Hilbert projection theorem

Hilbert projection theorem

The Hilbert Projection Theorem is a famous result of convex analysis that says that for every point x in a Hilbert space H and every closed subspace M subset H, there exists a unique point m in M for which lVert x - m Vert is minimized over M. A necessary and sufficient condition for m is that the vector x-m be orthogonal to M.

See also

*Orthogonality principle


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