Description Usage Arguments Details Value Note Author(s) See Also Examples

Functions to project one matrix onto another, or to ortghogonalise it against the other.

1 2 3 |

`M` |
matrix to be projected or orthogonalised |

`N` |
matrix to be projected onto or orthogonalised against |

`project(M, N)`

calculates the projection of `M`

onto `N`

,
i.e., *N (N' N)^(-1) N' M*.

`orth(M, N)`

orthogonalises `M`

with respect to `N`

,
i.e., it calculates the projection of `M`

onto the orthogonal
space of `N`

: *M - N (N' N)^(-1) N' M*.

`Corth(M, N)`

calculates the coefficient matrix needed to
orthogonalise future matrices, that is,
*(N' N)^(-1) N' M*. Future
matrices `m`

and `n`

can be orthogonalised with
`m - n %*% Corth(M, N)`

.

A matrix.

The functions need to be opitmised, both for speed and numerical accurracy.

Bjørn-Helge Mevik

1 | ```
##FIXME
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