Projection is the process of decomposing a vector into two distinct parts one parallel with the subspace and on that is orthogonal to the subspace. The result always gives a unique decomposition.
Given a vector and a subspace we can decompose as follows
Where is parallel to and is orthogonal to it.
Properties
Given the projection of a vector into and the following are true:
- is the closest vector to in .
- The distance from to is .
Calculating
Given a subspace generated from the columns of a matrix and a vector for any solution to the equation
then .