A Decomposition of the Orthogonal Projector

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 8 in Matrix Tricks for Linear Statistical Models, 2011, pp 155-190 from Springer

Abstract: Abstract In this chapter we consider a decomposition of the orthogonal projector onto the column space of the partitioned matrix (A : B) and demonstrate its usefulness through several examples. The decomposition introduced is a consequence of Theorem 7 (p. 151).

Keywords: Model Matrix; Orthogonal Projector; Mahalanobis Distance; Full Column Rank; Column Space (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-10473-2_9

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DOI: 10.1007/978-3-642-10473-2_9

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