Let $U,V$ be closed subspaces of the Hilbert space $H$ and $P_U, P_V$ the corresponding orthogonal projections on $U$ and $V$, respectively. I need to show: $$ U\subset V \Leftrightarrow P_U=P_VP_U=P_UP_V.$$
Let $x_0\in H,\, \, $and $U\subset V.$ Then, $\,y_0:=P_U(x_0)\in U.$ Also, $P_VP_U(x_0)=P_V(y_0)=y_0$ since $y_0 \in V.$ Since this is true for all $x_0 \in H$, the direction $\Rightarrow$ is proved. Is this correct, what I have done ?
I have difficulties into proving the other direction. Can somebody provide a proposal or give me a hint ?
Many thanks in advance.
$\Rightarrow$ Let $x\in H$.
Therefore, \begin{align} P_U(P_V(x)-x) &= P_U(v) \\ P_U(P_V(x)-x)&= 0\\ P_U P_V(x) &= P_U(x). \end{align}
Since the result holds for all $x\in H$, $P_UP_V=P_U$.
$\Leftarrow$: Proof of contrapositive:
If $U$ is not a subset of $V$ then there is a $u\in U\setminus V$. Then
$$P_U(u)=u,$$ but
\begin{align} P_VP_U(u)&=P_V(u)\in V \end{align} so that $P_VP_U(u)\ne u$ because $u\notin V$.
Therefore $P_U\ne P_VP_U$.