If $P$ be the orthogonal projection of Hilbert space $X$, then $\langle Px,x \rangle = \|Px\|^2, \forall x \in X $

functional-analysishilbert-spaces

Let $P$ be the orthonormal projection of a Hilbert space $X$ onto a closed subpace $Y$. Also, assume that $Y$ is the linear span of the orthonormal set $[y_1, \cdots, y_n].$ Then I need to show that $\langle Px,x \rangle = \|Px\|^2, \forall x \in X.$

I began by the very definition: $$Px = \sum_{i=1}^n \langle x,y_i \rangle y_i$$ Thus, $$\langle Px,x \rangle = \Big \langle \sum_{i=1}^n \langle x,y_i \rangle y_i,x \Big \rangle = \sum_{i=1}^n \langle x,y_i \rangle \langle y_i,x \rangle. \quad (I)$$

On the other hand, $$ \|Px\|^2 = \langle Px,Px \rangle = \Big \langle \sum_{i=1}^n \langle x,y_i \rangle y_i , \sum_{j=1}^n \langle x,y_j \rangle y_j \Big \rangle = \sum_{i=1}^n \sum_{j=1}^n \langle x,y_i \rangle \langle x,y_j \rangle \delta_{ij} = \sum_{i=1}^n \langle x,y_i \rangle \langle x,y_i \rangle. \quad (II) $$
Now, I need to show that (I) and (II) are the same. But are they in general? Knowing that generally, $\langle x,y\rangle = \overline{\langle y,x\rangle}$ and not necessarily $\langle x,y\rangle = {\langle y,x\rangle}.$ Am I right so far? If so, how to continue from this point onward?

Best Answer

No, they're not the same. You have an error in version II. Since $\langle\cdot,\cdot\rangle$ is conjugate-linear in the second variable, you should have $\overline{\langle x,y_j\rangle}$, and then the two expressions do in fact become equal.

Note that it should have been suspicious that your formula for $\|Px\|^2$ did not necessarily give a real answer.

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