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Orthogonal Projection onto a Closed Linear Subspace of a Real Hilbert Space

For a closed linear subspace M of a real Hilbert space, the nearest-point map PMP_M is linear and idempotent, characterised by x-P_M x being orthogonal to M, satisfies Pythagoras, and yields H = M + MperpM^perp; a subspace is dense iff its orthogonal complement is trivial.

Statement

Let R\mathbb{R} be the ordered field of real numbers, with the notation of that item, let N\mathbb{N} be the set of natural numbers, and let HH be a real Hilbert space with inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle, norm ∣⋅∣|\cdot| and zero vector 0H0_{H}. For a subset A⊆HA\subseteq H let A⊥A^{\perp} be its orthogonal complement. Every closed linear subspace NN of HH is nonempty and convex, and is closed by hypothesis, so that Nearest-Point Projection onto a Nonempty Closed Convex Subset of a Real Hilbert Space applies to K=NK=N; we write PN:H→HP_{N}:H\to H for the map x↦PNxx\mapsto P_{N}x of Nearest-Point Projection onto a Nonempty Closed Convex Subset of a Real Hilbert Space (i). Let MM be a closed linear subspace of HH. Then the following hold (and, since MM is arbitrary, they hold for every closed linear subspace in place of MM).

1. (Characterisation) For x∈Hx\in H and z∈Mz\in M, z=PMxz=P_{M}x if and only if x−z∈M⊥x-z\in M^{\perp}.

2. (Linearity and idempotence) PMP_{M} is a linear map, PMx=xP_{M}x=x for every x∈Mx\in M, and PM(PMx)=PMxP_{M}(P_{M}x)=P_{M}x for every x∈Hx\in H.

3. (Pythagoras and contraction) For every x∈Hx\in H, ∣x∣2=∣PMx∣2+∣x−PMx∣2|x|^{2}=|P_{M}x|^{2}+|x-P_{M}x|^{2}; consequently ∣PMx∣≤∣x∣|P_{M}x|\le|x| and ∣x−PMx∣≤∣x∣|x-P_{M}x|\le|x|.

4. (The complement) M⊥M^{\perp} is a closed linear subspace of HH, M∩M⊥={0H}M\cap M^{\perp}=\{0_{H}\}, x−PMx=PM⊥xx-P_{M}x=P_{M^{\perp}}x for every x∈Hx\in H, and (M⊥)⊥=M(M^{\perp})^{\perp}=M.

5. (Decomposition) Every x∈Hx\in H can be written in exactly one way as x=m+m′x=m+m' with m∈Mm\in M and m′∈M⊥m'\in M^{\perp}, namely with m=PMxm=P_{M}x and m′=x−PMxm'=x-P_{M}x.

6. (Density criterion) A linear subspace LL of HH is dense in HH if and only if L⊥={0H}L^{\perp}=\{0_{H}\}.

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