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This one has most of us in class scratching our heads. I not looking for a full solution, just a way to get started. If I can get the form for P I think I can get it from there. Here's the problem:

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I did find a solution online, but I didn't understand it, so it's not really useful to me. They started like this

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But I don't understand how they got that nor how they used it in the rest of their solution. (Judging by the rest of the solution, I think that last isn't x^n but x^T ... I think - handwriting).

Can anyone offer some advice?

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  • $\begingroup$ Please do not use pictures for critical portions of your post. Pictures may not be legible, cannot be searched and are not view-able to some, such as those who use screen readers. $\endgroup$ – GNUSupporter 8964民主女神 地下教會 Apr 6 '18 at 22:03
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Consider a vector $y$ which doesn't belong to Col(X) then $Xw = y$ has not an exact solution. Thus we look for $Xw = \bar y$ where $\bar y$ is the projection of $y$ in $Col(X)$.

The error is $e=y-\bar y=y-Xw$ and it is miminized when $e$ is orthogonal to $Col(X)$ that is

$$X^Te=X^T(y-Xw)=0\implies X^Ty=X^TXw\implies w=(X^TX)^{-1}X^Ty$$

and therefore

$$\bar y=X(X^TX)^{-1}X^Ty=Py$$

and the projection is orthogonal since $P^T=P$.

Take also a look to this reference by MIT Projection.

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    $\begingroup$ Thank you, we also found a wiki page and a pdf from Harvard that helped as well. I think we've got it now. I love this site. $\endgroup$ – Dana Hill Apr 6 '18 at 22:36
  • $\begingroup$ @DanaHill Well done! You are welcome! Bye $\endgroup$ – gimusi Apr 6 '18 at 22:42

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