Orthogonal Projection onto Range of Matrix











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If $Ainmathbb{R}^{mtimes n}$ and $P_{Rleft(Aright)}$ is the orthogonal projection onto the range of $A$, i.e. $Rleft(Aright)$, then show that $A^{T}P_{Rleft(Aright)}=A^{T}$. So far I have that
$$A^{T}P_{Rleft(Aright)}=A^{T}P_{Rleft(Aright)}^{T}=left(P_{Rleft(Aright)}Aright)^{T}.$$
I am stuck at the last step. How does $P_{Rleft(Aright)}A=A$? My textbook says that if $operatorname{rank}left(Aright)=r$ and $B_{mtimes r}$ is a matrix whose columns form a basis for $Rleft(Aright)$, then $P_{Rleft(Aright)}=Bleft(B^{T}Bright)^{-1}B^{T}$. Additionally, it says that if $operatorname{rank}left(Aright)=n$, then $P_{Rleft(Aright)}=Aleft(A^{T}Aright)^{-1}A^{T}$. It's easy to see that if $operatorname{rank}left(Aright)=n$, then by substituting, we get $P_{Rleft(Aright)}A=A$, but the problem statement does not mention anything about the rank of $A$.










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    If $P$ is projection on a subspace $M$ then $Px=x$ for all $x in M$.
    – Kavi Rama Murthy
    Nov 16 at 8:54










  • @KaviRamaMurthy thanks for the hint. I understand this, but I'm not sure how this fact applies.
    – Jake
    Nov 16 at 9:07










  • $P_{R(A)}Ax=Ax$ because $Ax in R(A)$.
    – Kavi Rama Murthy
    Nov 16 at 9:12

















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If $Ainmathbb{R}^{mtimes n}$ and $P_{Rleft(Aright)}$ is the orthogonal projection onto the range of $A$, i.e. $Rleft(Aright)$, then show that $A^{T}P_{Rleft(Aright)}=A^{T}$. So far I have that
$$A^{T}P_{Rleft(Aright)}=A^{T}P_{Rleft(Aright)}^{T}=left(P_{Rleft(Aright)}Aright)^{T}.$$
I am stuck at the last step. How does $P_{Rleft(Aright)}A=A$? My textbook says that if $operatorname{rank}left(Aright)=r$ and $B_{mtimes r}$ is a matrix whose columns form a basis for $Rleft(Aright)$, then $P_{Rleft(Aright)}=Bleft(B^{T}Bright)^{-1}B^{T}$. Additionally, it says that if $operatorname{rank}left(Aright)=n$, then $P_{Rleft(Aright)}=Aleft(A^{T}Aright)^{-1}A^{T}$. It's easy to see that if $operatorname{rank}left(Aright)=n$, then by substituting, we get $P_{Rleft(Aright)}A=A$, but the problem statement does not mention anything about the rank of $A$.










share|cite|improve this question


















  • 2




    If $P$ is projection on a subspace $M$ then $Px=x$ for all $x in M$.
    – Kavi Rama Murthy
    Nov 16 at 8:54










  • @KaviRamaMurthy thanks for the hint. I understand this, but I'm not sure how this fact applies.
    – Jake
    Nov 16 at 9:07










  • $P_{R(A)}Ax=Ax$ because $Ax in R(A)$.
    – Kavi Rama Murthy
    Nov 16 at 9:12















up vote
0
down vote

favorite









up vote
0
down vote

favorite











If $Ainmathbb{R}^{mtimes n}$ and $P_{Rleft(Aright)}$ is the orthogonal projection onto the range of $A$, i.e. $Rleft(Aright)$, then show that $A^{T}P_{Rleft(Aright)}=A^{T}$. So far I have that
$$A^{T}P_{Rleft(Aright)}=A^{T}P_{Rleft(Aright)}^{T}=left(P_{Rleft(Aright)}Aright)^{T}.$$
I am stuck at the last step. How does $P_{Rleft(Aright)}A=A$? My textbook says that if $operatorname{rank}left(Aright)=r$ and $B_{mtimes r}$ is a matrix whose columns form a basis for $Rleft(Aright)$, then $P_{Rleft(Aright)}=Bleft(B^{T}Bright)^{-1}B^{T}$. Additionally, it says that if $operatorname{rank}left(Aright)=n$, then $P_{Rleft(Aright)}=Aleft(A^{T}Aright)^{-1}A^{T}$. It's easy to see that if $operatorname{rank}left(Aright)=n$, then by substituting, we get $P_{Rleft(Aright)}A=A$, but the problem statement does not mention anything about the rank of $A$.










share|cite|improve this question













If $Ainmathbb{R}^{mtimes n}$ and $P_{Rleft(Aright)}$ is the orthogonal projection onto the range of $A$, i.e. $Rleft(Aright)$, then show that $A^{T}P_{Rleft(Aright)}=A^{T}$. So far I have that
$$A^{T}P_{Rleft(Aright)}=A^{T}P_{Rleft(Aright)}^{T}=left(P_{Rleft(Aright)}Aright)^{T}.$$
I am stuck at the last step. How does $P_{Rleft(Aright)}A=A$? My textbook says that if $operatorname{rank}left(Aright)=r$ and $B_{mtimes r}$ is a matrix whose columns form a basis for $Rleft(Aright)$, then $P_{Rleft(Aright)}=Bleft(B^{T}Bright)^{-1}B^{T}$. Additionally, it says that if $operatorname{rank}left(Aright)=n$, then $P_{Rleft(Aright)}=Aleft(A^{T}Aright)^{-1}A^{T}$. It's easy to see that if $operatorname{rank}left(Aright)=n$, then by substituting, we get $P_{Rleft(Aright)}A=A$, but the problem statement does not mention anything about the rank of $A$.







linear-algebra matrices linear-transformations matrix-rank






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asked Nov 16 at 8:47









Jake

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  • 2




    If $P$ is projection on a subspace $M$ then $Px=x$ for all $x in M$.
    – Kavi Rama Murthy
    Nov 16 at 8:54










  • @KaviRamaMurthy thanks for the hint. I understand this, but I'm not sure how this fact applies.
    – Jake
    Nov 16 at 9:07










  • $P_{R(A)}Ax=Ax$ because $Ax in R(A)$.
    – Kavi Rama Murthy
    Nov 16 at 9:12
















  • 2




    If $P$ is projection on a subspace $M$ then $Px=x$ for all $x in M$.
    – Kavi Rama Murthy
    Nov 16 at 8:54










  • @KaviRamaMurthy thanks for the hint. I understand this, but I'm not sure how this fact applies.
    – Jake
    Nov 16 at 9:07










  • $P_{R(A)}Ax=Ax$ because $Ax in R(A)$.
    – Kavi Rama Murthy
    Nov 16 at 9:12










2




2




If $P$ is projection on a subspace $M$ then $Px=x$ for all $x in M$.
– Kavi Rama Murthy
Nov 16 at 8:54




If $P$ is projection on a subspace $M$ then $Px=x$ for all $x in M$.
– Kavi Rama Murthy
Nov 16 at 8:54












@KaviRamaMurthy thanks for the hint. I understand this, but I'm not sure how this fact applies.
– Jake
Nov 16 at 9:07




@KaviRamaMurthy thanks for the hint. I understand this, but I'm not sure how this fact applies.
– Jake
Nov 16 at 9:07












$P_{R(A)}Ax=Ax$ because $Ax in R(A)$.
– Kavi Rama Murthy
Nov 16 at 9:12






$P_{R(A)}Ax=Ax$ because $Ax in R(A)$.
– Kavi Rama Murthy
Nov 16 at 9:12












2 Answers
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We have $ mathbb R^n=R(A) oplus R(A)^{perp}$ and $R(A)^{perp}=ker(A^T)$.



Let $P=P_{R(A)}$, then we have



$Px=x$ for all $x in R(A)$ and $Px=0$ for all $x in ker(A^T)$.



Hence:



$A^TPx=A^Tx$ for all $x in R(A)$ and $A^TPx=0=A^Tx$ for all $x in ker(A^T)$.






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    ["] How does $P_{R(A)}A=A$? [."]





    • $forall xin mathbb R^n, Axin R(A)subseteqmathbb R^m$.

    • The behavior of $P$ on its range is just identity, i.e. $P_{R(A)}=I_{R(A)}.$ This is can be proved by $P^2=P$, since $P$ is projection.






    share|cite|improve this answer























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      2 Answers
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      2 Answers
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      We have $ mathbb R^n=R(A) oplus R(A)^{perp}$ and $R(A)^{perp}=ker(A^T)$.



      Let $P=P_{R(A)}$, then we have



      $Px=x$ for all $x in R(A)$ and $Px=0$ for all $x in ker(A^T)$.



      Hence:



      $A^TPx=A^Tx$ for all $x in R(A)$ and $A^TPx=0=A^Tx$ for all $x in ker(A^T)$.






      share|cite|improve this answer

























        up vote
        0
        down vote













        We have $ mathbb R^n=R(A) oplus R(A)^{perp}$ and $R(A)^{perp}=ker(A^T)$.



        Let $P=P_{R(A)}$, then we have



        $Px=x$ for all $x in R(A)$ and $Px=0$ for all $x in ker(A^T)$.



        Hence:



        $A^TPx=A^Tx$ for all $x in R(A)$ and $A^TPx=0=A^Tx$ for all $x in ker(A^T)$.






        share|cite|improve this answer























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          up vote
          0
          down vote









          We have $ mathbb R^n=R(A) oplus R(A)^{perp}$ and $R(A)^{perp}=ker(A^T)$.



          Let $P=P_{R(A)}$, then we have



          $Px=x$ for all $x in R(A)$ and $Px=0$ for all $x in ker(A^T)$.



          Hence:



          $A^TPx=A^Tx$ for all $x in R(A)$ and $A^TPx=0=A^Tx$ for all $x in ker(A^T)$.






          share|cite|improve this answer












          We have $ mathbb R^n=R(A) oplus R(A)^{perp}$ and $R(A)^{perp}=ker(A^T)$.



          Let $P=P_{R(A)}$, then we have



          $Px=x$ for all $x in R(A)$ and $Px=0$ for all $x in ker(A^T)$.



          Hence:



          $A^TPx=A^Tx$ for all $x in R(A)$ and $A^TPx=0=A^Tx$ for all $x in ker(A^T)$.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Nov 16 at 9:13









          Fred

          42.2k1642




          42.2k1642






















              up vote
              0
              down vote













              ["] How does $P_{R(A)}A=A$? [."]





              • $forall xin mathbb R^n, Axin R(A)subseteqmathbb R^m$.

              • The behavior of $P$ on its range is just identity, i.e. $P_{R(A)}=I_{R(A)}.$ This is can be proved by $P^2=P$, since $P$ is projection.






              share|cite|improve this answer



























                up vote
                0
                down vote













                ["] How does $P_{R(A)}A=A$? [."]





                • $forall xin mathbb R^n, Axin R(A)subseteqmathbb R^m$.

                • The behavior of $P$ on its range is just identity, i.e. $P_{R(A)}=I_{R(A)}.$ This is can be proved by $P^2=P$, since $P$ is projection.






                share|cite|improve this answer

























                  up vote
                  0
                  down vote










                  up vote
                  0
                  down vote









                  ["] How does $P_{R(A)}A=A$? [."]





                  • $forall xin mathbb R^n, Axin R(A)subseteqmathbb R^m$.

                  • The behavior of $P$ on its range is just identity, i.e. $P_{R(A)}=I_{R(A)}.$ This is can be proved by $P^2=P$, since $P$ is projection.






                  share|cite|improve this answer














                  ["] How does $P_{R(A)}A=A$? [."]





                  • $forall xin mathbb R^n, Axin R(A)subseteqmathbb R^m$.

                  • The behavior of $P$ on its range is just identity, i.e. $P_{R(A)}=I_{R(A)}.$ This is can be proved by $P^2=P$, since $P$ is projection.







                  share|cite|improve this answer














                  share|cite|improve this answer



                  share|cite|improve this answer








                  edited Nov 16 at 16:24

























                  answered Nov 16 at 15:38









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