Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/ib/paper-4/1e/solution

For the given orthonormal basis, the orthogonal projection is
It belongs to , and for every basis vector. Thus . For any , decompose . The summands are orthogonal, so the Pythagorean theorem in an inner-product space for the inner product gives
Equality holds exactly when . Hence is the unique closest point of to . This proves the minimizing property as well as the formula, including and .

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