Singular value estimates of oblique projections (Q958031)

Let \(W\) and \(M\) be two finite dimensional subspaces of a Hilbert space \(\mathcal H\) such that \(\mathcal{H} =W\oplus M\), and let \(P_{W||M^{\bot}}\) denote the oblique projection with range \(W\) and null space \(M^{\bot}\). The authors give the following formula for the singular values of \(P_{W||M^{\bot}}\): \[ 2(s_k(P_{W||M^{\bot}}) -1) = \min\limits_{(F,H)\in {X(W,M)}} s_k(F-H)^2, \] where the minimum is taken over the set of all operator pairs \((F,H)\) on \(\mathcal{H} \) such that \(R(F) =W\), \(R(H) = M\) and \(FH^* = P_{W||M^{\bot}}\), and \(k \in \{1, \dots , {\dim}W\}\). The authors also characterize all the pairs where the minimum is attained.