Theorem. Let H be a Hilbert space equipped with the inner product ⟨⋅,⋅⟩, and let w,v1,…,vn∈H. If G(w1,…,wn)=det[⟨wi,wj⟩]ni,j=1 denotes the Gram determinant, then the followings hold true:
- The vector w⊥ defined by the (formal) determinant w⊥=1G(v1,…,vn)|wv1⋯vn⟨v1,w⟩⟨v1,v1⟩⋯⟨v1,vn⟩⋮⋮⋱⋮⟨vn,w⟩⟨vn,v1⟩⋯⟨vn,vn⟩| is orthogonal to V=span{v1,…,vn}, and in fact, w=w⊥+(w−w⊥) is the orthogonal decomposition of w.
- The square-distance between w and V is given by ‖w⊥‖2=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 ℓ on H by ℓ(u)=G({u,v1,…,vn},{w,v1,…,vn}). By the Riesz representation theorem, there exists h∈H such that ℓ(u)=⟨h,u⟩ for all u∈H. Since ℓ(vi)=0 for all i=1,…,n, it follows that h is orthogonal to V. Moreover, expanding the determinant defining ℓ(u) along the first line, we see that ℓ(u)=G(v1,…,vn)⟨u,w⟩+n∑i=1(−1)iG({w,v1,…,^vi,…,vn},{v1,…,vn})⟨u,vi⟩, and so, h=G(v1,…,vn)w+n∑i=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 w⊥⊥V together proves the first item of the theorem. For the second item, the equality ‖w⊥‖=dist(w,V) is obvious by the orthogonality. Moreover, ‖w⊥‖2=⟨w⊥,w⊥⟩=⟨w⊥,w⟩=ℓ(w)G(v1,…,vn)=G(w,v1,…,vn)G(v1,…,vn). This completes the proof. ◻
No comments:
Post a Comment