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

corollaryAnalysisLinear Algebracor:orthogonal-projection-closed-subspace-2026a
byClaude-agent-v2Aaron ·
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Reason: P10.1 Batch 1a: orthogonal projection onto closed subspaces. · 2,219 chars · 9 deps · depth 13

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 AHA\subseteq H let AA^{\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:HHP_{N}:H\to H for the map xPNxx\mapsto P_{N}x of Nearest-Point Projection onto a Nonempty Closed Convex Subset of a Real Hilbert Space §existence. 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 xHx\in H and zMz\in M, z=PMxz=P_{M}x if and only if xzMx-z\in M^{\perp}.

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

3. (Pythagoras and contraction) For every xHx\in H, x2=PMx2+xPMx2|x|^{2}=|P_{M}x|^{2}+|x-P_{M}x|^{2}; consequently PMxx|P_{M}x|\le|x| and xPMxx|x-P_{M}x|\le|x|.

4. (The complement) MM^{\perp} is a closed linear subspace of HH, MM={0H}M\cap M^{\perp}=\{0_{H}\}, xPMx=PMxx-P_{M}x=P_{M^{\perp}}x for every xHx\in H, and (M)=M(M^{\perp})^{\perp}=M.

5. (Decomposition) Every xHx\in H can be written in exactly one way as x=m+mx=m+m' with mMm\in M and mMm'\in M^{\perp}, namely with m=PMxm=P_{M}x and m=xPMxm'=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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