projector: Orthogonal projector of a matrix
Description
Computes the orthogonal projection matrix for the column space of a given matrix.
Usage
projector(M, tol=sqrt(.Machine$double.eps))
Value
Returns the orthogonal projection matrix for the column space of M.
Arguments
- M
A matrix for which the orthogonal projection matrix is to be computed.
- tol
A relative tolerance to detect zero singular values while computing generalized inverse, in case M is rank deficient (default = sqrt(.Machine$double.eps)).
Author
Debasis Sengupta <shairiksengupta@gmail.com>, Jinwen Qiu <qjwsnow_ctw@hotmail.com>
References
Sengupta and Jammalamadaka (2019), Linear Models and Regression with R: An Integrated Approach.