For a given matrix A,v its associated projection matrix is defined as Pv = Av(AvT Av)−1 AvT. The matrix Pv projects any vector bv onto the column space of A.v Matrices and matrix algebra.
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© 2001 Kluwer Academic Publishers
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Gass, S.I., Harris, C.M. (2001). Projection matrix. In: Gass, S.I., Harris, C.M. (eds) Encyclopedia of Operations Research and Management Science. Springer, New York, NY. https://doi.org/10.1007/1-4020-0611-X_819
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DOI: https://doi.org/10.1007/1-4020-0611-X_819
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