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Gram matrix

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In systems theory and linear algebra, a Gramian matrix is a real symmetric matrix that can be used to test for linear independence of functions. The Gramian matrix of a set of functions { l i ( ) , i = 1 , , n } {\displaystyle \{l_{i}(\cdot ),\,i=1,\dots ,n\}} is defined as

G = [ G i j ] , G i j = t 0 t f l i ( τ ) l j ( τ ) d τ {\displaystyle G=,\,\,G_{ij}=\int _{t_{0}}^{t_{f}}l_{i}(\tau )l_{j}(\tau )\,d\tau }

If the functions are linearly independent, then G {\displaystyle G} is nonsingular. Its determinant is known as the Gram determinant.

In fact this is a special case of a quantitative measure of linear independence of vectors, available in any Hilbert space.

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