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Characterising orthogonal projectors

ProofIntermediate⏱ 30 minFoundationsprojectionidempotentsymmetric

Problem

Let P∈Rd×dP \in \R^{d\times d}. Prove that the following are equivalent.

  1. P=P⊤P = P^\top and P2=PP^2 = P.
  2. There is a subspace V⊆RdV \subseteq \R^d such that PxPx is the closest point of VV to xx, for every xx.

Deduce that the eigenvalues of an orthogonal projector are all 00 or 11, and that tr⁡(P)=dim⁡V\operatorname{tr}(P) = \dim V.

Write a complete argument. Every inequality you use should be one you could state precisely.

Hints

Hints — 0 of 3 revealed

Solution

Opening this before you have a real attempt on paper is the fastest way to feel like you understand something you cannot reproduce.

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