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Bounded Linear Operators on a Hilbert Space

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Orthog<strong>on</strong>al projecti<strong>on</strong>s 189<br />

There is a <strong>on</strong>e-to-<strong>on</strong>e corresp<strong>on</strong>dence between orthog<strong>on</strong>al projecti<strong>on</strong>s P and<br />

closed subspaces M of H such that ran P = M. The kernel of the orthog<strong>on</strong>al<br />

projecti<strong>on</strong> is the orthog<strong>on</strong>al complement of M.<br />

Theorem 8.5 Let H be a <strong>Hilbert</strong> space.<br />

(a) If P is an orthog<strong>on</strong>al projecti<strong>on</strong> <strong>on</strong> H, then ran P is closed, and<br />

H = ran P ⊕ ker P<br />

is the orthog<strong>on</strong>al direct sum of ran P and ker P .<br />

(b) If M is a closed subspace of H, then there is an orthog<strong>on</strong>al projecti<strong>on</strong> P<br />

<strong>on</strong> H with ran P = M and ker P = M ⊥ .<br />

Proof. To prove (a), suppose that P is an orthog<strong>on</strong>al projecti<strong>on</strong> <strong>on</strong> H. Then, by<br />

Theorem 8.2, we have H = ran P ⊕ ker P . If x = P y ∈ ran P and z ∈ ker P , then<br />

〈x, z〉 = 〈P y, z〉 = 〈y, P z〉 = 0,<br />

so ran P ⊥ ker P . Hence, we see that H is the orthog<strong>on</strong>al direct sum of ran P and<br />

ker P . It follows that ran P = (ker P ) ⊥ , so ran P is closed.<br />

To prove (b), suppose that M is a closed subspace of H. Then Corollary 6.15<br />

implies that H = M ⊕ M ⊥ . We define a projecti<strong>on</strong> P : H → H by<br />

P x = y, where x = y + z with y ∈ M and z ∈ M ⊥ .<br />

Then ran P = M, and ker P = M ⊥ . The orthog<strong>on</strong>ality of P was shown in (8.2)<br />

above. <br />

If P is an orthog<strong>on</strong>al projecti<strong>on</strong> <strong>on</strong> H, with range M and associated orthog<strong>on</strong>al<br />

direct sum H = M ⊕ N , then I − P is the orthog<strong>on</strong>al projecti<strong>on</strong> with range N and<br />

associated orthog<strong>on</strong>al direct sum H = N ⊕ M.<br />

Example 8.6 The space L 2 (R) is the orthog<strong>on</strong>al direct sum of the space M of<br />

even functi<strong>on</strong>s and the space N of odd functi<strong>on</strong>s. The orthog<strong>on</strong>al projecti<strong>on</strong>s P<br />

and Q of H <strong>on</strong>to M and N , respectively, are given by<br />

P f(x) =<br />

Note that I − P = Q.<br />

f(x) + f(−x)<br />

, Qf(x) =<br />

2<br />

f(x) − f(−x)<br />

.<br />

2<br />

Example 8.7 Suppose that A is a measurable subset of R — for example, an<br />

interval — with characteristic functi<strong>on</strong><br />

<br />

1 if x ∈ A,<br />

χA(x) =<br />

0 if x ∈ A.<br />

Then<br />

PAf(x) = χA(x)f(x)

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