Mathematics — Linear Algebra · orthogonal-projections
Problem
Suppose U is a finite-dimensional subspace of V and v∈V. Define a linear functional φ:U→F by
φ(u)=⟨u,v⟩
for all u∈U. By the Riesz representation theorem (6.42) as applied to the inner product space U, there exists a unique vector w∈U such that
φ(u)=⟨u,w⟩
for all u∈U. Show that w=PUv.