Bourbaki

Corollary 2

Tag 07ZD, permanent. Cite it as [Bourbaki, Tag 07ZD].

Topological Vector Spaces, chapter V, § 2. Orthogonal families in a hilbertian space

— Let E be a Hausdorff prehilbertian space, (Ei)i∈I(E_i)_{i \in I} a family of complete vector subspaces of E such that, for every pair of distinct indices i,ki, k in I, the subspaces EiE_i and EkE_k are orthogonal. Let V be the closed vector subspace of E generated by the union of the EiE_i. For every i∈Ii \in I, let pEip_{E_i} be the orthoprojector from E onto EiE_i. Let x∈Ex \in E.

1) We have ∑i∈I∥pEi(x)∥2≤∥x∥2\sum_{i \in I} \|p_{E_i}(x)\|^2 \leq \|x\|^2.

2) The following conditions are equivalent : a) x∈Vx \in V; b) ∑i∈I∥pEi(x)∥2=∥x∥2\sum_{i \in I} \|p_{E_i}(x)\|^2 = \|x\|^2; c) the family (pEi(x))i∈I(p_{E_i}(x))_{i \in I} is summable in E, and we have x=∑i∈IpEi(x)x = \sum_{i \in I} p_{E_i}(x).

3) Suppose V is complete. Then the family (pEi(x))i∈I(p_{E_i}(x))_{i \in I} is summable in E, and

pV(x)=∑i∈IpEi(x),∥pV(x)∥2=∑i∈I∥pEi(x)∥2, p_V(x) = \sum_{i \in I} p_{E_i}(x), \quad \|p_V(x)\|^2 = \sum_{i \in I} \|p_{E_i}(x)\|^2,
where pVp_V denotes the orthoprojector from E onto V.

Let E^\hat{E} be the hilbertian space completion of E; we identify E with a dense subspace of E^\hat{E}; the EiE_i, being complete, are closed subspaces of E^\hat{E}. The closure V‾\overline{V} of V in E^\hat{E} is the closed vector subspace of E^\hat{E} generated by the union of the EiE_i, and V=V‾∩EV = \overline{V} \cap E. The space E^\hat{E} is the hilbertian sum of the EiE_i and of the subspace W, the orthogonal complement of V‾\overline{V} in E^\hat{E}; put x0=pW(x)x_0 = p_W(x) and xi=pEi(x)x_i = p_{E_i}(x) for all i∈Ii \in I. By cor. 1, we have ∥x∥2=∥x0∥2+∑i∈I∥xi∥2\|x\|^2 = \|x_0\|^2 + \sum_{i \in I} \|x_i\|^2, and x=x0+∑i∈Ixix = x_0 + \sum_{i \in I} x_i in E^\hat{E}. This implies assertion 1), and the fact that conditions b) and c) of 2) are equivalent to the condition x0=0x_0 = 0, hence to the condition x∈Vx \in V. Finally, if V is complete, and if we put x′=pV(x)x' = p_V(x), we have x′−xi=(x−xi)−(x−pV(x))x' - x_i = (x - x_i) - (x - p_V(x)), hence x′−xix' - x_i is orthogonal to EiE_i, and so xi=pEi(x′)x_i = p_{E_i}(x') for all i∈Ii \in I; it is now enough to apply property 2) to the vector x′x'.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.