We prove it by induction on .
If , then the assertion is obvious.
By the hypothesis of induction, there is a -orthogonal basis of
with respect to such that
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for .
Choose .
As
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there is such that .
We set . Clearly forms a basis of .
It is sufficient to see that
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for all . Indeed, as ,
we have
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If , then
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Otherwise,
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as required.