Formula Derivation

$$\begin{array}{rl}\text{Known: }& \vec{b}\text{ is projected onto the vector }\vec{a}\text{ to form a projection }\vec{p}.\\ & \vec{p}=x\vec{a},\text{where x is a expansion coefficient and x is a scalar. }\\ & \vec{e}=\vec{b}-\vec{p},\text{where e is a error.}\\ & \text{证明:1.将向量投影到向量}\vec{a}\\ \because & \vec{a}\perp \vec{e}\\ \therefore & {\vec{a}}^T(\vec{b}-\vec{p})=0\Rightarrow {\vec{a}}^T(\vec{b}-x\vec{a})=0\Rightarrow {\vec{a}}^T\vec{b}-x{\vec{a}}^T\vec{a}=\vec{0}\\ \therefore & x{\vec{a}}^T\vec{a}={\vec{a}}^T\vec{b}\\ \therefore & x=\frac{{\vec{a}}^T\vec{b}}{{\vec{a}}^T\vec{a}}(\text{x is a scalar and}{\vec{a}}^T\vec{a}\text{ is a number.})\\ \because & p=x\vec{a}=\vec{a}x\\ \therefore & p=\vec{a}x=\vec{a}\frac{{\vec{a}}^T\vec{b}}{{\vec{a}}^T\vec{a}}\Rightarrow p=\underset{projection}{\underbrace{\boxed{\frac{\vec{a}{\vec{a}}^T}{{\vec{a}}^T\vec{a}}}}}\vec{b}\Rightarrow projectionp=\vec{p}\times \vec{b}\\ & \text{证明：2.推广:将向量投影到平面}\vec{A}\\ \because & \vec{p}=\widehat{x_1}{a}_1+\widehat{x_2}{a}_2=\left[\begin{array}{c}{a}_1{a}_2\end{array}\right]\left[\begin{array}{c}{x}_1\\ x_2\end{array}\right]=\vec{A}\hat{X};\\ & \boxed{\vec{b}-\vec{A}\hat{X}}\perp \boxed{planeA};\\ \therefore & \left[\begin{array}{c}{a}_1^T\\ a_2^T\end{array}\right](b-\vec{A}\hat{x})=\vec{0}\\ & \Rightarrow {\vec{A}}^T(\vec{b}-\vec{A}\hat{X})=\vec{0}\Rightarrow {\vec{A}}^T\vec{A}\hat{X}={\vec{A}}^T\vec{b}(\vec{e}=\vec{b}-\vec{A}\hat{X},\vec{e}位于A转置的零空间)\\ \because & e\perp C(A)(\text{Column space of A})\\ \therefore & \text{如果A为一维向量且定义为a,则}{A}^{T}A\text{为一个数。}\\ \therefore & {\vec{A}}^T\vec{A}\hat{X}={\vec{A}}^T\vec{b}\Rightarrow \hat{X}=({\vec{A}}^T\vec{A}{)}^{-1}{\vec{A}}^T\vec{b}\Rightarrow \vec{P}=\vec{A}\hat{X}=\underset{Projectionmatrix}{\underbrace{\boxed{\vec{A}({\vec{A}}^T\vec{A}{)}^{-1}{A}^T}}}b\end{array}$$

key 1 : A一定是方阵，所以不存在$A^{-1}$。

key 2 : 投影矩阵是对称矩阵。$\Rightarrow$ $P^T=P,P^2=P$