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So I'm in an advanced Linear Algebra class and we just moved into Hilbert spaces and such, and I'm struggling with this question.

Let $A$ be a nonempty subset of a Hilbert space $H$. Denote by $\operatorname{span}(A)$ the linear subspace of all finite linear combinations of vectors in $A$, and by $\overline{\operatorname{span}(A)}$ the topological closure of $\operatorname{span}(A)$ with respect to $\|\cdot\|$.

Also, let $A^⊥ = \{h ∈ H : \langle h,f \rangle = 0, ∀f ∈ A\}$ and $A^{⊥⊥} = (A^⊥)^⊥$. Use orthogonal projection to prove that $A^{⊥⊥} =\overline{\operatorname{span}(A)}$.

The thing that trips me up is that we don't know much about $A$, like if I knew a little more, perhaps to show it's closed, then I can do the direct sum decomposition blah blah, but it also confuses me why we're using the complement of $\operatorname{span}(A)$. Is it possible to show that $\operatorname{span}(A)$ is closed, then go from there? I know it might look a bit like a duplicate, but all the questions I find don't refer to orthogonal projection at all. Any hints would be greatly appreciated!

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    Do you know that, if $V$ is a closed subspace of $H$, then $V=V^{\perp\perp}$? – egreg Nov 29 '14 at 18:37
  • I sure do! I suppose $\operatorname{span(A)}$ is a closed subspace of H isn't it? – user555486 Nov 29 '14 at 18:40
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    No, it isn't. Consider an infinite dimensional Hilbert space $H$ and a Hilbert basis $B$: the subspace spanned by $B$ is not closed (but it is dense). – egreg Nov 29 '14 at 18:42
  • Okay I did some reading, and from what I can get, span(A) is dense in $\overline{span(A)}$ which then means that I can show what you mentioned in your first comment? – user555486 Nov 29 '14 at 18:54

2 Answers2

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Let $U=\operatorname{span}(A)$. Then it's easy to see that $$ U^{\perp}=A^{\perp} $$ It's also easy to see that $$ \overline{U}^\perp=U^{\perp} $$ (where $\overline{U}$ denotes the closure of $U$) using continuity of the inner product. Thus $$ \overline{U}=\overline{U}^{\perp\perp}=U^{\perp\perp} $$ assuming you know that, for a closed subspace $V$, $V=V^{\perp\perp}$.

ViktorStein
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egreg
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  • Thank you! The part that really threw me off was the whole "Use Orthogonal Projection to show.." thing. Is the fact that you're equating orthogonal complements doing just that, or is that just in the question to confuse me? – user555486 Nov 29 '14 at 18:58
  • @user555486 I don't see how to use orthogonal projections other than for proving that $V=V^{\perp\perp}$ for a closed subspace. – egreg Nov 29 '14 at 19:00
  • Gotcha. Thanks for all your help. Most of my class was on canonical forms and such and then we just dove right in to some functional analysis (As my prof is big on that) and everyone is rather confused. – user555486 Nov 29 '14 at 19:02
  • @egreg You say "It's easy to see that $U^{\perp}=A^{\perp}$".

    I understand intuitively why this is the case, but is there a way that you can prove this?

    – Joe Apr 11 '16 at 18:33
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    @Joe Since $A\subseteq U$, we have $A^\perp\supseteq U^\perp$ (easy). If $v\in A^\perp$ and $u\in U$, write $u=\sum_{i=1}^n\alpha_iu_i$, with $u_i\in A$, which is possible because $U=\mathrm{span}(A)$. Then $\langle v,u\rangle=\sum_{i=1}^n\alpha_i\langle v,u_i\rangle=0$. – egreg Apr 11 '16 at 19:37
  • I think the first line should read $U^\perp = \operatorname{span} (A^\perp)$ – Martin Geller May 30 '22 at 18:17
  • @MartinGeller No, why? – egreg May 30 '22 at 19:38
  • It’s equivalent… I just realised – Martin Geller May 31 '22 at 07:17
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Note that $(A^\perp)^\perp=\overline{\operatorname{Span}(A)}$ is equivalent to $(A^\perp)^\perp$ being the smallest closed subspace that contains $A$.

It is obvious that $ A\subseteq (A^\perp)^\perp $ and $ (A^\perp)^\perp $ is a closed subspace of the Hilbert space $ \mathcal{H} $. It remains to prove that $ (A^\perp)^\perp $ is the smallest one. Suppose $ F $ is another closed subspace containing $ A $, then $ A^\perp\supset F^\perp $ and hence $ (A^\perp)^\perp\subset (F^\perp)^\perp $. Now it suffices to show that for a closed subspace $ F $, $ (F^\perp)^\perp\subseteq F $(thus we have $ F=(F^\perp)^\perp $). And if you know this fact then we are done.


If you do not know this fact, here comes the proof:

Since a closed subspace $ F $ of the Hilbert space $ \mathcal{H} $ is also a Hilbert space and we know there exists an orthonormal basis for $ F $, say $ \{u_\alpha\}_{\alpha\in I} $ where $ I $ is an index set. We claim that there exists an orthogonal basis $ \{v_\beta\}_{\beta\in J} $, where $ J $ is an index set, for $ \mathcal{H} $ such that $ \{u_\alpha\}_{\alpha\in I}\subseteq\{v_\beta\}_{\beta\in J} $.

To prove this fact, consider the poset $$ \mathcal{P}:=\{S\subsetneq\mathcal{H}: \{u_\alpha\}_{\alpha\in I}\subseteq S\text{ and }S\text{ is orthonormal}\}, $$

we know that $ \mathcal{P}\ne\emptyset $ and every chain has an upper bound in $ \mathcal{P} $ by taking their union, thus there exists a maximal element $ \tilde{S}\in\mathcal{P} $. If an element $ x\in\mathcal{H} $ satisfies $ \langle x,y\rangle=0 $ for any $ y\in\tilde{S} $, then by the maximality of $ \tilde{S} $, $ x $ has to be $ 0 $. Thus, by the definition of orthonormal basis of a Hilbert space, we know that $ \tilde{S} $ is an orthogonal basis for $ \mathcal{H} $. Write $ \tilde S=\{v_\beta\}_{\beta\in J} $ we know that $ \{v_\beta\}_{\beta\in J}\supseteq\{u_\alpha\}_{\alpha\in I} $.

Since every element $ x\in\mathcal{H} $ can be uniquely written as $$ x=\sum_{\alpha\in I}\langle x,u_\alpha\rangle u_\alpha+\sum_{\beta\in \{\beta\in J:v_\beta\notin\{u_\alpha\}_{\alpha\in I}\}}\langle x,v_\beta\rangle v_\beta, $$ it is clear that $ F^\perp=\operatorname{Span}(\{v_\beta\}_{\beta\in J}\setminus\{u_\alpha\}_{\alpha\in I}) $ and $ (F^\perp)^\perp=\operatorname{Span}(\{u_\alpha\}_{\alpha\in I})=F $ by the above expression and we are done.

Bach
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  • Two questions. Is completeness (i.e. the “Hilbert”) assumption used anywhere (I don’t think so)? How do you know that the series (with possibly uncountable index sets) converge to $x$? – Matthew Kvalheim Mar 09 '21 at 18:17
  • @MatthewKvalheim Recall that the fact that every Hilbert space has an orthonormal basis is proven by invoking Zorn's lemma: find a maximal element ${u_\alpha}$ of orthonormal sets which is equivalent to say that $\langle x,u_\alpha\rangle=0\ \forall\alpha\implies x=0$. This further implies the decomposition of $x$ w.r.t. the basis as above. I am sure that is where you need the completeness of the Hilbert space. It also follows that there can only be finitely many nonzero coefficients in the decomposition, though there might be uncountable many basic elements or the space is nonseparable. – Bach Mar 09 '21 at 21:44