[proofplan]
We construct the bundle by gluing the local products $U_i \times \mathbb{C}^r$ using the matrices $g_{ij}$ as transition maps. The identities $g_{ii}=I_r$ and $g_{ij}g_{jk}=g_{ik}$ make the gluing relation an [equivalence relation](/page/Equivalence%20Relation) and ensure that the quotient has compatible holomorphic product charts. A change of cocycle by holomorphic matrices $h_i$ gives a well-defined map on the quotient, and conversely any bundle isomorphism is represented in the chosen local frames by such matrices. For different covers, both cocycles are pulled back to a common refinement, reducing the comparison to the same-cover case.
[/proofplan]
[step:Glue the local products by the cocycle relation]
For each $i \in I$, let
\begin{align*}
S_i := U_i \times \mathbb{C}^r
\end{align*}
and let
\begin{align*}
S := \bigsqcup_{i \in I} S_i
\end{align*}
be the disjoint union. We write an element of the $i$-th summand as $(i,x,v)$, where $x \in U_i$ and $v \in \mathbb{C}^r$.
Define a relation $\sim$ on $S$ by declaring
\begin{align*}
(i,x,v) \sim (j,y,w)
\end{align*}
if and only if $x=y$, this common point belongs to $U_i \cap U_j$, and
\begin{align*}
v = g_{ij}(x)w.
\end{align*}
The identity $g_{ii}(x)=I_r$ gives reflexivity. If $(i,x,v)\sim (j,x,w)$, then $v=g_{ij}(x)w$. Applying the cocycle identity with indices $i,j,i$ gives
\begin{align*}
g_{ij}(x)g_{ji}(x)=g_{ii}(x)=I_r,
\end{align*}
so $g_{ji}(x)=g_{ij}(x)^{-1}$ and hence $w=g_{ji}(x)v$; therefore $(j,x,w)\sim(i,x,v)$. If $(i,x,v)\sim(j,x,w)$ and $(j,x,w)\sim(k,x,u)$, then
\begin{align*}
v = g_{ij}(x)w
\end{align*}
and
\begin{align*}
w = g_{jk}(x)u.
\end{align*}
Thus
\begin{align*}
v = g_{ij}(x)g_{jk}(x)u = g_{ik}(x)u,
\end{align*}
where the last equality is the cocycle identity on $U_i \cap U_j \cap U_k$. Hence $(i,x,v)\sim(k,x,u)$. Therefore $\sim$ is an equivalence relation.
Let
\begin{align*}
E := S/{\sim}
\end{align*}
and denote the equivalence class of $(i,x,v)$ by $[i,x,v]$. Define
\begin{align*}
\pi: E \to X
\end{align*}
by
\begin{align*}
\pi([i,x,v]) := x.
\end{align*}
This is well-defined because equivalent triples have the same base point.
[/step]
[step:Build holomorphic product charts on the quotient]
For each $i \in I$, define
\begin{align*}
\Phi_i: \pi^{-1}(U_i) \to U_i \times \mathbb{C}^r
\end{align*}
by
\begin{align*}
\Phi_i([j,x,w]) := (x,g_{ij}(x)w).
\end{align*}
This formula is well-defined. Indeed, suppose $[j,x,w]=[k,x,u]$. Then $w=g_{jk}(x)u$, and therefore
\begin{align*}
g_{ij}(x)w = g_{ij}(x)g_{jk}(x)u = g_{ik}(x)u
\end{align*}
by the cocycle identity. Thus the value of $\Phi_i$ does not depend on the representative.
Define
\begin{align*}
\Psi_i: U_i \times \mathbb{C}^r \to \pi^{-1}(U_i)
\end{align*}
by
\begin{align*}
\Psi_i(x,v) := [i,x,v].
\end{align*}
Then $\Phi_i \circ \Psi_i$ is the identity map on $U_i \times \mathbb{C}^r$, since $g_{ii}(x)=I_r$. Also, for $[j,x,w]\in \pi^{-1}(U_i)$,
\begin{align*}
\Psi_i(\Phi_i([j,x,w])) = [i,x,g_{ij}(x)w] = [j,x,w],
\end{align*}
by the definition of $\sim$. Hence $\Phi_i$ is a bijection with inverse $\Psi_i$.
On overlaps, the transition map
\begin{align*}
\Phi_i \circ \Phi_j^{-1}: (U_i \cap U_j)\times \mathbb{C}^r \to (U_i \cap U_j)\times \mathbb{C}^r
\end{align*}
is
\begin{align*}
(x,v) \mapsto (x,g_{ij}(x)v).
\end{align*}
This map is holomorphic because $g_{ij}:U_i\cap U_j\to GL(r,\mathbb{C})$ is holomorphic and matrix multiplication defines a holomorphic map $GL(r,\mathbb{C})\times \mathbb{C}^r\to \mathbb{C}^r$.
[guided]
The quotient $E$ has been defined as a set, but a holomorphic vector bundle requires local holomorphic product charts. The point of the maps $\Phi_i$ is to use the $i$-th trivialization as a coordinate system over $U_i$.
For each $i\in I$, define
\begin{align*}
\Phi_i: \pi^{-1}(U_i) \to U_i \times \mathbb{C}^r
\end{align*}
by
\begin{align*}
\Phi_i([j,x,w]) := (x,g_{ij}(x)w).
\end{align*}
Why is this the correct formula? The vector $w$ is written in the $j$-th local frame, and $g_{ij}(x)$ converts it into the $i$-th local frame.
We must first check that the formula does not depend on the representative of the equivalence class. Suppose $[j,x,w]=[k,x,u]$. By definition of the relation, this means
\begin{align*}
w = g_{jk}(x)u.
\end{align*}
Then
\begin{align*}
g_{ij}(x)w = g_{ij}(x)g_{jk}(x)u.
\end{align*}
Since $x\in U_i\cap U_j\cap U_k$, the cocycle identity applies and gives
\begin{align*}
g_{ij}(x)g_{jk}(x)=g_{ik}(x).
\end{align*}
Therefore
\begin{align*}
g_{ij}(x)w = g_{ik}(x)u.
\end{align*}
This is exactly the statement that $\Phi_i([j,x,w])=\Phi_i([k,x,u])$.
Now define
\begin{align*}
\Psi_i: U_i \times \mathbb{C}^r \to \pi^{-1}(U_i)
\end{align*}
by
\begin{align*}
\Psi_i(x,v) := [i,x,v].
\end{align*}
Then
\begin{align*}
\Phi_i(\Psi_i(x,v)) = \Phi_i([i,x,v]) = (x,g_{ii}(x)v) = (x,v),
\end{align*}
because $g_{ii}(x)=I_r$. Conversely, if $[j,x,w]\in\pi^{-1}(U_i)$, then
\begin{align*}
\Psi_i(\Phi_i([j,x,w])) = \Psi_i(x,g_{ij}(x)w) = [i,x,g_{ij}(x)w].
\end{align*}
The defining relation says precisely that $[i,x,g_{ij}(x)w]=[j,x,w]$. Hence $\Phi_i$ and $\Psi_i$ are inverse bijections.
The transition function between the $j$-th and $i$-th charts is therefore
\begin{align*}
\Phi_i\circ\Phi_j^{-1}: (U_i\cap U_j)\times\mathbb{C}^r \to (U_i\cap U_j)\times\mathbb{C}^r,
\end{align*}
and evaluating it on $(x,v)$ gives
\begin{align*}
(\Phi_i\circ\Phi_j^{-1})(x,v) = \Phi_i([j,x,v]) = (x,g_{ij}(x)v).
\end{align*}
This map is holomorphic because $g_{ij}$ is holomorphic and multiplication of a complex matrix by a vector is holomorphic in all entries. Thus the quotient carries compatible holomorphic product charts.
[/guided]
[/step]
[step:Identify the quotient as a holomorphic vector bundle of rank $r$]
Equip $E$ with the unique complex-manifold structure for which all maps $\Phi_i$ are holomorphic charts. In these charts the projection
\begin{align*}
\pi: E \to X
\end{align*}
is represented by
\begin{align*}
U_i \times \mathbb{C}^r \to U_i,\qquad (x,v)\mapsto x,
\end{align*}
so $\pi$ is holomorphic. For each $x\in X$, the fiber
\begin{align*}
E_x := \pi^{-1}(\{x\})
\end{align*}
is identified by any chart $\Phi_i$ with $\{x\}\times\mathbb{C}^r$ whenever $x\in U_i$. The transition maps on overlaps are linear in the fiber variable, because
\begin{align*}
(x,v)\mapsto (x,g_{ij}(x)v)
\end{align*}
is linear in $v$. Hence the local product charts $\Phi_i$ define a holomorphic vector bundle structure of rank $r$ on $\pi:E\to X$, and its transition functions are exactly the given maps $g_{ij}$.
[/step]
[step:Descend a change of cocycle to a bundle isomorphism]
Assume that $(g'_{ij})$ is another cocycle on the same cover and that there are holomorphic maps
\begin{align*}
h_i: U_i \to GL(r,\mathbb{C})
\end{align*}
satisfying
\begin{align*}
g'_{ij}(x)=h_i(x)g_{ij}(x)h_j(x)^{-1}
\end{align*}
for all $x\in U_i\cap U_j$. Let $E$ and $E'$ be the quotient bundles constructed from $(g_{ij})$ and $(g'_{ij})$, respectively.
Define
\begin{align*}
F:E\to E'
\end{align*}
by
\begin{align*}
F([i,x,v]) := [i,x,h_i(x)v]'.
\end{align*}
Here $[\cdot]'$ denotes the equivalence class in $E'$. To check that $F$ is well-defined, suppose $[i,x,v]=[j,x,w]$ in $E$. Then $v=g_{ij}(x)w$, so
\begin{align*}
h_i(x)v = h_i(x)g_{ij}(x)w = g'_{ij}(x)h_j(x)w.
\end{align*}
Thus $[i,x,h_i(x)v]'=[j,x,h_j(x)w]'$ in $E'$, proving well-definedness.
In local trivializations, $F$ is represented by
\begin{align*}
U_i\times\mathbb{C}^r\to U_i\times\mathbb{C}^r,\qquad (x,v)\mapsto (x,h_i(x)v).
\end{align*}
This map is holomorphic and fiberwise complex-linear. Its inverse is represented locally by
\begin{align*}
(x,v)\mapsto (x,h_i(x)^{-1}v),
\end{align*}
which is holomorphic because inversion in $GL(r,\mathbb{C})$ is holomorphic. Therefore $F:E\to E'$ is a holomorphic vector bundle isomorphism over $X$.
[/step]
[step:Recover the change of cocycle from a bundle isomorphism]
Conversely, suppose
\begin{align*}
F:E\to E'
\end{align*}
is a holomorphic vector bundle isomorphism over $X$. Let
\begin{align*}
\Phi_i: \pi^{-1}(U_i)\to U_i\times\mathbb{C}^r
\end{align*}
and
\begin{align*}
\Phi'_i: (\pi')^{-1}(U_i)\to U_i\times\mathbb{C}^r
\end{align*}
be the local trivializations determined by $(g_{ij})$ and $(g'_{ij})$.
For each $i\in I$, define
\begin{align*}
A_i: U_i\times\mathbb{C}^r\to U_i\times\mathbb{C}^r
\end{align*}
by
\begin{align*}
A_i := \Phi'_i\circ F\circ \Phi_i^{-1}.
\end{align*}
Because $F$ is a vector bundle isomorphism over $X$, there is a unique holomorphic map
\begin{align*}
h_i: U_i\to GL(r,\mathbb{C})
\end{align*}
such that
\begin{align*}
A_i(x,v)=(x,h_i(x)v)
\end{align*}
for every $x\in U_i$ and $v\in\mathbb{C}^r$. The map $h_i$ is obtained by applying $A_i$ to the standard basis vectors of $\mathbb{C}^r$, so its matrix entries are holomorphic.
For $x\in U_i\cap U_j$ and $v\in\mathbb{C}^r$, compute the same point of $E$ in the two local frames. In the bundle $E$, the transition rule is
\begin{align*}
\Phi_i\circ\Phi_j^{-1}(x,v)=(x,g_{ij}(x)v).
\end{align*}
In the bundle $E'$, the transition rule is
\begin{align*}
\Phi'_i\circ(\Phi'_j)^{-1}(x,v)=(x,g'_{ij}(x)v).
\end{align*}
The identity $A_i\circ(\Phi_i\circ\Phi_j^{-1})=(\Phi'_i\circ(\Phi'_j)^{-1})\circ A_j$ gives
\begin{align*}
(x,h_i(x)g_{ij}(x)v)=(x,g'_{ij}(x)h_j(x)v)
\end{align*}
for every $v\in\mathbb{C}^r$. Hence
\begin{align*}
h_i(x)g_{ij}(x)=g'_{ij}(x)h_j(x).
\end{align*}
Multiplying on the right by $h_j(x)^{-1}$ gives
\begin{align*}
g'_{ij}(x)=h_i(x)g_{ij}(x)h_j(x)^{-1}.
\end{align*}
Thus every holomorphic vector bundle isomorphism is represented in local frames by a family of holomorphic maps $h_i$ satisfying the stated transformation law.
[/step]
[step:Reduce different covers to a common refinement]
Let $(U_i)_{i\in I}$ and $(V_a)_{a\in A}$ be two open covers of $X$ carrying cocycles $(g_{ij})$ and $(\gamma_{ab})$, respectively. A common refinement is an open cover $(W_\lambda)_{\lambda\in\Lambda}$ together with maps $\alpha:\Lambda\to I$ and $\beta:\Lambda\to A$ such that
\begin{align*}
W_\lambda\subset U_{\alpha(\lambda)}\cap V_{\beta(\lambda)}
\end{align*}
for every $\lambda\in\Lambda$. The refined cocycles are defined by restriction:
\begin{align*}
g^\alpha_{\lambda\mu}:=g_{\alpha(\lambda)\alpha(\mu)}\big|_{W_\lambda\cap W_\mu}
\end{align*}
and
\begin{align*}
\gamma^\beta_{\lambda\mu}:=\gamma_{\beta(\lambda)\beta(\mu)}\big|_{W_\lambda\cap W_\mu}.
\end{align*}
The preceding same-cover criterion applies to $(g^\alpha_{\lambda\mu})$ and $(\gamma^\beta_{\lambda\mu})$. Therefore cocycles on different covers define isomorphic holomorphic vector bundles exactly when their pullbacks to a common refinement are related by holomorphic gauge transformations on the refined cover. This completes the classification.
[/step]