5.5 The Projection Theorem

New Hilbert spaces can be constructed from old ones. One way to do this is to consider a closed subspace \(A\) of a Hilbert space \(H\). Under the natural inner product that it inherits as a subspace of \(H\), \(A\) is a Hilbert space. And its orthogonal complement \(A^{\perp }\), being a closed subspace of \(H\), is also a Hilbert space.

\(A\) and \(A^{\perp }\) have only the zero element in common. The following theorem shows that there are vectors perpendicular to any closed proper subspace, indeed they are enough of them so that \[H=A+A^{\perp }=\{x+y:x\in A,y\in A^{\perp }\}.\] This important geometric property is one of the many reasons that Hilbert spaces are easier to handle than Banach spaces.

Lemma 5.22. Let \(H\) be a Hilbert space, \(A\) a closed subspace of \(H\), and suppose \(x\in H\). Then \(\exists \) a unique element \(z\in A\) closest to \(x\).

Proof. Let \(d=\inf _{y\in A}||x-y||\). Choose a sequence \(\{y_n\}\), \(y_n\in A\) so that \(||x-y_n||\rightarrow d\) (*). Then \begin {align*} ||y_n-y_m||^2 &=||(y_n-x)-(y_m-x)||^2\\ &=2||y_n-x||^2+2||y_m-x||^2-||-2x+y_n+y_m||^2\\ &=2||y_n-x||^2+2||y_m-x||^2-4||x-1/2(y_n+y_m)||^2\\ &\leq 2||y_n-x||^2+2||y_m-x||^2-4d^2\\ &\rightarrow 2d^2+2d^2-4d^2=0 \end {align*}

Where the second equality follows from the parallelogram law, and the inequality follows from the fact that \(\frac {1}{2}(y_n+y_m)\in A\).

Therefore, \(\{y_n\}\) is Cauchy in \(A\), and since \(A\) is closed, \(y_n\rightarrow z\in A\) it then follows from (*) that \(||x-z||=d\).

Now suppose that \(z_0\in A\) is another element closest to \(x\), then \(||x-z_0||=d=||x-z||\) so that \(z_0=z\). □

Theorem 5.23 (Projection theorem). Let \(H\) be a Hilbert space and \(A\) a closed subspace of \(H\). Then every \(x\in H\) can be written uniquely as \(x=z+w\) where \(z\in A\) and \(w\in A^{\perp }\).

Proof. Let \(x\in H\). Then by the Lemma 5.22 there exist a unique \(z\in A\) closest to \(x\).
Define \(w=x-z\), then \(x=z+w\). Since uniqueness follows directly from uniqueness of \(z\), it suffices to show that \(w\in A^{\perp }\).
Let \(y\in A\) and \(\alpha \in \mathbb {R}\). If \(d=||x-z||\), then \[d^2\leq ||x-(z+\alpha y)||^2=||w-\alpha y||^2=d^2-2\alpha \textbf {Re}(w,y)+\alpha ^2||y||^2.\] Thus, for all real \(\alpha \), \(-2\alpha \textbf {Re}(w,y)+\alpha ^2||y||^2\geq 0,\hspace {0.2cm}\) which implies that \(\textbf {Re}(w,y)=0\), since \(\alpha \) is arbitrary.
A similarly argument using \(i\alpha \) in place of \(\alpha \) shows that \(\textbf {Im}(w,y)=0\). Therefore,
\((w,y)=\textbf {Re}(w,y)+\textbf {iIm}(w,y)=0.\) So that \(w\in A^{\perp }\).

The projection theorem sets up a natural isomorphism between \(A\oplus A^{\perp }\) and \(H\) given by \((z,w)\longmapsto z+w\).

However, we often suppress the isomorphism and simply write \(H=A\oplus A^{\perp }\) □

The following theorem characterizes the dual space of the Hilbert space, it is very important and it is due to F. Riesz.

Questions on this section

Stuck on something here? Ask below and it stays attached to this topic.