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Sunday, July 10, 2022

Orthogonal decomposition using Gram determinants

Theorem. Let H be a Hilbert space equipped with the inner product ,, and let w,v1,,vnH. If G(w1,,wn)=det[wi,wj]ni,j=1 denotes the Gram determinant, then the followings hold true:

  1. The vector w defined by the (formal) determinant w=1G(v1,,vn)|wv1vnv1,wv1,v1v1,vnvn,wvn,v1vn,vn| is orthogonal to V=span{v1,,vn}, and in fact, w=w+(ww) is the orthogonal decomposition of w.
  2. The square-distance between w and V is given by w2=dist(w,V)2=G(w,v1,,vn)G(v1,,vn).

Proof. Extend the notation by letting G({vi}ni=1,{wi}ni=1)=det[vi,wj]ni,j=1, and then define the linear functional on H by (u)=G({u,v1,,vn},{w,v1,,vn}). By the Riesz representation theorem, there exists hH such that (u)=h,u for all uH. Since (vi)=0 for all i=1,,n, it follows that h is orthogonal to V. Moreover, expanding the determinant defining (u) along the first line, we see that (u)=G(v1,,vn)u,w+ni=1(1)iG({w,v1,,^vi,,vn},{v1,,vn})u,vi, and so, h=G(v1,,vn)w+ni=1(1)iG({w,v1,,^vi,,vn},{v1,,vn})v1, which is precisely the formal determant in (1). This also implies that h is a linear combination of w,v1,,vn with the coefficient of w given by G(v1,,vn), hence w=hG(v1,,vn)w+V. This and wV together proves the first item of the theorem. For the second item, the equality w=dist(w,V) is obvious by the orthogonality. Moreover, w2=w,w=w,w=(w)G(v1,,vn)=G(w,v1,,vn)G(v1,,vn). This completes the proof.

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