Theorem of additional orthogonal of one closed in a space of Hilbert

The theorem of additional orthogonal of one closed in a space of Hilbert is a theorem of analyzes functional.

Statement

If H is a Espace of Hilbert, and F a vectorial subspace Fermé of H, then the Orthogonal of F is a additional Sous-espace of F, i.e. H = F \ oplus F^ \ bot

Demonstration

F is a vector space, therefore convex, and closed by assumption. One can thus apply the theorem of projection to convex closed:

\ forall Z \ in H, \ exists! X \ in F, \|z-x \|= \ inf_ {U \ in F} \|z-u \|

Let us note y=z-x. One thus has:

\ forall U \ in F, \|z-u \|^2 = \|y+x-u \|^2 = \|there \|^2+ \|x-u \|^2+2 \ langle there, x-u \ rangle \ Ge \|there \|^2

from where \ forall U \ in F, \|x-u \|^2 + 2 \ langle there, x-u \ rangle \ Ge 0 .

Let us take v such as u=x+ \ epsilon v. The inequation becomes then

\ forall v \ in F, \ forall \ epsilon \ in R, \ epsilon^2 \|v \|^2+2 \ epsilon \ langle there, v \ rangle \ Ge 0

From where, by choosing a \ epsilon initially then its opposite in the expression above:

\ forall v \ in F, \ forall \ epsilon \ in R, \ begin {boxes} \ epsilon ^2 \|v \|^2+2 \ epsilon \ langle there, v \ rangle \ Ge 0 \ \ \ epsilon ^2 \|v \|^2-2 \ epsilon \ langle there, v \ rangle \ Ge 0 \ end {boxes}

from where, while restricting themselves with R^+ and while simplifying by \ epsilon:

\ forall v \ in F, \ forall \ epsilon \ in R^+, \ begin {boxes} \ epsilon \|v \|^2+2 \ langle there, v \ rangle \ Ge 0 \ \ \ epsilon \|v \|^2-2 \ langle there, v \ rangle \ Ge 0 \ end {boxes}

from where, while making tighten \ epsilon towards 0,

\ forall v \ in F, \ langle there, v \ rangle =0
i.e. y \ in F^ \ bot.

And thus one can break up z into

z=x+ there, X \ in F, there \ in F^ \ bot

As one always has F \ course club-footed F^ \ = 0,

one can thus finally conclude

H = F \ oplus F^ \ bot

Consequences

The p_F application which has z associated x, above, defined by minimizing a distance, is called the projector on F .

It has well the characteristic of a projector to the traditional direction (although definite topologically, and not algebraically), i.e. p_F \ circ p_F=p_F.

When, as in our case, H = F \ oplus F^ \ bot one calls this projector the orthogonal projector on F , and one can specify core F^ \ bot and of image F .

One can then show that p_F is linear .

Indeed, by unicity of the decomposition in two orthogonal and additional vectorial subspaces, if z=x+ there, X \ in F, there \ in F^ \ bot, then p_F (Z) =x.

Blow, are z=x+y, z'=x'+y' the decompositions of two vectors, one from of deduced the decomposition z+ \ lambda z'= (x+ \ lambda x') + (y+ \ lambda y') and thus p_F (z+ \ lambda z') =x+ \ lambda x'=p_F (Z) + \ lambda p_F (z') .

One falls down of course the usual algebraic definition of a projector, which one knew well for spaces of finished size.

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