Let $V$ be the $ℝ$-space of the continuous functions of $[0,1]$ in $ℝ$, with the product $\langle f, g\rangle = ∫_0^1 f (t) g (t)\, dt$. Let $W$ be the set of constant functions.
Can you state the existence of the orthogonal projection on $W$? If so, describe it, if not, justify it.
Attempt: By contradiction suppose that there exists the projection $E$ of $V$ in $W$. Then as $\dim W< \infty$, it follows that $V = W \bigoplus W^ \perp$. But
$W^ \perp = \{ f \in V; \langle f, c\rangle =0 \,\,\ \forall c \in W \}$.
that is
$0=\langle f, c\rangle = ∫_0^1 f (t) c \,dt \,\,\ \forall c \in W $
that is $0=∫_0^1 f (t) \,dt \,\,\ \forall c \in W $.
But if we take $f (x) = x$, then $f\in V$, $f\notin W$, then it must belong to $W^ \perp$. But $1=∫_0^1 t dt=∫_0^1 f(t) dt$. contradicting $V = W \bigoplus W^ \perp$.
Is this right?? I find it strange because the later exercise says so:
Show a formula for $p_{W^⊥}(f)$ where $p_{W^⊥}$ is the orthogonal projection on $W^⊥$.
And to show this, do I need the above projection of this exercise to be correct?
The problem is to minimise $\|f-c\|$ over constants $c$. This is equivalent to minimising $\|f-c\|^2$ over constants $c$ and is much more tractable.
Expanding gives $\|f-c\|^2 = \|f\|^2 + c^2 - 2 c\langle 1, f \rangle$, and the minimising $c$ is given by $c= \langle 1, f \rangle$.
Hence the projection is given by $Pf = \langle 1, f \rangle$.
It is straighforward to check that $P$ is orthogonal, $\langle c, f - Pf \rangle = c \langle1, f \rangle -c \langle1, f \rangle = 0$.