projection.ip: Projection of columns of a matrix.
Description
Projects the columns of the matrix M on the space spanned by the
columns of the matrix X, with respect to the inner product
defined by weight: =sum(x*w*y).Usage
projection.ip(X, M, orth = FALSE, weight = rep(1, nrow(X)))
Arguments
X
Matrix defining the space to project onto.
M
Matrix of columns to be projected. Must have the same number
of rows as X.
orth
Should the projection be on the orthogonal complement to
span(X)?
weight
Weights defining the inner product. Numerical vector of
length nrow(X).
Value
- A matrix of full rank with columns in
span(X).