MIT线性代数笔记-第十五讲

Projections! aT(b−xa)=0 a T ( b − x a ) = 0 xaTa=aTb x a T a = a T b x=aTbaTa x = a T b a T a p=ax=aaTbaTa p = a x = a a T b a T a 投影矩阵为: P=aTbaTa P = a T b a T a (注意，大P，代表矩阵) PT=P P T = P P2=P(投影两次得到

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