Orthogonality in normed spaces

For a vector {x} in a normed space {X}, define the orthogonal complement {x^\perp} to be the set of all vectors {y} such that {\|x+ty\|\ge \|x\|} for all scalars {t}. In an inner product space (real or complex), this agrees with the normal definition of orthogonality because {\|x+ty\|^2 - \|x\|^2 = 2\,\mathrm{Re}\,\langle x, ty\rangle + o(t)} as {t\to 0}, and the right hand side can be nonnegative only if {\langle x, y\rangle=0}.

Let’s see what properties of orthogonal complement survive in a general normed space. For one thing, {x^\perp=X} if and only if {x=0}. Another trivial property is that {0\in x^\perp} for all {x}. More importantly, {x^\perp} is a closed set that contains some nonzero vectors.

  •  Closed because the complement is open: if {\|x+ty\| < \|x\|} for some {t}, the same will be true for vectors close to {y}.
  • Contains a nonzero vector because the Hahn-Banach theorem provides a norming functional for {x}, i.e., a unit-norm linear functional {f\in X^*} such that {f(x)=\|x\|}. Any {y\in \ker f} is orthogonal to {x}, because {\|x+ty\|\ge f(x+ty) = f(x) = \|x\|}.

In general, {x^\perp} is not a linear subspace; it need not even have empty interior. For example, consider the orthogonal complement of the first basis vector in the plane with {\ell_1} (taxicab) metric: it is \{(x, y)\colon |y|\ge |x|\}.

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The orthogonal complement of a horizontal vector in the taxicab plane

This example also shows that orthogonality is not symmetric in general normed spaces: {(1,1)\in (1,0)^\perp} but {(1,0)\notin (1,1)^\perp}. This is why I avoid using notation {y \perp x} here.

In fact, {x^\perp} is the union of kernels of all norming functionals of {x}, so it is only a linear subspace when the norming functional is unique. Containment in one direction was already proved. Conversely, suppose {y\in x^\perp} and define a linear functional {f} on the span of {x,y} so that {f(ax+by) = a\|x\|}. By construction, {f} has norm 1. Its Hahn-Banach extension is a norming functional for {x} that vanishes on {y}.

Consider {X=L^p[0,1]} as an example. A function {f} satisfies {1\in f^\perp} precisely when its {p}th moment is minimal among all translates {f+c}. This means, by definition, that its “{L^p}-estimator” is zero. In the special cases {p=1,2,\infty} the {L^p} estimator is known as the median, mean, and midrange, respectively. Increasing {p} gives more influence to outliers, so {1\le p\le 2} is the more useful range for it.

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