B2P {LDRTools}

Function to Compute an Orthogonal Projection Matrix Based on an Arbitrary Matrix

Description

Function to compute an orthogonal projection matrix based on an arbitrary matrix.

Usage

B2P(x)

Arguments

x

A matrix with p rows and k columns.

Details

The orthogonal projection matrix P corresponding to matrix x is defined as P=x(x^{T}x)^{-1}x^{T}.

Value

The resulting orthogonal projection matrix.

Author(s)

Klaus Nordhausen

See Also

O2P

Examples

set.seed(1)
X <- matrix(rnorm(30),ncol=3)
P <- B2P(X)