B2P | R Documentation |
Function to compute an orthogonal projection matrix based on an arbitrary matrix.
B2P(x)
x |
A matrix with p rows and k columns. |
The orthogonal projection matrix P
corresponding to matrix x
is defined as P=x(x^{T}x)^{-1}x^{T}
.
The resulting orthogonal projection matrix.
Klaus Nordhausen
O2P
set.seed(1)
X <- matrix(rnorm(30),ncol=3)
P <- B2P(X)
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