Epi: projection.ip – R documentation

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projection.ip

Projection of columns of a matrix.

Description

Projects the columns of the matrix M on the space spanned by the columns of the matrix X, with respect to the inner product defined by weight: <x|y>=sum(x*w*y).

Usage

projection.ip(X, M, orth = FALSE, weight = rep(1, nrow(X)))

Arguments

`X`	Matrix defining the space to project onto.
`M`	Matrix of columns to be projected. Must have the same number of rows as `X`.
`orth`	Should the projection be on the orthogonal complement to `span(X)`?
`weight`	Weights defining the inner product. Numerical vector of length `nrow(X)`.

Value

A matrix of full rank with columns in span(X)

Author(s)

Bendix Carstensen, Steno Diabetes Center, http://bendixcarstensen.com, with help from Peter Dalgaard.