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lectures/orth_proj.md

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@@ -685,15 +685,15 @@ Numerical routines would in this case use the alternative form $R \hat \beta = Q
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## Exercises
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```{exercise-start}
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:label: ex1
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```
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Show that, for any linear subspace $S \subset \mathbb R^n$, $S \cap S^{\perp} = \{0\}$.
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```{exercise-end}
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```
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```{solution-start} ex1
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```
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If $x \in S$ and $x \in S^\perp$, then we have in particular
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```
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```{exercise-start}
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```
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Let $P = X (X' X)^{-1} X'$ and let $M = I - P$. Show that
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$P$ and $M$ are both idempotent and symmetric. Can you give any
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```{exercise-end}
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```
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```
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```{exercise-start}
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```
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Using Gram-Schmidt orthogonalization, produce a linear projection of $y$ onto the column space of $X$ and verify this using the projection matrix $P := X (X' X)^{-1} X'$ and also using QR decomposition, where:
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```
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