Encyclopedia of Operations Research and Management Science

2013 Edition
| Editors: Saul I. Gass, Michael C. Fu

Projection Matrix

Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-1153-7_200655

For a given matrix A, its associated projection matrix is defined as P = A(ATA)−1AT. The matrix P projects any vector b onto the column space of A.

See

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© Springer Science+Business Media New York 2013