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Hilbert projection theorem — For every vector in a Hilbert space and every nonempty closed convex , there exists a unique vector for which ‖ ‖ is equal to := ‖ ‖.. If the closed subset is also a vector subspace of then this minimizer is the unique element in such that is orthogonal to .
In the Hilbert space view, this is the orthogonal projection of onto the kernel of the expectation operator, which a continuous linear functional on the Hilbert space (in fact, the inner product with the constant random variable 1), and so this kernel is a closed subspace.
A square matrix is called a projection matrix if it is equal to its square, i.e. if =. [2]: p. 38 A square matrix is called an orthogonal projection matrix if = = for a real matrix, and respectively = = for a complex matrix, where denotes the transpose of and denotes the adjoint or Hermitian transpose of .
Hilbert projection theorem – On closed convex subsets in Hilbert space Orthogonal projection – Idempotent linear transformation from a vector space to itself Pages displaying short descriptions of redirect targets
More accurately, the general orthogonality principle states the following: Given a closed subspace of estimators within a Hilbert space and an element in , an element ^ achieves minimum MSE among all elements in if and only if {(^)} = for all .
In the special case of Fourier series for the unit circle, the operators become the classical Cauchy transform, the orthogonal projection onto Hardy space, and the Hilbert transform a real orthogonal linear complex structure. In general the Cauchy transform is a non-self-adjoint idempotent and the Hilbert transform a non-orthogonal complex ...
A projection-valued measure π is homogeneous of multiplicity n if and only if the multiplicity function has constant value n. Clearly, Theorem. Any projection-valued measure π taking values in the projections of a separable Hilbert space is an orthogonal direct sum of homogeneous projection-valued measures:
If a normal operator T on a finite-dimensional real [clarification needed] or complex Hilbert space (inner product space) H stabilizes a subspace V, then it also stabilizes its orthogonal complement V ⊥. (This statement is trivial in the case where T is self-adjoint.) Proof. Let P V be the orthogonal projection onto V.