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orthogonal decomposition theorem

Every \mathbf y splits uniquely into \hat{\mathbf y}\in W plus a piece orthogonal to W.

For a subspace W of \mathbb R^n and any \mathbf y\in\mathbb R^n, the orthogonal decomposition theorem guarantees \mathbf y=\hat{\mathbf y}+\mathbf z in exactly one way, with \hat{\mathbf y}\in W (the orthogonal projection of \mathbf y onto W) and \mathbf z\in W^\perp. Both existence and uniqueness come directly from building \hat{\mathbf y} out of an orthogonal basis of W.

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