Hi Fredrik,
I first saw it in the Khan Academy Linear Algebra video: "Lin Alg: A Projection onto a Subspace is a Linear Transformation" which is at this link: http://www.khanacademy.org/video/lin-alg--a-projection-onto-a-subspace-is-a-linear-transforma?playlist=Linear%20Algebra
But I...
The Projv(x) = A(ATA)-1ATx
I'm puzzled why this equation doesn't reduce to Projv(x) = IIx
since (ATA)-1 = A-1(AT)-1 so that should mean that A(ATA)-1AT = AA-1(AT)-1AT = II
What is wrong with my reasoning?
Thanks.