This question on my Linear Algebra test has been stumping me. Every time I finish this problem I end up with vectors which aren't orthogonal.
Use the Gram-Schmidt Process to construct an orthogonal set of vectors for the given set of vectors using the specified inner product:
Column vectors: $[1, 2]$, $[1, 1]$
Inner Product: $\langle u, v \rangle = u^TAv,$
where $A= \begin{bmatrix}6&4\\4&6\end{bmatrix}$.
Let $v_1=(1,2)$, $v_2=(1,1)$. We can let the first vector in our orthogonal set be $u_1=v_1=(1,2)$. The second vector $u_2$ is found by subtracting the projection of $v_2$ onto $u_1$ from $v_2$: $$ u_2 = v_2 - \mathsf{proj}_{u_1}(v_2) = v_2 - \frac{\langle v_2,u_1\rangle}{\langle u_1,u_1\rangle}u_1. $$ We compute $$ \langle v_2,u_1\rangle = \pmatrix{1&1}\pmatrix{6&4\\4&6}\pmatrix{1\\2}= 30 $$ and $$ \langle u_1,u_1\rangle = \pmatrix{1&2}\pmatrix{6&4\\4&6}\pmatrix{1\\2}= 46, $$ so $$ u_2 = (1,1) - \frac{15}{23}\cdot(1,2) = \left(\frac8{23}, -\frac7{23}\right). $$