For any , write . The stated orthogonality makes the two summands perpendicular in the given inner product, because . The Pythagorean theorem for inner product spaces therefore givesEquality is attained at , and positive definiteness makes it unique. Thus is the orthogonal projection of onto the polynomial subspace.
For the weighted example set . Orthogonality against the basis givesOdd terms vanish on the symmetric interval, so and . ConsequentlyThe weight vanishes only at one point; its integral against is positive for every nonzero continuous , so it really does define an inner product. For an optional error check, the squared minimum error is .
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