[Math] Orthogonal projection on Span

linear algebraorthogonality

For the vectors:
$$v_1 = \frac {1}{2}
\begin{pmatrix}
1 \\ 1 \\ 1 \\ 1
\end{pmatrix},\
v_2 =\frac {1}{\sqrt2}
\begin{pmatrix}
-1\\ 1 \\ 0 \\ 0
\end{pmatrix}$$

Find an orthogonal projection for $(-1,1,2,2)^T$ onto Span$(v_1,v_2)$, which is a subspace of $V$.

I am unsure how to find the orthogonal projection when I have to do it onto the Span of vectors, I hope somebody can show a method to calculate it or give a hint.

Best Answer

HINT

  • consider the matrix $A=[v_1\quad v_2]$
  • the projection matrix is $P=A(A^TA)^{-1}A^T$
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