proj

Arguments

X1,X2

two real matrices with equal number of columns

P

real projection matrix (P^2=P)

Description

P is the projection on X2 parallel to X1.

Examples

X1=rand(5,2);X2=rand(5,3);
P=proj(X1,X2);
norm(P^2-P,1)
trace(P)    // This is dim(X2)
[Q,M]=fullrf(P);
svd([Q,X2])   // span(Q) = span(X2)

See also

• projspec — spectral operators
• orth — orthogonal basis
• orthProj — Computes the orthogonal projection of a point to a polyline in the plane.
• fullrf — full rank factorization