This is a fundamental results from linear algebra on orthogonal projections. A relatively simple approach is as follows. If u1,…,um are orthonormal vectors ... ... <看更多>

The Gram-Schmidt orthogonalization algorithm constructs an orthogonal basis ... A matrix P is an orthogonal projector (or orthogonal projection matrix) if P ... ... <看更多>

but there's an easier way, if we want to do projections: QR decomposition gives us an orthonormal projection matrix, as Q.T , and Q is itself ... ... <看更多>