grandes-ecoles 2022 Q1
Projection and Orthogonality
Let $V$ and $V^{\prime}$ be two subspaces of $E$ of dimension $p$ (we recall that $p \geqslant 1$).
(a) Show that there exist $u_1 \in V$ and $u_1^{\prime} \in V^{\prime}$ of norm 1 such that $$\left\langle u_1, u_1^{\prime}\right\rangle = \sup\left\{\left\langle a, a^{\prime}\right\rangle \mid\left(a, a^{\prime}\right) \in V \times V^{\prime},\|a\|=\left\|a^{\prime}\right\|=1\right\}.$$
(b) Extend this result by showing that there exist a family $u = (u_1, \ldots, u_p)$ of vectors of $V$ and a family $u^{\prime} = (u_1^{\prime}, \ldots, u_p^{\prime})$ of vectors of $V^{\prime}$ such that $u$ and $u^{\prime}$ are orthonormal and satisfy the following two conditions:
(i) For $k = 1$, we have $$\left\langle u_1, u_1^{\prime}\right\rangle = \sup\left\{\left\langle a, a^{\prime}\right\rangle \mid\left(a, a^{\prime}\right) \in V \times V^{\prime},\|a\|=\left\|a^{\prime}\right\|=1\right\}.$$
(ii) For $k \in \llbracket 2, p \rrbracket$, we have $$\left\langle u_k, u_k^{\prime}\right\rangle = \sup\left\{\left\langle a, a^{\prime}\right\rangle \mid\left(a, a^{\prime}\right) \in V \times V^{\prime},\|a\|=\left\|a^{\prime}\right\|=1,\right.$$ $$\left.\left\langle a, u_l\right\rangle=\left\langle a^{\prime}, u_l^{\prime}\right\rangle=0 \text{ for all } l \in \llbracket 1, k-1 \rrbracket\right\}.$$
(Hint: One may construct the vectors $u_k$ and $u_k^{\prime}$ by induction on the integer $k$.)