In mathematics, the Hilbert projection theorem is a famous result of convex analysis that says that for every point
This is, in particular, true for any closed subspace
Proof
Let δ be the distance between x and C, (yn) a sequence in C such that the distance squared between x and yn is below or equal to δ2 + 1/n. Let n and m be two integers, then the following equalities are true:
and
We have therefore:
By giving an upper bound to the first two terms of the equality and by noticing that the middle of yn and ym belong to C and has therefore a distance greater than or equal to δ from x, one gets :
The last inequality proves that (yn) is a Cauchy sequence. Since C is complete, the sequence is therefore convergent to a point y in C, whose distance from x is minimal.
Let y1 and y2 be two minimizers. Then:
Since
Hence
The condition is sufficient: Let
The condition is necessary: Let
is always non-negative. Therefore,
QED