Calling Sequence
P = proj(X1,X2)
Parameters
- X1,X2
two real matrices with equal number of columns
- P
real projection matrix (P^2=P)
Description
P is the projection on X2 parallel to X1.
Examples
X1=rand(5,2);X2=rand(5,3);
P=proj(X1,X2);
norm(P^2-P,1)
trace(P) // This is dim(X2)
[Q,M]=fullrf(P);
svd([Q,X2]) // span(Q) = span(X2)