Oblique Projection Problem
Consider an N by N oblique projection operator that has the form:
P = H*(H'*Q*H)^{-1}*H'*Q
where H and Q are both N by N matrices, where H is rank M < N, and Q is full rank. But then, that is the corresponding nullspace? Since Q is full rank, the nullspace does not exist... am I correct?
CJLam
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