LDRTools (version 0.2)

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)

Arguments

x

a matrix with k orthonormal columns of length p.

Value

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])