Performs matrix residualisation over estimated canonical vectors by using the null space of the estimated canonical vector to construct a new matrix.
getCanSubspace(mat, vec)An nxk matrix.
An nxp matrix.
A vector of dimensions nxk.
For nxp matrix $$\mathbf{A}$$ and pxk vector $$\mathbf{\alpha}$$, the canonical is compute as \(\mathbf{A}_{sub} = \mathbf{A}\mathbf{\alpha}(\mathbf{\alpha}^T\mathbf{\alpha})\mathbf{\alpha}^T\).