I have recently proved the projection theorem in a Hilbert space setting. The statements were:
If $M$ is a closed subspace of a Hilbert space $H$ and $x \in H$, then:
- There is a unique element $\hat{x}$ s.t.
$$\|x-\hat{x}\| = \inf_{y \in M}\|x-y\|$$
- We have $$\|x-\hat{x}\| = \inf_{y \in M}\|x-y\|$$ if and only if $(x-\hat{x}) \in M^\perp$.
Now I am having some troubles with the intuition behind this theorem, point (1) is intuitive to me but point (2) seems a bit strange even if I have proved it, could someone help me with some intuition or provide a reference that explains the intuition.
Think about this. Suppose you have a point $P$ and a plane in space and that the point does not lie on the plane. There is a unique point $P_0$ of the plane closest to the point. The line segment joining $P$ to $P_0$ is perpendicular to the plane. Do you see why?
It's the same reason a dropped coffee cup falls straight down at the Earth.