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The proof that Every Hilbert space has orthogonal basis requires Zorn's Lemma. But if the Hilbert Space is finite dimensional, does it still require? If it doesn't, how could I prove in simple terms that Every finite dimensional Hilbert space has orthogonal basis? Thanks!

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Here is a proof that an orthonormal basis exists without using Gramm-Schmidt. We proceed by induction on $n$, the dimension of the Hilbert space $H$. If $n=1$, then we choose our basis to consist of a single vector with norm 1.

Now for the inductive step. Let $H$ be an $n$ dimensional Hilbert space. Choose $v\in H$ of norm 1. Let $H'=\{w\in H\mid \langle v,w\rangle=0\}$. Then $H'$ is a Hilbert space of dimension $n-1$. By induction, it has an orthonormal basis $\{v_1,\ldots,v_{n-1}\}$. Now it's easy to check that the the set $\{v,v_1,\ldots,v_{n-1}\}$ is orthonormal. It is therefore a basis for $H$ as it is linearly independent and contains $n$ elements.

Edit in response to a comment: By definition, a Hilbert space $H$ is a vector space with an inner product in which the distance defined by the inner product makes $H$ into a complete metric space. It's clear that $H'$ is a vector space with an inner product. Also, $\langle v, \_ \rangle\colon H\to \mathbb{R}$ is continuous, so $H'$ is the inverse image of a closed set ($\{0\}$) under a continuous function, making $H'$ closed. Closed subsets of complete metric spaces are complete. It's straightforward to verify that the distance defined by the restricted inner product agrees on $H'$ with the distance defined on $H$. So the only thing that remains is to verify that $H'$ has dimension $n-1$; that is a fact about vector spaces and has nothing to do with Hilbert spaces.

D Wiggles
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