Gram-Schmidt orthogonalization would only use the first M vectors to generate a basis of size M x M.
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My question is: given an M x N matrix, is there a way to produce an orthogonal set of N vectors of length M, where M < N – Jack Jun 23 '13 at 02:58
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Hint: A set of orthogonal vectors is linearly independent. Think about a basis for the space.
Ross Millikan
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