javasaurus: (Default)
javasaurus ([personal profile] javasaurus) wrote2006-03-14 02:23 pm

(no subject)

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)