projection matrix

A 'projection matrix' is a fundamental concept in linear algebra and statistics, used to map vectors onto subspaces.

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Definition

C1Linear Algebra

(technical, academic)A square matrix that maps vectors onto a subspace, satisfying the condition that applying the matrix twice is the same as applying it once.

Example

  • In linear algebra, a projection matrix is used to project vectors onto a subspace.
  • The projection matrix ensures that any vector projected onto the subspace remains unchanged if projected again.

C1Statistics

(technical, academic)A matrix that transforms a vector of observed values into a vector of predicted values.

Example

  • In regression analysis, the projection matrix maps observed data to fitted values.
  • The projection matrix is crucial for calculating residuals in statistical models.

Similar

Terms that have similar or relatively close meanings to "projection matrix":

matrix algebraback projectionmatrix diagramfirst angle projection