Knowing that $P$ is a projection in Hilbert space $\mathcal{H} \rightarrow \mathcal{H}$, not necessarily orthogonal and that neither $\mathcal{R(P)}$ nor $\mathcal{N(P)}$ equals $\mathcal{H}$, how can we prove the following inequality:
$$\|P\| \leq \| I - P \| $$
for L2 norm using its supremum definition?
$$ ||A|| = \sup_{||x||=1}{||Ax||}$$
I ended up with: $$ \begin{align*}\ \|I-P\| &\geq \|I\| - \|P\| \\ \| I - P \| &\geq 1 - \|P\| \\ 0 \leq \| P \| &\leq 1. \end{align*} $$
Am I missing some obvious property?
[EDIT: This answer was posted (long) before OP changed the conditions to $P\neq I$ and $P\neq 0$.]
The claim is false. $P = I$ is a projection.
Moreover, $0\le\|P\|\le 1$ is only true for orthogonal projections. In fact, from $P^2 = P$ it follows that $\|P\| = \|P^2\|\le\|P\|^2$ and thus $\|P\|\ge 1$.