Function to Compute an Orthogonal Projection Matrix Based on an Arbitrary Matrix

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Description

Function to compute an orthogonal projection matrix based on an arbitrary matrix.

Usage

1
B2P(x)

Arguments

x

A matrix with p rows and k columns.

Details

The orthogonal projection matrix P corresponding to matrix x is defined as P=x (x^T x)^-1 x^T.

Value

The resulting orthogonal projection matrix.

Author(s)

Klaus Nordhausen

See Also

O2P

Examples

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set.seed(1)
X <- matrix(rnorm(30),ncol=3)
P <- B2P(X)