétés spéciales aux formes hermitiennes

Suppose that AA is a commutative field. Let Φ\Phi be a hermitian form on EE, and let (xn)(x_n) (n=1,2,…n = 1, 2, \ldots) be a sequence (finite or infinite) of linearly independent vectors of EE such that, for every nn, the subspace En=Ax1+⋯+AxnE_n = Ax_1 + \cdots + Ax_n is non-isotropic. Let DjnD_{jn} (j≤nj \leq n) be the cofactor of Φ(xj,xn)\Phi(x_j, x_n) in the matrix (Φ(xs,xt))(s,t=1,…,n)(\Phi(x_s, x_t))_{(s,t=1,\ldots,n)}. Then Dnn≠0D_{nn} \neq 0 for every nn. Put

en=∑j=1nDnn−1Djnxj. e_n = \sum_{j=1}^n D_{nn}^{-1} D_{jn} x_j.

Then, for every nn, (e1,…,en)(e_1, \ldots, e_n) is an orthogonal basis of EnE_n and we have

Φ(en,en)=Dnn−1Dn+1,n+1. \Phi(e_n, e_n) = D_{nn}^{-1} D_{n+1, n+1}.

Indeed, since the restriction of Φ\Phi to En−1E_{n-1} is non-degenerate, one has Dnn≠0D_{nn} \neq 0 (§ 2, prop. 3); note that D11=1D_{11} = 1 since the determinant of the empty matrix is equal to 1. Formulas (2) imply first that one has en≡xne_n \equiv x_n (mod. En−1E_{n-1}) for every nn, and hence that the ene_n are linearly independent, and that (e1,…,en)(e_1, \ldots, e_n) is a basis of EnE_n. For every j<nj < n, one has

Φ(en,xj)=Dnn−1∑k=1nDknΦ(xk,xj)=0 \Phi(e_n, x_j) = D_{nn}^{-1} \sum_{k=1}^n D_{kn} \Phi(x_k, x_j) = 0

(chap. III, § 6, no. 1, formula (12)); hence ene_n is orthogonal to En−1E_{n-1}, and in particular to eje_j for j<nj < n. On the other hand, one has

Φ(en,en)=Φ(en,∑j=1nDnn−1Djnxj)=Φ(en,xn)=Φ(∑j=1nDnn−1Djnxj,xn) \Phi(e_n, e_n) = \Phi(e_n, \sum_{j=1}^n D_{nn}^{-1} D_{jn} x_j) = \Phi(e_n, x_n) = \Phi(\sum_{j=1}^n D_{nn}^{-1} D_{jn} x_j, x_n)
=Dnn−1∑j=1nDjnΦ(xj,xn)=Dnn−1Dn+1,n+1 = D_{nn}^{-1} \sum_{j=1}^n D_{jn} \Phi(x_j, x_n) = D_{nn}^{-1} D_{n+1, n+1}

(chap. III, § 6, no. 1, formula (10)). This proves our assertions.

With the notation of prop. 1, we say that the sequence (en)(e_n) is obtained from the sequence (xn)(x_n) by the Gram-Schmidt orthogonalization process.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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