The Gram matrix
of real vectors
, ...,
in
is the matrix of their inner
products,
|
(1)
|
where the superscript
denotes the transpose. If
has these vectors as its columns,
then
|
(2)
|
Consequently,
is a positive semidefinite matrix,
its matrix rank is the dimension
of the span of the vectors,
and it is a positive definite matrix iff the vectors are linearly
independent. The Gram matrix determines the vectors
in
up to an orthogonal
transformation.
The singular value decomposition shows that the eigenvalues of are the squared singular
values of
, together with additional zeros if
has more columns than rows. If the columns
of
are linearly
independent, then
, where
is the condition
number, the ratio of the largest to the smallest singular
value of
(Watkins 2005).
Gram matrices also give a criterion for realizing prescribed distances in Euclidean space. Let for
, ...,
,
with
, and form
|
(3)
|
where , ...,
. The prescribed distances
can be realized by points
,
...,
in a Euclidean
space iff
is a positive semidefinite
matrix. Its matrix rank is the smallest possible
dimension of the affine
hull of a realization (Young and Householder 1938). For a realization, this is
the Gram matrix of
. Conversely, factoring
with a real matrix
provides coordinates by taking
and the columns
of
as the other points.
For example, prescribe distances between five labels so that
and every other distance between distinct labels is
1. Every triple is realizable as either an equilateral
triangle of side 1 or a triangle
with sides of lengths 1, 1,
.
Both have area
. Nevertheless, the corresponding
matrix is
|
(4)
|
and its determinant is .
It is therefore not a positive semidefinite
matrix, so no such five points exist in any Euclidean
space. Trott (2006) considers systems prescribing equal triangle
areas of a four-dimensional simplex. The example
shows why solutions of such algebraic systems must also be tested for Euclidean realizability.