LDRTools (version 0.2-2)

O2P: Function to Compute an Orthogonal Projection Matrix Based on a Matrix with Orthonormal Columns

Description

Function to compute an orthogonal projection matrix based on a matrix with orthonormal columns.

Usage

O2P(x)

Value

The resulting orthogonal projection matrix.

Arguments

x

a matrix with k orthonormal columns of length p.

Author

Klaus Nordhausen

Details

The orthogonal projection matrix \(P\) corresponding to matrix \(x\) is defined as \(P=xx^{T}\).

See Also

B2P

Examples

X <- tcrossprod(matrix(rnorm(100),ncol=10))
# Orthogonal projector based on the first three eigenvectors of X
P <- O2P(eigen(X)$vectors[,1:3])