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5.13 Orthogonal Projection                                                         429
                   5.13 ORTHOGONAL PROJECTION


                                    As discussed in §5.9, every pair of complementary subspaces defines a projector.
                                    But when the complementary subspaces happen to be orthogonal complements,
                                    the resulting projector has some particularly nice properties, and the purpose of
                                    this section is to develop this special case in more detail. Discussions are in the
                                    context of real spaces, but generalizations to complex spaces are straightforward
                                    by replacing ( ) T  by ( ) and “orthogonal matrix” by “unitary matrix.”
                                                          ∗
                                                                                                        ⊥
                                        If M is a subspace of an inner-product space V, then V = M⊕M
                                    by (5.11.1), and each v ∈V can be written uniquely as v = m + n, where
                                                       ⊥
                                    m ∈M and n ∈M        by (5.9.3). The vector m was defined on p. 385 to be
                                    the projection of v onto M along M , so the following definitions are natural.
                                                                     ⊥
                                                         Orthogonal Projection

                                       For v ∈V, let v = m + n, where m ∈M and n ∈M .
                                                                                         ⊥
                                       •   m is called the orthogonal projection of v onto M.
                                                                             ⊥
                                       •   The projector P M onto M along M     is called the orthogonal
                                           projector onto M.
                                       •   P M is the unique linear operator such that P M v = m (see p. 386).

                                                                                                3
                                        These ideas are illustrated illustrated in Figure 5.13.1 for V =   .

















                                                                 Figure 5.13.1
                                                                                                n
                                        Given an arbitrary pair of complementary subspaces M, N of   , formula
                                    (5.9.12) on p. 386 says that the projector P onto M along N is given by

                                                         I  0          −1                −1
                                           P = M | N            M | N    = M | 0 M | N    ,       (5.13.1)
                                                         00
                                    where the columns of M and N constitute bases for M and N, respectively.
                                    So, how does this expression simplify when N = M ?To answer the question,
                                                                                 ⊥
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