Orthogonal Projection onto Closed Linear Span
Theorem
Let $H$ be a Hilbert space with inner product $\innerprod \cdot \cdot$ and inner product norm $\norm \cdot$.
Let $E = \set {e_1, \ldots, e_n}$ be an orthonormal subset of $H$.
Let $M = \vee E$, where $\vee E$ is the closed linear span of $E$.
Let $P$ be the orthogonal projection onto $M$.
Then:
- $\forall h \in H: P h = \ds \sum_{k \mathop = 1}^n \innerprod h {e_k} e_k$
Proof
Let $h \in H$.
Let:
- $\ds u = \sum_{k \mathop = 1}^n \innerprod h {e_k} e_k$
We have that:
- $u \in \map \span E$
and from the definition of closed linear span:
- $M = \paren {\map \span E}^-$
We therefore have, by the definition of closure:
- $u \in M$
Let $v = h - u$
We want to show that $v \in M^\bot$.
From Intersection of Orthocomplements is Orthocomplement of Closed Linear Span, it suffices to show that:
- $v \in E^\bot$
Note that for each $l$ we have:
- $\innerprod v {e_l} = \innerprod h {e_l} - \innerprod u {e_l}$
since the inner product is linear in its first argument.
We have:
\(\ds \innerprod u {e_l}\) | \(=\) | \(\ds \innerprod {\sum_{k \mathop = 1}^n \innerprod h {e_k} e_k} {e_l}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \sum_{k \mathop = 1}^n \innerprod {\innerprod h {e_k} e_k} {e_l}\) | linearity of inner product in first argument | |||||||||||
\(\ds \) | \(=\) | \(\ds \sum_{k \mathop = 1}^n \innerprod h {e_k} \innerprod {e_k} {e_l}\) | linearity of inner product in first argument | |||||||||||
\(\ds \) | \(=\) | \(\ds \innerprod h {e_l} \innerprod {e_l} {e_l}\) | Definition of Orthonormal Subset | |||||||||||
\(\ds \) | \(=\) | \(\ds \innerprod h {e_l} \norm {e_l}^2\) | Definition of Inner Product Norm | |||||||||||
\(\ds \) | \(=\) | \(\ds \innerprod h {e_l}\) | since $\norm {e_l} = 1$ |
so:
- $\innerprod v {e_l} = 0$
That is:
- $v \in E^\bot$
so, by Intersection of Orthocomplements is Orthocomplement of Closed Linear Span, we have:
- $v \in M^\bot$
We can therefore decompose each $h \in H$ as:
- $h = u + v$
with $u \in M$ and $v \in M^\bot$.
So we have:
\(\ds P h\) | \(=\) | \(\ds \map P {u + v}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \map P u + \map P v\) | Orthogonal Projection is Linear Transformation | |||||||||||
\(\ds \) | \(=\) | \(\ds v\) | Kernel of Orthogonal Projection, Fixed Points of Orthogonal Projection | |||||||||||
\(\ds \) | \(=\) | \(\ds \sum_{k \mathop = 1}^n \innerprod h {e_k} e_k\) |
for each $h \in H$.
$\blacksquare$
Sources
- 1990: John B. Conway: A Course in Functional Analysis (2nd ed.) ... (previous) ... (next): $\text{I}$ Hilbert Spaces: $\S 4.$ Orthonormal Sets of Vectors and Bases: Proposition $4.7$