Recall the projection matrix P = A(AT A)1AT associated with the least squares
Chapter 5, Problem 17(choose chapter or problem)
Recall the projection matrix P = A(AT A)1AT associated with the least squares approximation technique. Assume that A is an m n matrix. (a) What is the size of P? (b) Show that P A = A and P2 = P. (c) Show that P is a symmetric matrix.
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