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[personal profile] javasaurus
How's your linear algebra?

Suppose X is an mxn matrix with linearly independent rows (so they form the basis of a subspace, S), and let y be an n-dimensional vector. Then the projection of y onto S is given by

XT(XXT)-1Xy -- where XT is the transpose of X.

My life would be much easier if I could just accept such statements as fact and move on. But nooooooo.... I have to understand *why* they are true. I don't mean proving the statement, but understanding it. This is one of my gripes about a lot of math texts -- they prove rather than explain.

(yes, after much pencil lead and much coffee, I achieved a sufficient understanding to make me happy)

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javasaurus

June 2012

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