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Easy Projector Tricks

Simo Puntanen (), George P. H. Styan () and Jarkko Isotalo ()
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Simo Puntanen: University of Tampere, School of Information Sciences
George P. H. Styan: McGill University, Department of Mathematics & Statistics
Jarkko Isotalo: University of Tampere, School of Information Sciences

Chapter Chapter 2 in Matrix Tricks for Linear Statistical Models, 2011, pp 71-90 from Springer

Abstract: Abstract In this chapter we go through some basic properties of the orthogonal projectors. We are great fans of projectors and believe that their heavy use simplifies many considerations and helps to understand what is going on particularly in various minimization problems. We first consider the orthogonal projections under the standard inner product, and then under the more general cases. We believe that it is instructive to proceed in this order instead of first going to the general case.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-10473-2_3

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DOI: 10.1007/978-3-642-10473-2_3

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