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    Matrix and least squares

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    Let P = A(A^TA)^-1A^T, where A is an mxn matrix of rank n.

    (1) Show that P^2 = P.
    (2) Prove P^k = P for K = 1,2,....
    (3) Show that P is symmetric.


    Let AЄR^(mxn) and let r be a solution to the least square problem Ax=b. Show that a vector yЄR^n will also be a solution if and only if y = r + z, for some vector zЄN(A).

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    Solution Summary

    There are several proofs regarding matrices here, including a proof of a symmetric matrix.