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Measure Theory and Functional Analysis




                    Notes          So, by Pythagorean theorem, we have
                                                             2
                                                    2
                                    (x  – x ) + (y  – y )   =   x  – x    +   y  – y   .
                                                                       2
                                     m   n    m  n      m   n     m   n
                                   But (x  – x ) + (y  – y ) = z  – z  so that
                                       m   n    m  n    m  n
                                                                        2
                                                         z  – z    2  =   x  – x    +   y  – y    2        … (1)
                                                         m  n      m   n     m  n
                                   Since (z ) is a convergent sequence in H, it is a Cauchy sequence in H.
                                         n
                                   Hence   z  – z    2    0 as m, n                                       … (2)
                                          m   n
                                   Using (2) in (1), we see that
                                                             x  – x      0 and   y  – y      0
                                                                   2
                                                                                  2
                                                             m   n           m  n
                                   So that (x ) and (y ) are Cauchy sequence in M and N.
                                          n      n
                                   Since H is complete and M and N are closed subspace of a complete space H, M and N are
                                   complete.
                                   Hence, the Cauchy sequence (x ) in M converges to x in M and the Cauchy sequence (y ) in N
                                                            n                                             n
                                   converges to y in N.
                                   Now                 z = lim z = lim (x  + y )
                                                              n       n  n
                                                               = lim x  + lim y
                                                                     n      n
                                   But             lim x  + lim y = x + y   M + N
                                                       n      n
                                   Thus,                      z = x + y   M + N
                                                                  M + N is closed.

                                   24.1.5 The Orthogonal Decomposition Theorem or Projection Theorem

                                   Theorem 5: If M is a closed linear subspace of a Hilbert space H, then H = M   M .

                                   Proof: If M is a subspace of a  Hilbert space H, then we know that M   M  = {0}.
                                   Therefore in order to show that
                                   H = M   M , we need to verify that

                                   H = M + M .
                                   Since M and M  are closed subspace of H, M + M  is also a closed subspace of H by theorem 4.
                                   Let us take N = M + M  and show that N = H.
                                   From the definition of N, we get M   N and M    N. Hence by theorem (1), we have
                                   N    M  and N    M .

                                   Hence N    M    M  = {0}.
                                                            N = {0}
                                                            N  = {0}  = H                                  … (1)

                                   Since N = M + M  is a closed subspace of H, we have by theorem (3),
                                                            N  = N                                         … (2)
                                   From (1) and (2), we have
                                                             N = M + M  = H.




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