Let
be a Hilbert space and
a closed subspace of
. Corresponding to any vector
, there is a unique vector
such that
for all .
Furthermore, a necessary and sufficient condition that
be the unique minimizing vector is that
be orthogonal to
(Luenberger 1997, p. 51).
This theorem can be viewed as a formalization of the result that the closest point on a plane to a point not on the plane can be found by dropping a perpendicular.