直线投影
p = x a p = x a p=xa , x x x 为标量
a
T
a^T
aT与
e
e
e 垂直所以
a
T
∗
e
=
a
T
(
b
−
p
)
=
a
T
(
b
−
x
a
)
=
0
a^T *e = a^T(b-p)=a^T(b-xa)=0
aT∗e=aT(b−p)=aT(b−xa)=0
x
=
a
T
∗
b
/
(
a
T
∗
a
)
x = a^T*b/(a^T*a)
x=aT∗b/(aT∗a)
p
=
a
x
=
a
∗
a
T
∗
b
/
(
a
T
∗
a
)
p = ax = a *a^T*b/(a^T*a)
p=ax=a∗aT∗b/(aT∗a)
所以
a
∗
a
T
/
(
a
T
∗
a
)
a *a^T/(a^T*a)
a∗aT/(aT∗a) 为投影向量
矩阵投影
A
x
=
b
Ax=b
Ax=b 无解时,也就是说
b
b
b 不在
A
A
A 的列空间中,此时可以使用
b
b
b 向列空间进行投影;设投影矩阵为
P
P
P,
P
=
A
x
^
P = A\hat{x}
P=Ax^ 与向量投影类似,
e
=
b
−
A
x
^
e = b-A\hat{x}
e=b−Ax^ ,
e
e
e为偏差向量,
a
1
T
,
a
2
T
a_1^T, a_2^T
a1T,a2T为构成列空间的基向量
a
1
T
(
b
−
A
x
^
)
=
0
,
a
2
T
(
b
−
A
x
^
)
=
0
a_1^T(b-A\hat{x})=0, a_2^T(b-A\hat{x})=0
a1T(b−Ax^)=0,a2T(b−Ax^)=0
∣
a
1
T
a
2
T
∣
∗
(
b
−
A
x
^
)
=
0
\begin{vmatrix} a1^T \\ a2^T \end{vmatrix}* (b-A\hat{x})=0
∣∣∣∣a1Ta2T∣∣∣∣∗(b−Ax^)=0
A
T
(
b
−
A
x
^
)
=
0
,
A
T
A
x
^
=
A
T
b
,
x
^
=
(
A
T
A
)
−
1
A
T
b
A^T (b-A\hat{x})=0,A^TA\hat{x} = A^Tb , \hat{x}= (A^TA)^-1A^Tb
AT(b−Ax^)=0,ATAx^=ATb,x^=(ATA)−1ATb
P
=
A
x
^
=
A
T
(
A
T
A
)
−
1
A
T
b
P = A\hat{x} =A^T (A^TA)^{-1}A^Tb
P=Ax^=AT(ATA)−1ATb
投影矩阵
P
P
P满足
P
T
=
P
,
P
2
=
P
P^T = P, P^2=P
PT=P,P2=P
列空间的
A
T
A^T
AT的零空间是垂直的,由列空间获取的投影矩阵可以得到
A
T
A^T
AT零空间的投影矩阵为
(
I
−
P
)
(I-P)
(I−P)