Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/iii/paper-61/7/a/solution

Write . If is a best approximation in the finite-dimensional linear subspace, then for every in it and every real ,
A nonzero real linear coefficient would make this negative for sufficiently small of the appropriate sign. Hence . In a complex inner product space, apply the argument to too; the imaginary part also vanishes. Thus for every in the subspace.
Conversely, if that orthogonality holds, every other candidate has the form , and the Pythagorean theorem in the inner product norm gives
Equality requires . Therefore
The next part constructs this orthogonal projection explicitly. No completeness of the whole inner product space is required for projection onto a finite-dimensional subspace.

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