I nedd to Weighted Gram_Schmidt orthogonalization for my work in
credibility.
I knew Gram_Schmidt orthogonalization, but not Weighted case.
I just find a method base on Weighted inner product but I am not sure
it's that I need.In this method I replaced inner product by W-inner
product in G-S orthogonalization.
Thanks for yuor attention.
=================================================================
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
http://jse.stat.ncsu.edu/
=================================================================