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Reduce P = A(ATA)-1AT to P = BBT

  1. Aug 14, 2009 #1
    How do I reduce P = A(ATA)-1AT to P = BBT whenever the column vectors of A form an orthonormal set.
  2. jcsd
  3. Aug 14, 2009 #2
    Re: Proof

    If the columns are an orthonormal set, then A^T A == I (where I has rank of the number of columns). The proof is mainly writing out that product in block form.
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