proj - projection

Calling Sequence

P = proj(X1,X2)

Parameters

• 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 ,   orth ,   fullrf ,  

Author

F. D.; ;