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18.06 Quiz 2 April 7, 2010 Professor Strang

math.mit.edu

Solution The general formula for the orthogonal projection onto the column space of a matrix A is P= A(ATA) 1AT: Here, A = 2 6 6 6 4 2 1 3 3 7 7 7 5 so that P = 1 14 2 6 6 6 4 4 2 6 2 1 3 6 3 9 3 7 7 7 5 Remarks: Since we’re projecting onto a one-dimensional space, ATA is just a number and we can write things like P= (AAT)=(ATA). This won’t ...

  Formula, Matrix, Projection, Orthogonal, Formula for the orthogonal projection

The formula for the orthogonal projection

www.math.lsa.umich.edu

Your textbook states this formula without proof in Section 5.4, so I thought I’d write up the proof. I urge you to also understand the other ways of dealing with orthogonal projec-tion that our book discusses, and not simply memorize the formula. Example Let V be the span of the vectors (1 2 3 4)T and (5 6 7 8)T. These two vectors are linearly

  Formula, Projection, Orthogonal, Memorize, Formula for the orthogonal projection

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