I'm dealing with this functional analysis exercise:
Let $H$ be a Hilbert space and $M,L$ are two closed subspaces of $H$. $P_M$ is the orthogonal projection operator. Prove $P_MP_L=P_{M\cap L} \iff P_MP_L=P_LP_M$.
"$\Longrightarrow$" part is easy: $P_LP_M=P_{L\cap M}=P_{M\cap L}=P_MP_L$.
But for the "$\Longleftarrow$" part, denote $P=P_MP_L=P_LP_M$. Then $Px=P_M(P_Lx)\in M$ and similarly in $L$. Therefore $Px\in L\cap M$. But how can I prove it is an orthogonal projection on $L\cap M$?
You are almost there. To show it's an orthogonal projection, note the following fact:
Now take any $v\in L\cap M$ and we have for any vector $x \in H$: $$\langle v, x\rangle = \langle v, P_M(x)\rangle = \langle v, P_LP_M(x)\rangle.$$ Since you already know that $P_LP_M(x)\in L\cap M$, this identity means that $P_LP_M(x)$ is exactly the projection $P_{L\cap M}(x)$.