Projection $P_1P_2=P_2P_1$

linear algebraprojection

$ P ∈\Bbb R^{n\times n}$ and $P^2 = P$ and $P^T = P$

I should show that $P_1P_2$ is a projection if $P_1 P_2 = P_2 P_1$

And I did that:

$P_1P_2 = (P_2P_1)^T = P^T_1P^T_2 = P_1P_2= (P_1P_2)^2 = P_1^2P_2^2 = P_1P_2$

Is that enough or a completely wrong approach?

Ok now splitted proof:

$P_1P_2 = (P_1P_2)^T = P_2^TP_1^T = P_2P_1$

first step is valid because of the transformation multiplication rule

and second step is valid because if $P_i$ is a projection, it is symmetric and $P_i^T = P_i$
for example:
$A(A^TA)^{-1}A^T = (A^T)^T((A^TA)^{-1})^TA = A((A^TA)^T)^{-1}A^T = A(A^T(A^T)^T)^{-1}A^T = A(A^TA)^{-1}A^T $

$(P_2P_1)^2 =P_2^2P_1^2 = P_2P_1$

is valid because if $P_i$ is a projection $P^2 = P$ for example:
$(A(A^TA)^{-1}A^T)^2 = A(A^TA)^{-1}A^TA(A^TA)^{-1}A^T = A(A^TA)^{-1}(A^TA)(A^TA)^{-1}A^T = A(A^TA)^{-1}IA^T = A(A^TA)^{-1}A^T$

$I$ is the identity matrix

Best Answer

You have not shown it.

You are suppose to show that $$(P_1P_2)^2 = P_1P_2$$

and $$(P_1P_2)^T = (P_1P_2)$$

using the property that $P_i$ are projection matrix and they commute.

Remark: You might want to work on clarity of your writing, state the reason how do you get from one step to the next step. Also, you might want to separate out the two parts of the proof.

Start a line that begins with $(P_1P_2)^T$ and explain how do you reach $P_1P_2$.

Start another line $(P_1P_2)^2$ and explain how do you reach $P_1P_2$.

Edit:

$$(P_1P_2)^2 = (P_1P_2)(P_1P_2)=P_1(P_2P_1)P_2=P_1(P_1P_2)P_2=P_1^2P_2^2=P_1P_2$$

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