Projectin operator
This function computes the projection operator
P_V z= V V^\top z
vvtz(v, z)
v |
orthonormal basis of the space on which |
z |
vector that is projected onto the columns of |
The above formula is only valid if the columns of v are normalized
and mutually orthogonal.
value of the projection operator
Nicole Kraemer
# generate random orthogonal vectors X<-matrix(rnorm(10*100),ncol=10) # random data S<-cor(X) # correlation matrix of data v<-eigen(S)$vectors[,1:3] # first three eigenvectors of correlation matrix z<-rnorm(10) # random vector z projection.z<-vvtz(v,z)
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