Projection matrix: Difference between revisions

Revision as of 10:54, 5 August 2022

Revision as of 08:28, 7 August 2022

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\end{align}</math>

Therefore, since <math>\mathbf{x}</math> is on the column space of <math>\mathbf{A}</math>, the projection matrix, which maps <math>\mathbf{b}</math> onto <math>\mathbf{x}</math> is just <math>\mathbf{AxA}</math>, or <math>\mathbf{A}\left(\mathbf{A}^\textsf{T}\mathbf{A}\right)^{-1}\mathbf{A}^\textsf{T}\mathbf{b}</math>

== Linear model ==