Suppose \(\phi_{1}, \phi_{2}, \ldots, \phi_{m}\) are orthogonal on \([a, b]\) and
$$
\int_{a}^{b} \phi_{n}^{2}(x) d x \neq 0, \quad n=1,2, \ldots, m
$$
If \(a_{1}, a_{2}, \ldots, a_{m}\) are arbitrary real numbers, define
$$
P_{m}=a_{1} \phi_{1}+a_{2} \phi_{2}+\cdots+a_{m} \phi_{m}
$$
Let
$$
F_{m}=c_{1} \phi_{1}+c_{2} \phi_{2}+\cdots+c_{m} \phi_{m}
$$
where
$$
c_{n}=\frac{\int_{a}^{b} f(x) \phi_{n}(x) d x}{\int_{a}^{b} \phi_{n}^{2}(x) d
x}
$$
that is, \(c_{1}, c_{2}, \ldots, c_{m}\) are Fourier coefficients of \(f\).
(a) Show that
$$
\int_{a}^{b}\left(f(x)-F_{m}(x)\right) \phi_{n}(x) d x=0, \quad n=1,2, \ldots,
m
$$
(b) Show that
$$
\int_{a}^{b}\left(f(x)-F_{m}(x)\right)^{2} d x \leq
\int_{a}^{b}\left(f(x)-P_{m}(x)\right)^{2} d x
$$
with equality if and only if \(a_{n}=c_{n}, n=1,2, \ldots, m\)
(c) Show that
$$
\int_{a}^{b}\left(f(x)-F_{m}(x)\right)^{2} d x=\int_{a}^{b} f^{2}(x) d
x-\sum_{n=1}^{m} c_{n}^{2} \int_{a}^{b} \phi_{n}^{2} d x
$$
(d) Conclude from (c) that
$$
\sum_{n=1}^{m} c_{n}^{2} \int_{a}^{b} \phi_{n}^{2}(x) d x \leq \int_{a}^{b}
f^{2}(x) d x
$$