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The cellwise L2 projection exists uniquely and is best approximation

Statement

For every finite measure μ on a bounded nondegenerate interval or nondegenerate affine simplex K that assigns positive measure to every nonempty relatively open subset, every integer degree p≥0 with Pp(K)⊆L2(μ) as in Cellwise L2 projection relation onto broken polynomials, and every u∈L2(μ), the set PK(u) contains exactly one polynomial ΠKu. For each w∈Pp(K), ∥u−ΠKu∥L2(K)≤∥u−w∥L2(K).

Facts & Assumptions

Given: A finite measure μ with full support on K, the finite-dimensional polynomial space Pp(K)⊂L2(μ), u∈L2(μ), and the orthogonality equations defining PK(u).

[F1]

Cellwise L2 projection relation onto broken polynomials: p∈PK(u) exactly when ∫K(u−p)w dμ=0 for every w∈Pp(K).

[F2]

Cauchy-Schwarz inequality for L2: if f,g∈L2(μ), then ∫∣fg∣ dμ≤∥f∥2∥g∥2.

Proof

1.1F1F2constructalgebra

Choose the finite monomial basis {ϕ1,…,ϕM} of Pp(K). Its Gram matrix Gij=∫Kϕiϕj dμ is positive definite: for every nonzero coefficient vector c, the polynomial q=∑iciϕi is continuous and nonzero at some point of K, so it is bounded away from zero on a nonempty relatively open subset; full support gives cTGc=∫Kq2 dμ>0. Each moment bi=∫Kuϕi dμ is finite by [F2]. The invertible system Gc=b therefore has a unique solution, and p=∑iciϕi satisfies [F1].

2.1F1step 1.1algebra∎

For any w∈Pp(K), write u−w=(u−ΠKu)+(ΠKu−w). The first term is orthogonal to the second by [F1], hence ∥u−w∥22=∥u−ΠKu∥22+∥ΠKu−w∥22≥∥u−ΠKu∥22. Taking square roots proves best approximation.

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