O2P | R Documentation |
Function to compute an orthogonal projection matrix based on a matrix with orthonormal columns.
O2P(x)
x |
a matrix with k orthonormal columns of length p. |
The orthogonal projection matrix P
corresponding to matrix x
is defined as P=xx^{T}
.
The resulting orthogonal projection matrix.
Klaus Nordhausen
B2P
X <- tcrossprod(matrix(rnorm(100),ncol=10))
# Orthogonal projector based on the first three eigenvectors of X
P <- O2P(eigen(X)$vectors[,1:3])
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