Projection matrix
Reference work entry
First Online:
DOI: https://doi.org/10.1007/1-4020-0611-X_819
For a given matrix A,v its associated projection matrix is defined as Pv = Av(AvTAv)−1AvT. The matrix Pv projects any vector bv onto the column space of A.v Matrices and matrix algebra.
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© Kluwer Academic Publishers 2001